Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well as articles that embody original theoretical research, the journal ...
We study the asymptotic covariance function of the sample mean and quantile, and derive a new and surprising characterization of the normal distribution: the asymptotic covariance between the sample ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback