Simulation and the Asymptotics of Optimization Estimators
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(only showing first 100 items - show all)- Single-index regression models with right-censored responses
- Methods to estimate dynamic stochastic general equilibrium models
- Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
- An analytic method for randomized trials with informative censoring. II
- Extensions of estimation methods using the EM algorithm
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results
- Rank estimators for monotonic index models
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters
- Specification test for binary choice models based on index quantiles
- Semiparametric median estimation of the Type 3 Tobit model
- A diagnostic test for the sources of persistence in individuals' decisions
- Pairwise difference estimators of censored and truncated regression models
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
- A limit theorem for a smooth class of semiparametric estimators
- Estimating new product demand from biased survey data
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Monte-Carlo evaluation of multivariate normal probabilities
- Rates of convergence in the asymptotic normality for some local maximum estimators
- Semiparametric estimation of the type-3 Tobit model
- Statistical inference in the multinomial multiperiod probit model
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
- An MCMC approach to classical estimation.
- On simulated EM algorithms
- Rank estimation of a location parameter in the binary choice model
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
- Local nonlinear least squares: using parametric information in nonparametric regression
- Estimation of ergodic agent-based models by simulated minimum distance
- A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse
- Technological heterogeneity and corporate investment
- Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments
- Efficient two-step estimation via targeting
- Likelihood-free inference via classification
- Moment conditions selection based on adaptive penalized empirical likelihood
- A generalization of expected shortfall based capital allocation
- A smooth nonparametric approach to determining cut-points of a continuous scale
- Subvector inference when the true parameter vector may be near or at the boundary
- Efficient propensity score regression estimators of multivalued treatment effects for the treated
- Indirect inference with endogenously missing exogenous variables
- Generalized indirect inference for discrete choice models
- Explained variation and predictive accuracy in general parametric statistical models: The role of model misspecification
- Semiparametric estimation of panel data models without monotonicity or separability
- Sequential estimation of censored quantile regression models
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Quadratic mode regression
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Parameter estimation in stochastic scenario generation systems
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Financial econometrics: Past developments and future challenges
- Simple resampling methods for censored regression quantiles
- Quantile regression under random censoring.
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- Econometric models of asymmetric ascending auctions
- Simulation-based estimation of dynamic models with continuous equilibrium solutions
- Estimating simultaneous equations models by a simulation technique
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Inference approaches for instrumental variable quantile regression
- Efficient parameter estimation in regression with missing responses
- Rank estimation of a generalized fixed-effects regression model
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently
- Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Inference on functionals under first order degeneracy
- Quantile based dimension reduction in censored regression
- Testing for observation-dependent regime switching in mixture autoregressive models
- Labor market search, informality, and on-the-job human capital accumulation
- Inference in ordered response games with complete information
- Estimation and inference of semiparametric models using data from several sources
- Do people maximize quantiles?
- On linearization of nonparametric deconvolution estimators for repeated measurements model
- Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Generalized accelerated failure time model with censored data from case-cohort studies
- Parametric copula adjusted for non- and semiparametric regression
- Sufficient dimension reduction for survival data analysis with error-prone variables
- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- Survey weighted estimating equation inference with nuisance functionals
- \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models
- Copula-based regression models with data missing at random
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation
- An econometric model of network formation with an application to board interlocks between firms
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- Empirical likelihood inference for rank regression with doubly truncated data
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Robust inference for nonlinear regression models
- Quantile regression in big data: a divide and conquer based strategy
- Statistical inference for partially observed branching processes with application to cell lineage tracking of \textit{in vivo} hematopoiesis
- On rank estimators in increasing dimensions
- Robust estimation with many instruments
- Identification and estimation of time-varying nonseparable panel data models without stayers
- Semiparametric estimation of a censored regression model with endogeneity
- Indirect inference with a non-smooth criterion function
- Testing overidentifying restrictions with a restricted parameter space
- Multiplicative-error models with sample selection
- Estimation of marginal effects in semiparametric selection models with binary outcomes
- Asymptotic theory for differentiated products demand models with many markets
- Through the looking glass: indirect inference via simple equilibria
- Extremum estimation and numerical derivatives
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