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Shalabh und Toutenburg, Helge (2005): Consequences of Departure from Normality on the Properties of Calibration Estimators. Sonderforschungsbereich 386, Discussion Paper 441 [PDF, 248kB]

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Abstract

This paper considers the classical and inverse calibration estimators and discusses the consequences of departure from normality of errors on their bias and mean squared error properties when the errors in calibration process are small.

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