Corrected Score Estimation via Complex Variable Simulation Extrapolation (Q4468399)

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scientific article; zbMATH DE number 2073111
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Corrected Score Estimation via Complex Variable Simulation Extrapolation
scientific article; zbMATH DE number 2073111

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    Corrected Score Estimation via Complex Variable Simulation Extrapolation (English)
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    10 June 2004
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    numerical examples
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    point estimation
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    Monte Carlo method
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    asymptotic distribution
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