Wang, Weiwei; Zhang, Qi; Zhang, Xinyu; Li, Xinmin Model averaging based on generalized method of moments. (English) Zbl 07328769 Econ. Lett. 200, Article ID 109735, 5 p. (2021). MSC: 62P20 62M10 62H20 91B84 PDF BibTeX XML Cite \textit{W. Wang} et al., Econ. Lett. 200, Article ID 109735, 5 p. (2021; Zbl 07328769) Full Text: DOI
Onishi, Rikuto; Otsu, Taisuke Sample sensitivity for two-step and continuous updating GMM estimators. (English) Zbl 1453.91101 Econ. Lett. 198, Article ID 109685, 5 p. (2021). MSC: 91G30 35Q91 62P05 PDF BibTeX XML Cite \textit{R. Onishi} and \textit{T. Otsu}, Econ. Lett. 198, Article ID 109685, 5 p. (2021; Zbl 1453.91101) Full Text: DOI
Patrick, Robert H. Durbin-Wu-Hausman specification tests. (English) Zbl 1455.62205 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1075-1108 (2021). MSC: 62P05 62J05 91B82 PDF BibTeX XML Cite \textit{R. H. Patrick}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1075--1108 (2021; Zbl 1455.62205) Full Text: DOI
Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank Inference in second-order identified models. (English) Zbl 07308414 J. Econom. 218, No. 2, 346-372 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{P. Dovonon} et al., J. Econom. 218, No. 2, 346--372 (2020; Zbl 07308414) Full Text: DOI
Gørgens, Tue; Han, Chirok; Xue, Sen On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root. (English) Zbl 07308059 Econ. Lett. 197, Article ID 109605, 4 p. (2020). MSC: 62D20 62M07 62E20 PDF BibTeX XML Cite \textit{T. Gørgens} et al., Econ. Lett. 197, Article ID 109605, 4 p. (2020; Zbl 07308059) Full Text: DOI
Hector, Emily C.; Song, Peter X.-K. Doubly distributed supervised learning and inference with high-dimensional correlated outcomes. (English) Zbl 07307470 J. Mach. Learn. Res. 21, Paper No. 173, 35 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{E. C. Hector} and \textit{P. X. K. Song}, J. Mach. Learn. Res. 21, Paper No. 173, 35 p. (2020; Zbl 07307470) Full Text: Link
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 07297548 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 07297548) Full Text: DOI
Fan, Yuwei; Li, Ruo; Zheng, Lingchao A nonlinear hyperbolic model for radiative transfer equation in slab geometry. (English) Zbl 1455.35247 SIAM J. Appl. Math. 80, No. 6, 2388-2419 (2020). Reviewer: Vladimir Čadež (Beograd) MSC: 35Q60 35L60 35L02 35L40 35L45 35L65 78A10 78A40 78M05 78M22 82C70 PDF BibTeX XML Cite \textit{Y. Fan} et al., SIAM J. Appl. Math. 80, No. 6, 2388--2419 (2020; Zbl 1455.35247) Full Text: DOI
de Castro, Luciano; Galvao, Antonio F.; Montes-Rojas, Gabriel Quantile selection in non-linear GMM quantile models. (English) Zbl 1452.62281 Econ. Lett. 195, Article ID 109402, 4 p. (2020). MSC: 62G08 62P20 PDF BibTeX XML Cite \textit{L. de Castro} et al., Econ. Lett. 195, Article ID 109402, 4 p. (2020; Zbl 1452.62281) Full Text: DOI
Yüzbaşi, Şuayip; Karaçayir, Murat Galerkin-like method for solving linear functional differential equations under initial conditions. (English) Zbl 1450.65073 Turk. J. Math. 44, No. 1, 85-97 (2020). MSC: 65L60 65L03 34K06 65L70 PDF BibTeX XML Cite \textit{Ş. Yüzbaşi} and \textit{M. Karaçayir}, Turk. J. Math. 44, No. 1, 85--97 (2020; Zbl 1450.65073) Full Text: Link
Pinquet, Jean Poisson models with dynamic random effects and nonnegative credibilities per period. (English) Zbl 1447.91145 ASTIN Bull. 50, No. 2, 585-618 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Pinquet}, ASTIN Bull. 50, No. 2, 585--618 (2020; Zbl 1447.91145) Full Text: DOI
McKennan, Chris; Ober, Carole; Nicolae, Dan Estimation and inference in metabolomics with nonrandom missing data and latent factors. (English) Zbl 1446.62281 Ann. Appl. Stat. 14, No. 2, 789-808 (2020). MSC: 62P10 62H12 62D10 PDF BibTeX XML Cite \textit{C. McKennan} et al., Ann. Appl. Stat. 14, No. 2, 789--808 (2020; Zbl 1446.62281) Full Text: DOI Euclid
