On the properties of simulation-based estimators in high dimensions
ContributorsGuerrier, Stéphane; Orso, Samuel; Karemera, Mucyo; Victoria-Feser, Maria-Pia
Publication date2018
Abstract
Keywords
- Finite sample bias
- Iterative bootstrap
- Two-steps estimators
- Indirect inference
- Robust estimation
- Generalized linear model
- Logistic regression
- Negative binomial regression
- Shrinkage
- Estimation
- Lasso
Citation (ISO format)
GUERRIER, Stéphane et al. On the properties of simulation-based estimators in high dimensions. 2018