Abstract
We introduce the estimating function with asymptotic bias and investigate the asymptotic behavior of the estimator based on it by using their relationship. The estimator based on the estimating function with asymptotic bias has the asymptotic normality with asymptotic bias. We show that this theory has several interesting applications in practical statistics.
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Takagi, Y., Inagaki, N. Estimating function with asymptotic bias and its estimator. Ann Inst Stat Math 45, 499–510 (1993). https://doi.org/10.1007/BF00773351
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DOI: https://doi.org/10.1007/BF00773351