Extremum estimation and numerical derivatives
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Publication:2354853
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Cites work
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- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
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- On Profile Likelihood
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Cited in
(15)- Optimal extrapolation of derivatives
- Gaussian processes for history-matching: application to an unconventional gas reservoir
- The numerical delta method
- Estimation of spatial sample selection models: a partial maximum likelihood approach
- Estimating derivatives of function-valued parameters in a class of moment condition models
- Inference of local regression in the presence of nuisance parameters
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
- Indirect inference with a non-smooth criterion function
- A fast resample method for parametric and semiparametric models
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- INTEGRATED SCORE ESTIMATION
- Standard errors for calibrated parameters
- The proximal bootstrap for constrained estimators
- Inference on nonparametric panel data models with fixed effects and censored dependent variables
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