Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators
Author(s) -
Taisuke Otsu
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1769884
Subject(s) - empirical likelihood , estimator , generalized method of moments , mathematics , statistics , m estimator , maximum likelihood , econometrics , method of moments (probability theory)
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom