Title

Asymptotics in Minimum Distance from Independence Estimation

Document Type

Discussion Paper

Publication Date

4-1-2000

CFDP Number

1252

CFDP Pages

21

Abstract

In this paper we introduce a family of minimum distance from independence estimators, suggested by Manski’s minimum mean square from independence estimator. We establish strong consistency, asymptotic normality and consistency of resampling estimates of the distribution and variance of these estimators. For Manski’s estimator we derive both strong consistency and asymptotic normality.

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