Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers
From MaRDI portal
Recommendations
- Statistical inference based on non-smooth estimating functions
- A resampling method based on pivotal estimating functions
- Markov chain Monte Carlo estimation of quantiles
- Efficient estimation of invariant distributions of some semiparametric Markov chain models.
- Efficient resampling methods for nonsmooth estimating functions
Cited in
(15)- Bootstrapping U-statistics: applications in least squares and robust regression
- Constrained estimation using penalization and MCMC
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models
- On the computational complexity of MCMC-based estimators in large samples
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- On nonsmooth estimating functions via jackknife empirical likelihood
- Buckley-James type estimator for censored data with covariates missing by design
- Statistical inference based on non-smooth estimating functions
- On Bayesian estimation via divergences
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
- Fast censored linear regression
- Confidence intervals for the regression parameter based on weighted log-rank estimating func\-tions
- Modeling and Forecasting Macroeconomic Downside Risk
- A Unified Nonparametric Fiducial Approach to Interval-Censored Data
This page was built for publication: Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632557)
