An MCMC approach to classical estimation. (Q1398964): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: CAViaR / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stopping Rule for the Computation of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation When a Parameter is on a Boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automobile Prices in Market Equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some contributions to the asymptotic theory of Bayes solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Alternative Estimator for the Censored Quantile Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of Bayes estimates under possibly incorrect models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An IV Model of Quantile Treatment Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the consistency of Bayes estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent and robust Bayes procedures for location based on partial information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4214057 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global optimization of statistical functions with simulated annealing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust regression: Asymptotics, conjectures and Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3920437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-Step Estimators for Over-Identified Generalized Method of Moments Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information Theoretic Approaches to Inference in Moment Condition Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic relations of M-estimates and R-estimates in linear regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-step estimation of semiparametric censored regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limited information likelihood and Bayesian analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood methods with weakly dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Information-Theoretic Alternative to Generalized Method of Moments Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Semiparametric Median Regression Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4219536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Distribution Theory of Runs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform Convergence in Probability and Stochastic Equicontinuity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756704 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation and the Asymptotics of Optimization Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Asymtotic Theory of Bayesian Inference for Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255425 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviations estimation for the censored regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5287558 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4267796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Depth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4074841 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The deepest regression method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869532 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0304-4076(03)00100-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121290475 / rank
 
Normal rank

Latest revision as of 10:33, 30 July 2024

scientific article
Language Label Description Also known as
English
An MCMC approach to classical estimation.
scientific article

    Statements

    An MCMC approach to classical estimation. (English)
    0 references
    0 references
    0 references
    7 August 2003
    0 references
    Laplace
    0 references
    Bayes
    0 references
    Markov Chain Monte Carlo
    0 references
    GMM
    0 references
    Instrumental regression
    0 references
    Censored quantile regression
    0 references
    Instrumental quantile regression
    0 references
    Empirical likelihood
    0 references
    Value-at-risk
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references