Accurate and robust tests for indirect inference

DOI10.1093/biomet/asq040zbMath1195.62047OpenAlexW2031484288MaRDI QIDQ2786372

Elvezio Ronchetti, Veronika Czellar

Publication date: 22 September 2010

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:22955

zbMATH Keywords

overdispersionnonlinear regressionsparsityindirect inferenceM-estimatorrobust estimatorsaddlepoint testparameter testtest for over-identification

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

Related Items (9)

The empirical saddlepoint estimator ⋮ Saddlepoint tests for accurate and robust inference on overdispersed count data ⋮ Robust small sample accurate inference in moment condition models ⋮ Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning ⋮ Saddlepoint Approximations for Spatial Panel Data Models ⋮ Identification-Robust Inference With Simulation-Based Pseudo-Matching ⋮ Through the looking glass: indirect inference via simple equilibria ⋮ RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD ⋮ Saddlepoint expansions for GEL estimators

Uses Software

• hgam

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