For fixed sample size N, the distribution functions of the k-class estimators (k nonstochastic) are approximated up to terms whose order of magnitude is 1/@u,where @u^2 is what is referred to in the literature as the concentration parameter. Similar results are also given for the double k-class estimators.
MLA
Mariano, Roberto S.. “Approximations to the Distribution Functions of Theil's k-Class Estimators.” Econometrica, vol. 41, .no 4, Econometric Society, 1973, pp. 715-721, https://www.jstor.org/stable/1914091
Chicago
Mariano, Roberto S.. “Approximations to the Distribution Functions of Theil's k-Class Estimators.” Econometrica, 41, .no 4, (Econometric Society: 1973), 715-721. https://www.jstor.org/stable/1914091
APA
Mariano, R. S. (1973). Approximations to the Distribution Functions of Theil's k-Class Estimators. Econometrica, 41(4), 715-721. https://www.jstor.org/stable/1914091
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