Treffer: Asymptotic equivalence of minimum discrepancy function estimators to G.L.S. estimators

Title:
Asymptotic equivalence of minimum discrepancy function estimators to G.L.S. estimators
Authors:
Shapiro, Alexander
Publisher Information:
South African Statistical Association (SASA), Pretoria
Subject Terms:
asymptotic equivalence, generalized least squares, Estimation in multivariate analysis, Analysis of variance and covariance (ANOVA), moment structural models, discrepancy function, covariance structures, GLS estimators
Document Type:
Fachzeitschrift Article
File Description:
application/xml
Access URL:
https://zbmath.org/3919585
Accession Number:
edsair.c2b0b933574d..c76c8d9a1bde6bb5079ccf7427674e8d
Database:
OpenAIRE

Weitere Informationen

This paper is concerned with the asymptotic theory of covariance or more generally moment structural models. It is shown that for any discrepancy function satisfying a few simple axioms the corresponding estimators are asymptotically equivalent to GLS estimators.