Kim, Doosoo An alternative two-step generalized method of moments estimator based on a reduced form model. (English) Zbl 1443.62042 Econ. Lett. 192, Article ID 109184, 4 p. (2020). MSC: 62D20 62G07 62H12 PDF BibTeX XML Cite \textit{D. Kim}, Econ. Lett. 192, Article ID 109184, 4 p. (2020; Zbl 1443.62042) Full Text: DOI
Tsionas, Mike G. Directional technology distance functions through duality. (English) Zbl 1434.91038 Econ. Lett. 190, Article ID 109112, 5 p. (2020). MSC: 91B38 PDF BibTeX XML Cite \textit{M. G. Tsionas}, Econ. Lett. 190, Article ID 109112, 5 p. (2020; Zbl 1434.91038) Full Text: DOI
Mehic, Adrian Half-panel jackknife estimation for dynamic panel models. (English) Zbl 1439.62063 Econ. Lett. 190, Article ID 109082, 5 p. (2020). MSC: 62D20 62F40 PDF BibTeX XML Cite \textit{A. Mehic}, Econ. Lett. 190, Article ID 109082, 5 p. (2020; Zbl 1439.62063) Full Text: DOI
Zhao, Puying; Haziza, David; Wu, Changbao Survey weighted estimating equation inference with nuisance functionals. (English) Zbl 07191766 J. Econom. 216, No. 2, 516-536 (2020). MSC: 62D05 62G05 62P20 PDF BibTeX XML Cite \textit{P. Zhao} et al., J. Econom. 216, No. 2, 516--536 (2020; Zbl 07191766) Full Text: DOI
Rao, R. Prabhakar; Sutradhar, Brajendra C. Multiple categorical covariates-based multinomial dynamic response model. (English) Zbl 1436.62205 Sankhyā, Ser. A 82, No. 1, 186-219 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62H12 62F12 62F10 PDF BibTeX XML Cite \textit{R. P. Rao} and \textit{B. C. Sutradhar}, Sankhyā, Ser. A 82, No. 1, 186--219 (2020; Zbl 1436.62205) Full Text: DOI
Asako, Kazumi; Nakamura, Jun-ichi; Tonogi, Konomi Multiple \(q\) and investment in Japan. (English) Zbl 1452.91004 Singapore: Springer (ISBN 978-981-15-2980-1/hbk; 978-981-15-2981-8/ebook). xii, 184 p. (2020). Reviewer: Gerhard-Wilhelm Weber (Poznań and Ankara) with Emel Savku (Oslo) and Selma Gütmen (Poznan) MSC: 91-02 91G50 PDF BibTeX XML Cite \textit{K. Asako} et al., Multiple \(q\) and investment in Japan. Singapore: Springer (2020; Zbl 1452.91004) Full Text: DOI
Khovansky, Serguey; Zhylyevskyy, Oleksandr A note on a cross-sectional GMM estimator in the presence of an observable common shock. (English) Zbl 1435.62083 Statistics 54, No. 2, 415-423 (2020). MSC: 62F03 62F12 PDF BibTeX XML Cite \textit{S. Khovansky} and \textit{O. Zhylyevskyy}, Statistics 54, No. 2, 415--423 (2020; Zbl 1435.62083) Full Text: DOI
Sølvsten, Mikkel Robust estimation with many instruments. (English) Zbl 07165923 J. Econom. 214, No. 2, 495-512 (2020). MSC: 62P20 62J05 62E20 62F10 62F12 PDF BibTeX XML Cite \textit{M. Sølvsten}, J. Econom. 214, No. 2, 495--512 (2020; Zbl 07165923) Full Text: DOI
Han, Hyojin On the identification of models with conditional characteristic functions. (English) Zbl 1435.62101 Econ. Lett. 186, Article ID 108859, 4 p. (2020). MSC: 62F12 62P20 PDF BibTeX XML Cite \textit{H. Han}, Econ. Lett. 186, Article ID 108859, 4 p. (2020; Zbl 1435.62101) Full Text: DOI
Chen, Tuo; Su, Zhihua; Yang, Yi; Ding, Shanshan Efficient estimation in expectile regression using envelope models. (English) Zbl 1436.62133 Electron. J. Stat. 14, No. 1, 143-173 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G08 62J02 PDF BibTeX XML Cite \textit{T. Chen} et al., Electron. J. Stat. 14, No. 1, 143--173 (2020; Zbl 1436.62133) Full Text: DOI Euclid
Nezhelskaya, Lyudmila; Pagano, Michele; Sidorova, Ekaterina Estimation of the probability density parameters of the interval duration between events in correlated synchronous generalized flow of the second order. (English) Zbl 1455.90048 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 18th international conference, ITMM 2019, named after A. F. Terpugov, Saratov, Russia, June 26–30, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1109, 202-216 (2019). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{L. Nezhelskaya} et al., Commun. Comput. Inf. Sci. 1109, 202--216 (2019; Zbl 1455.90048) Full Text: DOI
