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Casella, George, Berger, Roger , biburl =

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econ.EM 1

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2026 1

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Asymptotic Properties of Empirical Quantile-Based Estimators

econ.EM · 2026-06-30 · unverdicted · novelty 5.0

Establishes root-n consistency and asymptotic normality for the plug-in estimator of E[F_Y^{-1} ∘ F_Z(X)] under weaker conditions allowing unbounded support, plus a consistent variance estimator.

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  • Asymptotic Properties of Empirical Quantile-Based Estimators econ.EM · 2026-06-30 · unverdicted · none · ref 16

    Establishes root-n consistency and asymptotic normality for the plug-in estimator of E[F_Y^{-1} ∘ F_Z(X)] under weaker conditions allowing unbounded support, plus a consistent variance estimator.