On the asymptotic bias of estimators under parameter drift

Alexander Shapiro () and M. W. Browne

Statistics & Probability Letters, 1988, vol. 7, issue 3, 221-224

Abstract: It is shown that, under a natural assumption, minimum discrepancy estimators in the analysis of moment structures are asymptotically unbiased.

Keywords: asymptotic; bias; asymptotic; distribution; moment; structures; parameters; drift (search for similar items in EconPapers)
Date: 1988
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