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 normalitymodel selectionconsistencymeasurement errormissing dataoverdispersionefficiencyestimating equationsgeneralized method of momentsgraphical modelsindirect inferencequasi-likelihoodrandom effectsrobustnessbias correctionnaive estimatorsindirect likelihoodomitted covariates

Mathematics Subject Classification ID

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

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Cited in

(27)

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

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Uses Software

• BLINPLUS
• relibpls8

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