Cheng, Xu; Liao, Zhipeng; Shi, Ruoyao On uniform asymptotic risk of averaging GMM estimators. (English) Zbl 1445.62067 Quant. Econ. 10, No. 3, 931-979 (2019). MSC: 62G07 62H12 PDF BibTeX XML Cite \textit{X. Cheng} et al., Quant. Econ. 10, No. 3, 931--979 (2019; Zbl 1445.62067) Full Text: DOI
Amati, Viviana; Schönenberger, Felix; Snijders, Tom A. B. Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models. (English) Zbl 1439.62184 Psychometrika 84, No. 4, 1068-1096 (2019). MSC: 62L20 62D20 62M45 62P25 62P15 PDF BibTeX XML Cite \textit{V. Amati} et al., Psychometrika 84, No. 4, 1068--1096 (2019; Zbl 1439.62184) Full Text: DOI
Song, Yunquan; Zhu, Yanji; Wang, Xiuli; Lin, Lu Robust inference for estimating equations with nonignorably missing data based on SIR algorithm. (English) Zbl 07193892 J. Stat. Comput. Simulation 89, No. 17, 3196-3212 (2019). MSC: 62 PDF BibTeX XML Cite \textit{Y. Song} et al., J. Stat. Comput. Simulation 89, No. 17, 3196--3212 (2019; Zbl 07193892) Full Text: DOI
Zhang, Qi; Wang, Kai-Ping; Li, De-Li; Lin, Lu GMM and misspecification correction for misspecified models with diverging number of parameters. (English) Zbl 1452.62212 Acta Math. Appl. Sin., Engl. Ser. 35, No. 4, 780-797 (2019). Reviewer: Kazuho Watanabe (Toyohashi) MSC: 62F10 62F12 62G05 62G20 PDF BibTeX XML Cite \textit{Q. Zhang} et al., Acta Math. Appl. Sin., Engl. Ser. 35, No. 4, 780--797 (2019; Zbl 1452.62212) Full Text: DOI
Zhang, Ningshan; Schmaus, Kyle; Perry, Patrick O. Fitting a deeply nested hierarchical model to a large book review dataset using a moment-based estimator. (English) Zbl 1435.62428 Ann. Appl. Stat. 13, No. 4, 2260-2288 (2019). MSC: 62P20 62J05 62J12 PDF BibTeX XML Cite \textit{N. Zhang} et al., Ann. Appl. Stat. 13, No. 4, 2260--2288 (2019; Zbl 1435.62428) Full Text: DOI Euclid
Xu, Jason; Koelle, Samson; Guttorp, Peter; Wu, Chuanfeng; Dunbar, Cynthia; Abkowitz, Janis L.; Minin, Vladimir N. Statistical inference for partially observed branching processes with application to cell lineage tracking of in vivo hematopoiesis. (English) Zbl 1435.62405 Ann. Appl. Stat. 13, No. 4, 2091-2119 (2019). MSC: 62P10 62F15 60J80 60J76 PDF BibTeX XML Cite \textit{J. Xu} et al., Ann. Appl. Stat. 13, No. 4, 2091--2119 (2019; Zbl 1435.62405) Full Text: DOI Euclid
Zhao, Qingyuan; Wang, Jingshu; Spiller, Wes; Bowden, Jack; Small, Dylan S. Two-sample instrumental variable analyses using heterogeneous samples. (English) Zbl 1420.62060 Stat. Sci. 34, No. 2, 317-333 (2019). MSC: 62D05 62P10 PDF BibTeX XML Cite \textit{Q. Zhao} et al., Stat. Sci. 34, No. 2, 317--333 (2019; Zbl 1420.62060) Full Text: DOI Euclid
Li, Ray; Miller, Steven J. Central limit theorems for gaps of generalized Zeckendorf decompositions. (English) Zbl 07099361 Fibonacci Q. 57, No. 3, 213-230 (2019). Reviewer: Andreas N. Philippou (Patras) MSC: 60F05 11B39 11B05 65Q30 PDF BibTeX XML Cite \textit{R. Li} and \textit{S. J. Miller}, Fibonacci Q. 57, No. 3, 213--230 (2019; Zbl 07099361) Full Text: Link arXiv
Mummert, Anna; Otunuga, Olusegun M. Parameter identification for a stochastic SEIRS epidemic model: case study influenza. (English) Zbl 1416.92163 J. Math. Biol. 79, No. 2, 705-729 (2019). MSC: 92D30 60H10 62P10 PDF BibTeX XML Cite \textit{A. Mummert} and \textit{O. M. Otunuga}, J. Math. Biol. 79, No. 2, 705--729 (2019; Zbl 1416.92163) Full Text: DOI
Chen, Xuerong; Chen, Yan; Wan, Alan T. K.; Zhou, Yong On the asymptotic non-equivalence of efficient-GMM and MEL estimators in models with missing data. (English) Zbl 1418.62110 Scand. J. Stat. 46, No. 2, 361-388 (2019). MSC: 62G05 62F12 62G08 62H12 62P25 PDF BibTeX XML Cite \textit{X. Chen} et al., Scand. J. Stat. 46, No. 2, 361--388 (2019; Zbl 1418.62110) Full Text: DOI
Mortazian, Mona; Tabaghdehi, Seyedeh Asieh H.; Mase, Bryan Large shareholding and firm value in the alternative investment market (AIM). (English) Zbl 1414.91405 Asia-Pac. Financ. Mark. 26, No. 2, 229-252 (2019). MSC: 91G50 PDF BibTeX XML Cite \textit{M. Mortazian} et al., Asia-Pac. Financ. Mark. 26, No. 2, 229--252 (2019; Zbl 1414.91405) Full Text: DOI
