Accurate and robust tests for indirect inference
ContributorsCzellar, Veronika; Ronchetti, Elvezio
Published inBiometrika, vol. 97, no. 3, p. 621-630
Collection
- Open Access - Licence nationale Oxford University Press
Publication date2010
Abstract
Keywords
- Indirect inference
- M-estimator
- Nonlinear regression
- Overdispersion
- Parameter test
- Robust estimator
- Saddlepoint test
- Sparsity
- Test for over-identification
Citation (ISO format)
CZELLAR, Veronika, RONCHETTI, Elvezio. Accurate and robust tests for indirect inference. In: Biometrika, 2010, vol. 97, n° 3, p. 621–630. doi: 10.1093/biomet/asq040
Main files (1)
Article (Published version)
Identifiers
- PID : unige:22955
- DOI : 10.1093/biomet/asq040
ISSN of the journal0006-3444