Saddlepoint expansions for GEL estimators
Year of publication: |
2015
|
---|---|
Authors: | Kundhi, Gubhinder ; Rilstone, Paul |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 24.2015, 1, p. 1-24
|
Publisher: |
Springer |
Subject: | Higher order asymptotics | Edgeworth expansions | Saddlepoint expansions | Generalized empirical likelihood | Generalized method of moments |
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