On the Least-Squares Method for Elliptically Contoured Distributions

Kuritsyn, Yu. G.

doi:10.1137/1131106

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Cited by 14 publications

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“…In the literature, adopting concentration probability as a criterion for comparison of estimators, Berk and Hwang (1989), which can be viewed as an extension of Hwang (1985), Kuritsyn (1986), and Ali and Ponnapalli (1990), established some linear or nonlinear extensions of the GMT. Some related results are found, for example, in Andrews and Phillips (1987), Eaton (1986Eaton ( , 1988, and Jensen (1996).…”

Section: } Where P ¥ P(0 S)mentioning

confidence: 99%