Curato, Imma Valentina; Stelzer, Robert Weak dependence and GMM estimation of supOU and mixed moving average processes. (English) Zbl 1406.60028 Electron. J. Stat. 13, No. 1, 310-360 (2019). MSC: 60E07 60G10 60G51 60G57 62F12 PDF BibTeX XML Cite \textit{I. V. Curato} and \textit{R. Stelzer}, Electron. J. Stat. 13, No. 1, 310--360 (2019; Zbl 1406.60028) Full Text: DOI Euclid arXiv
Wang, Weiwei; Zhang, Qi; Li, Xinmin GMM-based model averaging method. (Chinese. English summary) Zbl 1424.62048 J. Syst. Sci. Math. Sci. 38, No. 7, 801-812 (2018). MSC: 62F12 62H12 62F35 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Syst. Sci. Math. Sci. 38, No. 7, 801--812 (2018; Zbl 1424.62048)
Zhao, Shiwen; Engelhardt, Barbara E.; Mukherjee, Sayan; Dunson, David B. Fast moment estimation for generalized latent Dirichlet models. (English) Zbl 1409.62119 J. Am. Stat. Assoc. 113, No. 524, 1528-1540 (2018). MSC: 62H12 62F12 62F35 PDF BibTeX XML Cite \textit{S. Zhao} et al., J. Am. Stat. Assoc. 113, No. 524, 1528--1540 (2018; Zbl 1409.62119) Full Text: DOI arXiv
Yu, Hsiang; Cheng, Yu-Jen; Wang, Ching-Yun Methods for multivariate recurrent event data with measurement error and informative censoring. (English) Zbl 1414.62484 Biometrics 74, No. 3, 966-976 (2018). MSC: 62P10 62N01 62H12 PDF BibTeX XML Cite \textit{H. Yu} et al., Biometrics 74, No. 3, 966--976 (2018; Zbl 1414.62484) Full Text: DOI
Sun, Yifei; Chan, Kwun Chuen Gary; Qin, Jing Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time. (English) Zbl 1415.62137 Biometrics 74, No. 1, 77-85 (2018). MSC: 62P10 62N01 62H12 PDF BibTeX XML Cite \textit{Y. Sun} et al., Biometrics 74, No. 1, 77--85 (2018; Zbl 1415.62137) Full Text: DOI
Ghosh, Subir; Guo, Li; Peng, Luyao Variance component estimators OPE, NOPE and AOPE in linear mixed effects models. (English) Zbl 1407.62277 Aust. N. Z. J. Stat. 60, No. 4, 481-505 (2018). MSC: 62J12 62K10 62H12 PDF BibTeX XML Cite \textit{S. Ghosh} et al., Aust. N. Z. J. Stat. 60, No. 4, 481--505 (2018; Zbl 1407.62277) Full Text: DOI
Achab, Massil; Bacry, Emmanuel; Gaïffas, Stéphane; Mastromatteo, Iacopo; Muzy, Jean-François Uncovering causality from multivariate Hawkes integrated cumulants. (English) Zbl 06982948 J. Mach. Learn. Res. 18(2017-2018), Paper No. 192, 28 p. (2018). MSC: 68T05 PDF BibTeX XML Cite \textit{M. Achab} et al., J. Mach. Learn. Res. 18, Paper No. 192, 28 p. (2018; Zbl 06982948) Full Text: Link
Zhang, Li; Lin, Cunjie; Zhou, Yong Generalized method of moments for nonignorable missing data. (English) Zbl 1406.62083 Stat. Sin. 28, No. 4, Part 1, 2107-2124 (2018). MSC: 62J12 62P25 PDF BibTeX XML Cite \textit{L. Zhang} et al., Stat. Sin. 28, No. 4, Part 1, 2107--2124 (2018; Zbl 1406.62083) Full Text: DOI
Zhao, Puying; Wang, Lei; Shao, Jun Analysis of longitudinal data under nonignorable nonmonotone nonresponse. (English) Zbl 06938697 Stat. Interface 11, No. 2, 265-279 (2018). MSC: 62G05 62H12 62G20 PDF BibTeX XML Cite \textit{P. Zhao} et al., Stat. Interface 11, No. 2, 265--279 (2018; Zbl 06938697) Full Text: DOI
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon Fitting the Erlang mixture model to data via a GEM-CMM algorithm. (English) Zbl 06892263 J. Comput. Appl. Math. 343, 189-205 (2018). MSC: 62 91 PDF BibTeX XML Cite \textit{W. Gui} et al., J. Comput. Appl. Math. 343, 189--205 (2018; Zbl 06892263) Full Text: DOI
Čížek, P.; Aquaro, M. Robust estimation and moment selection in dynamic fixed-effects panel data models. (English) Zbl 1417.62343 Comput. Stat. 33, No. 2, 675-708 (2018). MSC: 62P20 62F35 62J05 62M10 65C60 PDF BibTeX XML Cite \textit{P. Čížek} and \textit{M. Aquaro}, Comput. Stat. 33, No. 2, 675--708 (2018; Zbl 1417.62343) Full Text: DOI
