Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Holcblat, Benjamin"'
Autor:
Holcblat, Benjamin, Sowell, Fallaw
We define a moment-based estimator that maximizes the empirical saddlepoint (ESP) approximation of the distribution of solutions to empirical moment conditions. We call it the ESP estimator. We prove its existence, consistency and asymptotic normalit
Externí odkaz:
http://arxiv.org/abs/1905.06977
In fields that are mainly nonexperimental, such as economics and finance, it is inescapable to compute test statistics and confidence regions that are not probabilistically independent from previously examined data. The Bayesian and Neyman-Pearson in
Externí odkaz:
http://arxiv.org/abs/1504.04472
Publikováno v:
The Annals of Statistics, 2019 Dec 01. 47(6), 3216-3243.
Externí odkaz:
https://www.jstor.org/stable/26867164
Autor:
Holcblat, Benjamin, Sowell, Fallaw
Publikováno v:
Electronic Journal of Statistics. 16
We define a moment-based estimator that maximizes the empirical saddlepoint (ESP) approximation of the distribution of solutions to empirical moment conditions. We call it the ESP estimator. We prove its existence, consistency and asymptotic normalit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::508b0067dfdc39ca093d9f639969881d
https://doi.org/10.1214/21-ejs1976
https://doi.org/10.1214/21-ejs1976
Autor:
Kostyrka, Andreï
In Chapter 1, it is shown how to use a smoothed empirical likelihood approach to conduct efficient semi-parametric inference in models characterised as conditional moment equalities when data are collected by variable probability sampling. Results fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2658::b7df563d70eef815285f062b6b65a5ca
http://orbilu.uni.lu/handle/10993/47806
http://orbilu.uni.lu/handle/10993/47806
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
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Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::31c648ce1324904c77346cfd8a6b78c9