Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
نویسندگان
چکیده
منابع مشابه
Nonparametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a parametric model that are based on auxiliary nonparametric maximum likelihood density estimators are shown to be asymptotically normal. If the parametric model is correctly specified, it is furthermore shown that the asymptotic variance-covariance matrix equals the inverse of the Fisher-information matrix. T...
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ژورنال
عنوان ژورنال: Mathematical Methods of Statistics
سال: 2011
ISSN: 1066-5307,1934-8045
DOI: 10.3103/s1066530711040028