Asymptotic and Finite-Sample Properties in Statistical Estimation

被引:0
|
作者
Jureckova, Jana [1 ]
机构
[1] Charles Univ Prague, Fac Math & Phys, Prague, Czech Republic
关键词
TAIL-BEHAVIOR; REGRESSION;
D O I
10.1007/978-1-4939-3076-0_20
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
下载
收藏
页码:379 / 387
页数:9
相关论文
共 50 条
  • [1] ASYMPTOTIC AND FINITE-SAMPLE PROPERTIES OF ESTIMATORS BASED ON STOCHASTIC GRADIENTS
    Toulis, Panos
    Airoldi, Edoardo M.
    ANNALS OF STATISTICS, 2017, 45 (04): : 1694 - 1727
  • [2] ASYMPTOTIC EFFICIENCY AND FINITE-SAMPLE PROPERTIES OF THE GENERALIZED PROFILING ESTIMATION OF PARAMETERS IN ORDINARY DIFFERENTIAL EQUATIONS
    Qi, Xin
    Zhao, Hongyu
    ANNALS OF STATISTICS, 2010, 38 (01): : 435 - 481
  • [3] FINITE-SAMPLE PROPERTIES AND ASYMPTOTIC EFFICIENCY OF MONTE-CARLO TESTS
    JOCKEL, KH
    ANNALS OF STATISTICS, 1986, 14 (01): : 336 - 347
  • [4] Unit root tests in panel data: asymptotic and finite-sample properties
    Levin, A
    Lin, CF
    Chu, CSJ
    JOURNAL OF ECONOMETRICS, 2002, 108 (01) : 1 - 24
  • [5] ESTIMATING THE CANONICAL DISEQUILIBRIUM MODEL - ASYMPTOTIC THEORY AND FINITE-SAMPLE PROPERTIES
    LAROQUE, G
    SALANIE, B
    JOURNAL OF ECONOMETRICS, 1994, 62 (02) : 165 - 210
  • [6] Asymptotic and finite-sample properties of a reliability estimator for a competing risks system
    Agustin, MA
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1999, 64 (03) : 221 - 234
  • [7] Finite-sample density and its small sample asymptotic approximation
    Jureckova, Jana
    Sabolova, Radka
    STATISTICS & PROBABILITY LETTERS, 2011, 81 (08) : 1311 - 1318
  • [8] FINITE-SAMPLE PROPERTIES OF RIDGE ESTIMATORS
    DWIVEDI, TD
    SRIVASTAVA, VK
    HALL, RL
    TECHNOMETRICS, 1980, 22 (02) : 205 - 212
  • [9] Finite-Sample Maximum Likelihood Estimation of Location
    Gupta, Shivam
    Lee, Jasper C. H.
    Price, Eric
    Valiant, Paul
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 35 (NEURIPS 2022), 2022,
  • [10] Statistical Learning Theory for Control: A Finite-Sample Perspective
    Tsiamis A.
    Ziemann I.
    Matni N.
    Pappas G.J.
    IEEE Control Systems, 2023, 43 (06) : 67 - 97