On statistical transform methods and their efficiency
- 18 December 1984
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 12 (4) , 303-317
- https://doi.org/10.2307/3314814
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.Keywords
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