Optimal asymptotic least squares estimation in a singular set-up
Year of publication: |
2015
|
---|---|
Authors: | Díez de los Ríos, Antonio |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 128.2015, p. 83-86
|
Subject: | Asymptotic optimality | Auxiliary parameters | Minimum distance estimation | Generalized inverse | Singular covariance matrix | Schätztheorie | Estimation theory |
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