|
| next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 1 of 23 found articles
| Title: |
An approximation for analyzing a broad class of implicitly and explicitly defined estimators |
| Author: |
Spall, James C. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 15 (1986) nr. 12 pages 3747-3762 |
| Year: |
1986 |
| Contents: |
An approximation is presented that can be used to gain insight into the characteristics - such as outlier sensitivity, bias, and variability - of a wide class of estimators, including maximum likelihood and least squares. The approximation relies on a convenient form for an arbitrary order Taylor expansion in a multivariate setting. The implicit function theorem can be used to construct the expansion when the estimator is not defined in closed form. We present several finite-sample and asymptotic properties of such Taylor expansions, which are useful in characterizing the difference between the estimator and the expansion. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 23 found articles
| next >> |