Journal
ECONOMETRIC THEORY
Volume 21, Issue 2, Pages 472-476Publisher
CAMBRIDGE UNIV PRESS
DOI: 10.1017/S0266466605050255
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In the statistics literature, asymptotic properties of the Maximum Product of Spacings estimator are derived from first principles. We propose an alternative derivation based on the comparison between its objective function and that of the Maximum Likelihood estimator.
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