Simulation-based bias correction methods for complex models
DOI10.1080/01621459.2017.1380031zbMATH Open1418.62067OpenAlexW2724479706MaRDI QIDQ5229900FDOQ5229900
Authors: Stéphane Guerrier, E. Dupuis Lozeron, Yanyuan Ma, Maria-Pia Victoria-Feser
Publication date: 19 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:95054
Recommendations
- On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
- A class of indirect inference estimators: higher-order asymptotics and approximate bias correction
- Approximate bias correction in econometrics
- A simulation study of bias in estimation of variance by bootstrap linear regression model
- Robust simulation-based estimation
indirect inferencerobust statisticstwo-step estimatorsiterative bootstrapgeneralized latent variable modelsweighted maximum likelihood estimators
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Title not available (Why is that?)
- Time series analysis by state space methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- Approximate Inference in Generalized Linear Mixed Models
- On composite marginal likelihoods
- Title not available (Why is that?)
- Robust Indirect Inference
- Title not available (Why is that?)
- Robust weighted likelihood estimators with an application to bivariate extreme value problems
- Robust methods for personal‐income distribution models
- Statistical Size Distributions in Economics and Actuarial Sciences
- Title not available (Why is that?)
- Robust Estimation for Grouped Data
- Title not available (Why is that?)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
- Approximate bias correction in econometrics
- Generalized latent trait models
- Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models
- Estimation of Generalized Linear Latent Variable Models
- Estimating binary multilevel models through indirect inference.
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods
- Pairwise likelihood estimation for factor analysis models with ordinal data
- Title not available (Why is that?)
- The foundations of factor analysis
- Isotone additive latent variable models
- On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction
Cited In (5)
Uses Software
This page was built for publication: Simulation-based bias correction methods for complex models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5229900)