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Small sample asymptotics: a review with applications to robust statistics

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  • Ronchetti, Elvezio

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  • Ronchetti, Elvezio, 1990. "Small sample asymptotics: a review with applications to robust statistics," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 207-223, December.
    • Handle: RePEc:eee:csdana:v:10:y:1990:i:3:p:207-223
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    Cited by:

    1. Rodrigo Alfaro, 2008. "Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator," Working Papers Central Bank of Chile 500, Central Bank of Chile.
    2. Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria.
    3. Maronna, Ricardo A. & Yohai, Victor J., 2010. "Correcting MM estimates for "fat" data sets," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3168-3173, December.
    4. Peter C.B.Phillips & Jun Yu, "undated". "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Working Papers CoFie-08-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    5. Lô, Serigne N. & Ronchetti, Elvezio, 2009. "Robust and accurate inference for generalized linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2126-2136, October.
    6. Leonid Hanin, 2021. "Cavalier Use of Inferential Statistics Is a Major Source of False and Irreproducible Scientific Findings," Mathematics, MDPI, vol. 9(6), pages 1-13, March.
    7. Lô, Serigne N. & Ronchetti, Elvezio, 2012. "Robust small sample accurate inference in moment condition models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3182-3197.

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