Godambe estimating functions and asymptotic optimal inference
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hwang, S. Y. | - |
dc.contributor.author | Basawa, I. V. | - |
dc.date.available | 2021-02-22T13:16:46Z | - |
dc.date.issued | 2011-08 | - |
dc.identifier.issn | 0167-7152 | - |
dc.identifier.issn | 1879-2103 | - |
dc.identifier.uri | https://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/12527 | - |
dc.description.abstract | Godambe (1985) introduced a class of optimum estimating functions which can be regarded as a generalization of quasilikelihood score functions. The "optimality" established by Godambe (1985) within a certain class is for estimating functions and it is based on finite samples. The question that arises naturally is what (if any) asymptotic optimality properties do the estimators and tests based on optimum estimating functions possess. In this paper, we establish, via presenting a convolution theorem, asymptotic optimality of estimators and tests obtained from Godambe optimum estimating functions. It is noted that we do not require the knowledge of the likelihood function. (C) 2011 Elsevier B.V. All rights reserved. | - |
dc.format.extent | 7 | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | ELSEVIER SCIENCE BV | - |
dc.title | Godambe estimating functions and asymptotic optimal inference | - |
dc.type | Article | - |
dc.publisher.location | 네델란드 | - |
dc.identifier.doi | 10.1016/j.spl.2011.03.006 | - |
dc.identifier.scopusid | 2-s2.0-79956219062 | - |
dc.identifier.wosid | 000292232700031 | - |
dc.identifier.bibliographicCitation | STATISTICS & PROBABILITY LETTERS, v.81, no.8, pp 1121 - 1127 | - |
dc.citation.title | STATISTICS & PROBABILITY LETTERS | - |
dc.citation.volume | 81 | - |
dc.citation.number | 8 | - |
dc.citation.startPage | 1121 | - |
dc.citation.endPage | 1127 | - |
dc.type.docType | Article | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | SAMPLE ESTIMATION | - |
dc.subject.keywordPlus | MODELS | - |
dc.subject.keywordAuthor | Asymptotic optimality | - |
dc.subject.keywordAuthor | Godambe estimating functions | - |
dc.subject.keywordAuthor | Large sample tests | - |
dc.subject.keywordAuthor | Quasilikelihood estimation | - |
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