Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers

DOI10.1198/016214506000000122zbMath1468.62194OpenAlexW2057479016MaRDI QIDQ3632557

L. J. Wei, Jun S. Liu, L. Tian

Publication date: 12 June 2009

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000000122

zbMATH Keywords

bootstrapresamplingsurvival analysisnormal approximationMetropolis algorithmmedian regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (11)

Buckley-James Type Estimator for Censored Data with Covariates Missing by Design ⋮ On the computational complexity of MCMC-based estimators in large samples ⋮ Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions ⋮ Bootstrapping \(U\)-statistics: applications in least squares and robust regression ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Confidence intervals for the regression parameter based on weighted log-rank estimating func\-tions ⋮ On Bayesian estimation via divergences ⋮ Fast Censored Linear Regression ⋮ On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood ⋮ A quasi-Bayesian local likelihood approach to time varying parameter VAR models ⋮ Constrained estimation using penalization and MCMC

Uses Software

• covRobust

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