Estimation and inference by stochastic optimization (Q6193080): Difference between revisions

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+Dynamic discrete choice structural models: a survey
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+A fast resample method for parametric and semiparametric models
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+On the computational complexity of MCMC-based estimators in large samples
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+Q4821526
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+MCMC convergence diagnosis via multivariate bounds on log-concave densities
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+Statistical inference for model parameters in stochastic gradient descent
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+Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
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+Convergence of quasi-Newton matrices generated by the symmetric rank one update
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+Quasi-Newton Methods, Motivation and Theory
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+Split-panel Jackknife Estimation of Fixed-effect Models
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+Bridging the gap between constant step size stochastic gradient descent and Markov chains
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+Q5396673
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+Q5588268
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+Inference from iterative simulation using multiple sequences
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+Bootstrap Standard Error Estimates for Linear Regression
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+Estimating Trade Flows: Trading Partners and Trading Volumes<sup>*</sup>
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+Functions of Matrices
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+The variation of the spectrum of a normal matrix
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+A fast subsampling method for nonlinear dynamic models
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+Poor (Wo)man's Bootstrap
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+A bootstrap based on the estimating equations of the linear model
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+Stochastic Estimation of the Maximum of a Regression Function
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+A Score Based Approach to Wild Bootstrap Inference
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+Rates of convergence of the Hastings and Metropolis algorithms
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+Lectures on convex optimization
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+Q5491447
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+Some methods of speeding up the convergence of iteration methods
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+Acceleration of Stochastic Approximation by Averaging
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+The convergence of variable metric matrices in unconstrained optimization
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+A Stochastic Approximation Method
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+The Stochastic Difference Between Econometric Statistics
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+Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
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+An inequality for trace ideals
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