Giurcanu, Mihai; Presnell, Brett Bootstrap inference for misspecified moment condition models. (English) Zbl 1401.62071 Ann. Inst. Stat. Math. 70, No. 3, 605-630 (2018). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62G09 62G10 62G20 62E20 PDF BibTeX XML Cite \textit{M. Giurcanu} and \textit{B. Presnell}, Ann. Inst. Stat. Math. 70, No. 3, 605--630 (2018; Zbl 1401.62071) Full Text: DOI
Marchina, Antoine Concentration inequalities for separately convex functions. (English) Zbl 1428.60037 Bernoulli 24, No. 4A, 2906-2933 (2018). MSC: 60E15 60G42 PDF BibTeX XML Cite \textit{A. Marchina}, Bernoulli 24, No. 4A, 2906--2933 (2018; Zbl 1428.60037) Full Text: DOI Euclid
Sunecher, Yuvraj; Khan, Naushad Mamode; Jowaheer, Vandna Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series. (English) Zbl 1384.65016 Commun. Stat., Simulation Comput. 46, No. 9, 6803-6827 (2017). MSC: 65C60 62M10 62H12 62J10 62J12 62J20 PDF BibTeX XML Cite \textit{Y. Sunecher} et al., Commun. Stat., Simulation Comput. 46, No. 9, 6803--6827 (2017; Zbl 1384.65016) Full Text: DOI
Khovansky, Serguey; Zhylyevskyy, Oleksandr On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock. (English) Zbl 1380.62101 Stat. Probab. Lett. 129, 196-202 (2017). MSC: 62F12 62P20 PDF BibTeX XML Cite \textit{S. Khovansky} and \textit{O. Zhylyevskyy}, Stat. Probab. Lett. 129, 196--202 (2017; Zbl 1380.62101) Full Text: DOI
Du, Xiu-Li; Lin, Jin-Guan; Zhou, Xiu-Qing Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix. (English) Zbl 06816104 Commun. Stat., Theory Methods 46, No. 22, 11010-11025 (2017). MSC: 62H12 60H30 62P30 PDF BibTeX XML Cite \textit{X.-L. Du} et al., Commun. Stat., Theory Methods 46, No. 22, 11010--11025 (2017; Zbl 06816104) Full Text: DOI
Rathgeber, A. W.; Stadler, J.; Stöckl, S. Fitting generalized hyperbolic processes – new insights for generating initial values. (English) Zbl 1376.62069 Commun. Stat., Simulation Comput. 46, No. 7, 5752-5762 (2017). MSC: 62P05 62M05 PDF BibTeX XML Cite \textit{A. W. Rathgeber} et al., Commun. Stat., Simulation Comput. 46, No. 7, 5752--5762 (2017; Zbl 1376.62069) Full Text: DOI
Guo, Donglin; Xue, Liugen; Hu, Yuqin Robust estimation of mean in partially linear model with missing responses. (Chinese. English summary) Zbl 1389.62085 J. Beijing Univ. Technol. 43, No. 2, 313-319 (2017). MSC: 62G35 62G20 PDF BibTeX XML Cite \textit{D. Guo} et al., J. Beijing Univ. Technol. 43, No. 2, 313--319 (2017; Zbl 1389.62085) Full Text: DOI
Youssef, Ahmed H.; Abonazel, Mohamed R. Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach. (English) Zbl 1373.62573 Commun. Stat., Simulation Comput. 46, No. 4, 3112-3128 (2017). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{A. H. Youssef} and \textit{M. R. Abonazel}, Commun. Stat., Simulation Comput. 46, No. 4, 3112--3128 (2017; Zbl 1373.62573) Full Text: DOI
Hayakawa, Kazuhiko Unit root test for short panels with serially correlated errors. (English) Zbl 1422.62205 Commun. Stat., Theory Methods 46, No. 8, 3891-3900 (2017). MSC: 62M07 62M10 PDF BibTeX XML Cite \textit{K. Hayakawa}, Commun. Stat., Theory Methods 46, No. 8, 3891--3900 (2017; Zbl 1422.62205) Full Text: DOI
Zhao, Puying; Tang, Niansheng; Qu, Annie; Jiang, Depeng Semiparametric estimating equations inference with nonignorable missing data. (English) Zbl 1360.62165 Stat. Sin. 27, No. 1, 89-113 (2017). MSC: 62G07 62F12 62G20 PDF BibTeX XML Cite \textit{P. Zhao} et al., Stat. Sin. 27, No. 1, 89--113 (2017; Zbl 1360.62165) Full Text: DOI
Zhou, Yan; Song, Peter X.-K. Regression analysis of networked data. (English) Zbl 07072112 Biometrika 103, No. 2, 287-301 (2016). MSC: 62P10 PDF BibTeX XML Cite \textit{Y. Zhou} and \textit{P. X. K. Song}, Biometrika 103, No. 2, 287--301 (2016; Zbl 07072112) Full Text: DOI
Tagore, Vickneswary; Zheng, Nan; Sutradhar, Brajendra C. Inferences in stochastic volatility models: a new simpler way. (English) Zbl 1407.62329 Sutradhar, Brajendra C. (ed.), Advances and challenges in parametric and semi-parametric analysis for correlated data. Proceedings of the 2015 international symposium in statistics, ISS 2015, St. John’s, Canada, July 6–8, 2015. Cham: Springer. Lect. Notes Stat. 218, 97-131 (2016). MSC: 62M10 62P05 62E15 PDF BibTeX XML Cite \textit{V. Tagore} et al., Lect. Notes Stat. 218, 97--131 (2016; Zbl 1407.62329) Full Text: DOI
