Efficient simulation-based minimum distance estimation and indirect inference

DOI10.3103/S1066530710040022zbMath1282.62082arXiv0908.0433OpenAlexW2102061352MaRDI QIDQ2437988

Benedikt M. Pötscher, Richard Nickl

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.0433

zbMATH Keywords

splinesCramér-Rao boundnonparametric density estimationuniform central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)

Related Items

The ABC of simulation estimation with auxiliary statistics ⋮ Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators ⋮ ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS

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