Simulation-Based Bias Correction Methods for Complex Models-Reference-Cited by-同舟云学术

Simulation-Based Bias Correction Methods for Complex Models

Published:2018-06-28 Issue:525 Volume:114 Page:146-157
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Guerrier Stéphane¹,Dupuis-Lozeron Elise²,Ma Yanyuan¹,Victoria-Feser Maria-Pia²

Affiliation:

1. Department of Statistics, Pennsylvania State University, University Park, PA

2. Research Center for Statistics, Geneva School of Economics and Management, University of Geneva, Geneva, Switzerland

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2017.1380031

Reference43 articles.

1. Arvanitis, S., and Demos, A. (2013), “On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators,” working paper No. 1406, Dept. of IEES, AUEB.

2. Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations

3. A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction

4. The foundations of factor analysis

5. TESTS OF SIGNIFICANCE IN FACTOR ANALYSIS

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