Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponentially tilted likelihood inference on growing dimensional unconditional moment models |
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Exponentially tilted likelihood inference on growing dimensional unconditional moment models (English)
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23 November 2017
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growing-dimensional data analysis
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model misspecification
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moment unconditional models
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penalized exponentially tilted likelihood
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variable selection
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parameter estimation
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