Working Paper : 1023

Authors Arvanitis, S. and Demos, A.
Title A New Class of Indirect Estimators and Bias Correction
Abstract In this paper we define a set of indirect estimators based on moment approximations of the auxilary estimators. We provide results that describe higher order asymptotic properties of these estimators. The introduction of these is motivated by reasons of analytical and computational facilitation. We extend this set to a class of multistep indirect estimators that have potentially useful higher order bias properties. Furthermore, the widely employed "feasibly biased corrected estimator" is an one optimazation step approxiamtion of the suggested on.
Creation Date 2010-07-22
Keywords Indirect Estimator, Asymptotic Approximation, Moment Approximation, Higher Order Bias Structure, Binding Function, Local Canonical Representation, Convex Variational Distance.
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