Li, Shuo; Tu, Yundong On estimating the nonparametric multiplicative error models. (English) Zbl 1398.62239 Econ. Lett. 143, 66-68 (2016). MSC: 62M10 62G08 62P20 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Tu}, Econ. Lett. 143, 66--68 (2016; Zbl 1398.62239) Full Text: DOI
Boubeta, Miguel; Lombardía, María José; Morales, Domingo Empirical best prediction under area-level Poisson mixed models. (English) Zbl 06833262 Test 25, No. 3, 548-569 (2016). MSC: 62J12 62P25 62D05 PDF BibTeX XML Cite \textit{M. Boubeta} et al., Test 25, No. 3, 548--569 (2016; Zbl 06833262) Full Text: DOI
He, Jie; Duan, Xiaogang; Zhang, Shumei GMM estimation of marginal model with missing covariate data. (Chinese. English summary) Zbl 1374.62067 Chin. J. Appl. Probab. Stat. 32, No. 6, 643-654 (2016). MSC: 62H12 62J12 62P25 PDF BibTeX XML Cite \textit{J. He} et al., Chin. J. Appl. Probab. Stat. 32, No. 6, 643--654 (2016; Zbl 1374.62067) Full Text: DOI
Torabi, Hamzeh; Forooghi, Masumeh; Nadeb, Hossein Comparing of some estimation methods for parameters of the Marshall-Olkin generalized exponential disitribution under progressive type-I interval censoring. (English) Zbl 1368.65019 Hacet. J. Math. Stat. 45, No. 5, 1605-1620 (2016). MSC: 65C60 62N01 62N02 62F10 92C17 62P10 PDF BibTeX XML Cite \textit{H. Torabi} et al., Hacet. J. Math. Stat. 45, No. 5, 1605--1620 (2016; Zbl 1368.65019) Full Text: DOI
Sutradhar, Brajendra C.; Rao, R. Prabhakar Inferences in longitudinal count data models with measurement errors in time dependent covariates. (English) Zbl 1358.62074 Sankhyā, Ser. B 78, No. 1, 39-65 (2016). MSC: 62M10 62F10 62F12 62J12 62J05 PDF BibTeX XML Cite \textit{B. C. Sutradhar} and \textit{R. P. Rao}, Sankhyā, Ser. B 78, No. 1, 39--65 (2016; Zbl 1358.62074) Full Text: DOI
Li, Hui; Duan, Xiaogang; Yin, Guosheng Generalized method of moments for additive hazards model with clustered dental survival data. (English) Zbl 1373.62485 Scand. J. Stat. 43, No. 4, 1124-1139 (2016). MSC: 62N02 62G05 62F12 62P10 PDF BibTeX XML Cite \textit{H. Li} et al., Scand. J. Stat. 43, No. 4, 1124--1139 (2016; Zbl 1373.62485) Full Text: DOI
Yang, Yanqiu The law of iterated logarithm for GMM estimators. (English) Zbl 1363.62023 J. Math., Wuhan Univ. 36, No. 2, 246-252 (2016). MSC: 62F12 62N02 PDF BibTeX XML Cite \textit{Y. Yang}, J. Math., Wuhan Univ. 36, No. 2, 246--252 (2016; Zbl 1363.62023)
Artemiev, S. S.; Yakunin, M. A. Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components. (Russian, English) Zbl 1349.65029 Sib. Zh. Vychisl. Mat. 19, No. 1, 33-45 (2016); translation in Numer. Analysis Appl. 9, No. 1, 24-33 (2016). MSC: 65C30 65C05 60H10 34F05 PDF BibTeX XML Cite \textit{S. S. Artemiev} and \textit{M. A. Yakunin}, Sib. Zh. Vychisl. Mat. 19, No. 1, 33--45 (2016; Zbl 1349.65029); translation in Numer. Analysis Appl. 9, No. 1, 24--33 (2016) Full Text: DOI
Zhang, Shibin; He, Xuming Inference based on adaptive grid selection of probability transforms. (English) Zbl 1359.62074 Statistics 50, No. 3, 667-688 (2016). MSC: 62F10 62F12 60E10 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{X. He}, Statistics 50, No. 3, 667--688 (2016; Zbl 1359.62074) Full Text: DOI
Kjaersgaard, Maiken I. S.; Parner, Erik T. Instrumental variable method for time-to-event data using a pseudo-observation approach. (English) Zbl 1419.62378 Biometrics 72, No. 2, 463-472 (2016). MSC: 62P10 62N02 62N05 PDF BibTeX XML Cite \textit{M. I. S. Kjaersgaard} and \textit{E. T. Parner}, Biometrics 72, No. 2, 463--472 (2016; Zbl 1419.62378) Full Text: DOI
