Accurate and robust inference
ContributorsRonchetti, Elvezio
Published inEconometrics and Statistics, vol. 14, p. 74-88
Publication date2020
Abstract
Keywords
- Higher-order asymptotics
- Relative error
- Robustness
- Saddlepoint methods
- Stable inference
Affiliation entities
Citation (ISO format)
RONCHETTI, Elvezio. Accurate and robust inference. In: Econometrics and Statistics, 2020, vol. 14, p. 74–88. doi: 10.1016/j.ecosta.2019.12.003
Main files (1)
Article (Published version)
Identifiers
- PID : unige:133516
- DOI : 10.1016/j.ecosta.2019.12.003