Simultaneous estimation and inference for multiple response variables
From MaRDI portal
Publication:5083454
DOI10.1080/03610926.2018.1472791OpenAlexW2899762516WikidataQ128988938 ScholiaQ128988938MaRDI QIDQ5083454FDOQ5083454
Authors: Xiaomeng Niu, Hyunkeun Ryan Cho 
Publication date: 20 June 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1472791
generalized method of momentsempirical likelihoodestimating functionsestimation efficiencydata driven approach
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Title not available (Why is that?)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Longitudinal data analysis using generalized linear models
- Empirical likelihood and general estimating equations
- Empirical likelihood is Bartlett-correctable
- The optimal choice of moments in dynamic panel data models
- Empirical likelihood ratio confidence intervals for a single functional
- Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
- Title not available (Why is that?)
- Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Improving generalised estimating equations using quadratic inference functions
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
- Joint estimation of sparse multivariate regression and conditional graphical models
- Title not available (Why is that?)
- Choosing instrumental variables in conditional moment restriction models
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
- Finite-sample properties of the adjusted empirical likelihood
- Regression Models for Mixed Discrete and Continuous Responses with Potentially Missing Values
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions
- BinNor: An R Package for Concurrent Generation of Binary and Normal Data
Cited In (9)
- The Hunter Method of Simultaneous Inference and Its Recommended Use for Applications Having Large Known Correlation Structures
- On simultaneous estimation of parametric functions in a contingency table
- Approximate inferences in multiresponse regression analysis
- Simultaneous estimation of means of two sensitive variables
- Simultaneous estimation of several CDF’s: homogeneity constraint
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- A simultaneous estimation and variable selection rule
- Simultaneous inference for several quantiles of a normal population with applications
- Simultaneous estimation in discrete multivariate exponential families
Uses Software
This page was built for publication: Simultaneous estimation and inference for multiple response variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083454)
