Simulation based calibration using extended balanced augmented empirical likelihood
From MaRDI portal
Publication:5963814
DOI10.1007/s11222-014-9506-9zbMath1331.62117OpenAlexW1997288088MaRDI QIDQ5963814
Minh Khoa Nguyen, Wing Lon Ng, Steve Phelps
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/simulation-based-calibration-using-extended-balanced-augmented-empirical-likelihood(45bd2221-dc10-4720-a4ce-4e79d08dac23).html
empirical likelihoodbalance adjusted empirical likelihoodsimulation based calibrationunbiased estimation equation
Related Items
Balanced augmented jackknife empirical likelihood for two sample \(U\)-statistics ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables ⋮ Balanced augmented empirical likelihood for regression models
Cites Work
- Unnamed Item
- Empirical likelihood ratio confidence regions
- Simulation estimation of time-series models
- Empirical likelihood and general estimating equations
- Asymptotic theory of statistical inference for time series
- Stochastics. Theory and applications.
- Calibration of the empirical likelihood method for a vector mean
- The impact of heterogeneous trading rules on the limit order book and order flows
- Simulated Moments Estimation of Markov Models of Asset Prices
- Empirical properties of asset returns: stylized facts and statistical issues
- A simulation analysis of the microstructure of double auction markets*
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration