Asymptotic Expansions Related to Minimum Contrast Estimators
Asymptotic Expansions Related to Minimum Contrast Estimators
This paper contains an Edgeworth-type expansion for the distribution of a minimum contrast estimator, and expansions suitable for the computation of critical regions of prescribed error (type one) as well as confidence intervals of prescribed confidence coefficient. Furthermore, it is shown that, for one-sided alternatives, the test based on the …