GMM and misspecification correction for misspecified models with diverging number of parameters
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Publication:2300520
DOI10.1007/s10255-019-0852-4zbMath1452.62212OpenAlexW2995301308WikidataQ126535030 ScholiaQ126535030MaRDI QIDQ2300520
Lu Lin, Qi Zhang, Kai-Ping Wang, De Li Li
Publication date: 27 February 2020
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-019-0852-4
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)
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Cites Work
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