Popović, Predrag M. A bivariate INAR(1) model with different thinning parameters. (English) Zbl 1343.62072 Stat. Pap. 57, No. 2, 517-538 (2016). MSC: 62M10 PDF BibTeX XML Cite \textit{P. M. Popović}, Stat. Pap. 57, No. 2, 517--538 (2016; Zbl 1343.62072) Full Text: DOI
Shao, Jun; Wang, Lei Semiparametric inverse propensity weighting for nonignorable missing data. (English) Zbl 1452.62294 Biometrika 103, No. 1, 175-187 (2016). MSC: 62G08 62F12 62D10 PDF BibTeX XML Cite \textit{J. Shao} and \textit{L. Wang}, Biometrika 103, No. 1, 175--187 (2016; Zbl 1452.62294) Full Text: DOI
Čížek, Pavel Generalized method of trimmed moments. (English) Zbl 1336.62108 J. Stat. Plann. Inference 171, 63-78 (2016). MSC: 62F35 62F12 62F10 62E20 PDF BibTeX XML Cite \textit{P. Čížek}, J. Stat. Plann. Inference 171, 63--78 (2016; Zbl 1336.62108) Full Text: DOI
Li, Cheng; Jiang, Wenxin On oracle property and asymptotic validity of Bayesian generalized method of moments. (English) Zbl 1331.62153 J. Multivariate Anal. 145, 132-147 (2016). MSC: 62F15 62F12 PDF BibTeX XML Cite \textit{C. Li} and \textit{W. Jiang}, J. Multivariate Anal. 145, 132--147 (2016; Zbl 1331.62153) Full Text: DOI arXiv
Schwiebert, Jörg Semiparametric one-step estimation of a sample selection model with endogenous covariates. (English) Zbl 1443.62503 AStA, Adv. Stat. Anal. 99, No. 4, 379-402 (2015). MSC: 62P20 62G05 62F12 62G20 62E20 PDF BibTeX XML Cite \textit{J. Schwiebert}, AStA, Adv. Stat. Anal. 99, No. 4, 379--402 (2015; Zbl 1443.62503) Full Text: DOI
Amati, Viviana; Schönenberger, Felix; Snijders, Tom A. B. Estimation of stochastic actor-oriented models for the evolution of networks by generalized method of moments. (Estimation des modèles stochastiques orienté par l’acteur pour l’évolution des réseaux par la méthode des moments généralisées.) (English. French summary) Zbl 1336.62070 J. SFdS 156, No. 3, 140-165 (2015). MSC: 62F10 62M05 91D30 62L20 PDF BibTeX XML Cite \textit{V. Amati} et al., J. SFdS 156, No. 3, 140--165 (2015; Zbl 1336.62070) Full Text: Link
Voinov, Vassilly A note on Wald’s type chi-squared tests of fit. (English) Zbl 1333.62059 Commun. Stat., Theory Methods 44, No. 21, 4622-4630 (2015). MSC: 62F03 62F05 PDF BibTeX XML Cite \textit{V. Voinov}, Commun. Stat., Theory Methods 44, No. 21, 4622--4630 (2015; Zbl 1333.62059) Full Text: DOI
Irmaningtyas, Widya; Rosadi, Dedi Estimating the parameter of dynamic panel data model using Arellano-Bond method. (English) Zbl 1326.62189 Int. J. Appl. Math. Stat. 53, No. 5, 206-211 (2015). MSC: 62M10 62F10 PDF BibTeX XML Cite \textit{W. Irmaningtyas} and \textit{D. Rosadi}, Int. J. Appl. Math. Stat. 53, No. 5, 206--211 (2015; Zbl 1326.62189) Full Text: Link
Pang, Jong-Shi; Su, Che-Lin; Lee, Yu-Ching A constructive approach to estimating pure characteristics demand models with pricing. (English) Zbl 1377.91118 Oper. Res. 63, No. 3, 639-659 (2015). MSC: 91B42 62P20 PDF BibTeX XML Cite \textit{J.-S. Pang} et al., Oper. Res. 63, No. 3, 639--659 (2015; Zbl 1377.91118) Full Text: DOI
Hsiao, Cheng; Zhou, Qiankun Statistical inference for panel dynamic simultaneous equations models. (English) Zbl 1337.62371 J. Econom. 189, No. 2, 383-396 (2015). MSC: 62P20 62M10 62F12 62H12 PDF BibTeX XML Cite \textit{C. Hsiao} and \textit{Q. Zhou}, J. Econom. 189, No. 2, 383--396 (2015; Zbl 1337.62371) Full Text: DOI
Cho, Hyunkeun; Qu, Annie Efficient estimation for longitudinal data by combining large-dimensional moment conditions. (English) Zbl 1327.62370 Electron. J. Stat. 9, No. 1, 1315-1334 (2015). MSC: 62H25 PDF BibTeX XML Cite \textit{H. Cho} and \textit{A. Qu}, Electron. J. Stat. 9, No. 1, 1315--1334 (2015; Zbl 1327.62370) Full Text: DOI Euclid
Kundhi, Gubhinder; Rilstone, Paul Saddlepoint expansions for GEL estimators. (English) Zbl 1441.62063 Stat. Methods Appl. 24, No. 1, 1-24 (2015). MSC: 62E20 62G05 62P20 PDF BibTeX XML Cite \textit{G. Kundhi} and \textit{P. Rilstone}, Stat. Methods Appl. 24, No. 1, 1--24 (2015; Zbl 1441.62063) Full Text: DOI
