The indirect method: inference based on intermediate statistics -- a synthesis and examples

DOI10.1214/088342304000000152MaRDI QIDQ2503926zbMATH OpenOpenAlexFDO

Authors Wenxin Jiang, Bruce W. Turnbull

Publication date 22 September 2006

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/088342304000000152

zbMATH Keywords

asymptotic normalitybias correctionconsistencyefficiencyestimating equationsgeneralized method of momentsgraphical modelsindirect inferenceindirect likelihoodmeasurement errormissing datamodel selectionnaive estimatorsomitted covariatesoverdispersionquasi-likelihoodrandom effectsrobustness

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Point estimation (62F10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(29)

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• Smaller p-values via indirect information
• Composite likelihood inference by nonparametric saddlepoint tests
• An approximate likelihood perspective on ABC methods
• Indirect inference with endogenously missing exogenous variables
• The ABC of simulation estimation with auxiliary statistics
• Likelihood-free Bayesian inference for \(\alpha\)-stable models
• Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
• Simulated minimum distance estimation of dynamic models with errors-in-variables
• Efficient simulation-based minimum distance estimation and indirect inference
• Bayesian indirect inference using a parametric auxiliary model
• ‘Intractable and unsolved’: some thoughts on statistical data assimilation with uncertain static parameters
• Indirect maximum likelihood estimation
• The indirect method for stochastic logistic growth models
• Estimating Functions in Indirect Inference
• Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
• Estimating the wrapped stable distribution via indirect inference
• Forecasting exchange rates using asymmetric losses: a Bayesian approach
• Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
• Model misspecification effects for biased samples
• Logistic regression analyses for indirect data
• Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions
• Some Applications of Indirect Inference to Longitudinal and Repeated Events Data
• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Statistical Implementations of Agent‐Based Demographic Models
• The sparse method of simulated quantiles: An application to portfolio optimization
• Bias in parametric estimation: reduction and useful side-effects
• Estimating parsimonious models of longitudinal causal effects using regressions on propensity scores
• Evidence synthesis through a degradation model applied to myocardial infarction

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• BLINPLUS

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