Efficient simulation-based minimum distance estimation and indirect inference
Author:
Publisher
Allerton Press
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.3103/S1066530710040022.pdf
Reference30 articles.
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3. R. Beran, “MinimumHellingerDistance Estimates for ParametricModels”, Ann. Statist. 5, 445–463 (1977).
4. R. Beran and P.W. Millar, “Stochastic Estimation and Testing”, Ann. Statist. 15, 1131–1154 (1987).
5. P. Bickel and Y. Ritov, “Nonparametric Estimators that Can Be ‘Plugged-In’”, Ann. Statist. 31, 1033–1053 (2003).
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