Approximations to the Distribution Functions of Theil's K-Class Estimators
For fixed sample size N, the distribution functions of the k-class estimators (k non-stochastic) are approximated up to terms whose order of magnitude is 1/Î¼, where Î¼ 2 is what is referred to in the literature as the concentration parameter. Similar results are also given for the double k-class estimators.
Mariano, Roberto S..
Approximations to the Distribution Functions of Theil's K-Class Estimators. (1973). Econometrica. 41, (4), 715-722. Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/57
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