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An Alternative Asymptotic Analysis of Residual-Based Statistics
Werker, Bas J.M.; Andreou, E. - Tilburg University, Center for Economic Research - 2004
considered before all use nonparametric statistics.On the technical side, we provide a novel approach to the pre-estimation … problem using Le Cam s third lemma.The resulting formula for the correction in the limiting variance as a result of pre-estimation …
Persistent link: https://www.econbiz.de/10011092694
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On the Harm that Pretesting Does
Magnus, Jan R.; Danilov, D.L. - Tilburg University, Center for Economic Research - 2001
unconditional moments of the pretest estimator, taking full account of the fact that model selection and estimation are an …
Persistent link: https://www.econbiz.de/10011090601
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Projection Estimates of Constrained Functional Parameters
Fils-Villetard, A.; Guillou, A.; Segers, J. - Tilburg University, Center for Economic Research - 2005
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
Persistent link: https://www.econbiz.de/10011091415
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Empirical Likelihood based on Hypothesis Testing
Einmahl, John; McKeague, I.W. - Tilburg University, Center for Economic Research - 2002
AMS classifications: 62G10; 62G20; 62G30;
Persistent link: https://www.econbiz.de/10011091709