Asymptotic Properties of Weighted M-estimators for variable probability samples
From MaRDI portal
Publication:4530961
Recommendations
- Asymptotic properties of weighted \(M\)-estimators for standard stratified samples.
- Weighted likelihood estimation under two-phase sampling
- Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
- Weighting in survey analysis under informative sampling
- scientific article; zbMATH DE number 4102287
Cited in
(24)- Inference in panel data models under attrition caused by unobservables
- Asymptotic inference from multi-stage samples
- GMM redundancy results for general missing data problems
- The impact of college course offerings on the supply of academically talented public school teachers
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- On the characteristics of reporting ADL limitations and formal LTC usage across Europe
- scientific article; zbMATH DE number 5669993 (Why is no real title available?)
- Estimation and inference for policy relevant treatment effects
- Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
- Bayesian weighted inference from surveys
- On efficiency gains from multiple incomplete subsamples
- On the asymptotic distribution of weighted least squares estimators
- A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
- Regression models for choice-based samples with misclassification in the response variable.
- Asymptotic properties of weighted \(M\)-estimators for standard stratified samples.
- Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom
- Semiparametric quasi-likelihood estimation with missing data
- Efficiency results of MLE and GMM estimation with sampling weights
- Inverse probability weighted estimation for general missing data problems
- Estimation and inference of semiparametric models using data from several sources
- A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
- Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA
- Asymptotics of S-weighted estimators
This page was built for publication: Asymptotic Properties of Weighted M-estimators for variable probability samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4530961)