期刊: JOURNAL OF PROBABILITY AND STATISTICS, 2020; 2020 ()
In this paper, we proposed two new families of estimators using the supplementary information on the auxiliary variable and exponential function for t......
期刊: JOURNAL OF PROBABILITY AND STATISTICS, 2020; 2020 ()
A higher-order likelihood-based asymptotic method to obtain inference for the difference between two KS Sharpe ratios when gross returns of an investm......