✦ LIBER ✦

On a general class of long run variance estimators

✍ Scribed by Zhang, Xianyang; Shao, Xiaofeng

Book ID: 122140969
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 394 KB
Volume: 120
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2013.05.026

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On classes of estimators of the variance

On classes of estimators of the variance function of a linear estimator

✍ S. G. Prabhu Ajgaonkar 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 224 KB

A new kernel for long-run variance estim

A new kernel for long-run variance estimates in seasonal time series models

✍ Dong Wan Shin; Man-Suk Oh 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 209 KB

A class of shrinkage estimators for the

A class of shrinkage estimators for the variance of a normal population

✍ Housila P. Singh; Rajesh Singh 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 240 KB

On improved estimators of the generalize

On improved estimators of the generalized variance

✍ Bimal Kumar Sinha 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 391 KB

On estimating the variance of a generali

On estimating the variance of a generalized Laplace distribution

✍ D. Sharma 📂 Article 📅 1984 🏛 Springer 🌐 English ⚖ 180 KB

A general class of estimators of the ext

A general class of estimators of the extreme value index

✍ Holger Drees 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 816 KB

We consider the class of estimators of the extreme value index [~ that can be represented as a scale invariant functional T applied to the empirical tail quantile function Q,. From an approximation of Q,, first asymptotic normality of T(Q~) is derived under quite natural smoothness conditions on 7"