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On statistical transform methods and their efficiency
Author(s) -
Feuerverger Andrey,
Mcdunnough Philip
Publication year - 1984
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314814
Subject(s) - moment (physics) , inference , statistical inference , empirical research , empirical likelihood , function (biology) , mathematics , moment generating function , econometrics , computer science , statistics , probability density function , artificial intelligence , physics , classical mechanics , evolutionary biology , biology
Abstract General conditions for the asymptotic efficiency of certain new inference procedures based on empirical transform functions are developed. A number of important processes, such as the empirical characteristic function, the empirical moment generating function, and the empirical moments, are considered as special cases.