Kennedy, Edward H.; Joffe, Marshall M.; Small, Dylan S. Optimal restricted estimation for more efficient longitudinal causal inference. (English) Zbl 1325.62076 Stat. Probab. Lett. 97, 185-191 (2015). MSC: 62G05 62G35 62G20 PDF BibTeX XML Cite \textit{E. H. Kennedy} et al., Stat. Probab. Lett. 97, 185--191 (2015; Zbl 1325.62076) Full Text: DOI
Stelzer, Robert; Tosstorff, Thomas; Wittlinger, Marc Moment based estimation of supOU processes and a related stochastic volatility model. (English) Zbl 1309.62145 Stat. Risk. Model. 32, No. 1, 1-24 (2015). MSC: 62M09 62M10 60G51 91B25 91B84 PDF BibTeX XML Cite \textit{R. Stelzer} et al., Stat. Risk. Model. 32, No. 1, 1--24 (2015; Zbl 1309.62145) Full Text: DOI arXiv
Bruna, Joan; Mallat, Stéphane; Bacry, Emmanuel; Muzy, Jean-François Intermittent process analysis with scattering moments. (English) Zbl 1308.62168 Ann. Stat. 43, No. 1, 323-351 (2015). MSC: 62M10 62M15 62M40 62G05 62P05 PDF BibTeX XML Cite \textit{J. Bruna} et al., Ann. Stat. 43, No. 1, 323--351 (2015; Zbl 1308.62168) Full Text: DOI Euclid arXiv
Luo, Ruimiao; Wang, Qihua Empirical likelihood based weighted GMM estimation with missing response at random. (English) Zbl 1307.62191 J. Stat. Plann. Inference 156, 64-79 (2015). MSC: 62J99 62G05 62E20 PDF BibTeX XML Cite \textit{R. Luo} and \textit{Q. Wang}, J. Stat. Plann. Inference 156, 64--79 (2015; Zbl 1307.62191) Full Text: DOI
Spokoiny, Vladimir; Dickhaus, Thorsten Basics of modern mathematical statistics. (English) Zbl 1401.62006 Springer Texts in Statistics. Berlin: Springer (ISBN 978-3-642-39908-4/hbk; 978-3-642-39909-1/ebook). xviii, 296 p. (2015). Reviewer: Irina Ioana Mohorianu (Oxford) MSC: 62-01 62Fxx 62Jxx PDF BibTeX XML Cite \textit{V. Spokoiny} and \textit{T. Dickhaus}, Basics of modern mathematical statistics. Berlin: Springer (2015; Zbl 1401.62006) Full Text: DOI
Yilmaz, Hulya; Sazak, Hakan S. Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution. (English) Zbl 07312571 Math. Comput. Simul. 98, 18-30 (2014). MSC: 62 91 PDF BibTeX XML Cite \textit{H. Yilmaz} and \textit{H. S. Sazak}, Math. Comput. Simul. 98, 18--30 (2014; Zbl 07312571) Full Text: DOI
Magnusson, Leandro M.; Mavroeidis, Sophocles Identification using stability restrictions. (English) Zbl 1410.62207 Econometrica 82, No. 5, 1799-1851 (2014). MSC: 62P20 62G05 37N40 PDF BibTeX XML Cite \textit{L. M. Magnusson} and \textit{S. Mavroeidis}, Econometrica 82, No. 5, 1799--1851 (2014; Zbl 1410.62207) Full Text: DOI
Kotchoni, Rachidi The indirect continuous-GMM estimation. (English) Zbl 06983990 Comput. Stat. Data Anal. 76, 464-488 (2014). MSC: 62 PDF BibTeX XML Cite \textit{R. Kotchoni}, Comput. Stat. Data Anal. 76, 464--488 (2014; Zbl 06983990) Full Text: DOI
Da Fonseca, José; Grasselli, Martino; Ielpo, Florian Estimating the Wishart affine stochastic correlation model using the empirical characteristic function. (English) Zbl 1329.91148 Stud. Nonlinear Dyn. Econom. 18, No. 3, 253-289 (2014). MSC: 91G70 62F10 62H20 60E10 62P05 PDF BibTeX XML Cite \textit{J. Da Fonseca} et al., Stud. Nonlinear Dyn. Econom. 18, No. 3, 253--289 (2014; Zbl 1329.91148) Full Text: DOI
Xu, Kun; Ma, Yanyuan Effective use of multiple error-prone covariate measurements in capture-recapture models. (English) Zbl 06497312 Stat. Sin. 24, No. 4, 1529-1546 (2014). MSC: 62 PDF BibTeX XML Cite \textit{K. Xu} and \textit{Y. Ma}, Stat. Sin. 24, No. 4, 1529--1546 (2014; Zbl 06497312) Full Text: DOI
Wang, Sheng; Shao, Jun; Kim, Jae Kwang An instrumental variable approach for identification and estimation with nonignorable nonresponse. (English) Zbl 06431822 Stat. Sin. 24, No. 3, 1097-1116 (2014). MSC: 62 PDF BibTeX XML Cite \textit{S. Wang} et al., Stat. Sin. 24, No. 3, 1097--1116 (2014; Zbl 06431822) Full Text: DOI
Youssef, Ahmed H.; El-Sheikh, Ahmed A.; Abonazel, Mohamed R. Improving the efficiency of GMM estimators for dynamic panel models. (English) Zbl 1305.62320 Far East J. Theor. Stat. 47, No. 2, 171-189 (2014). MSC: 62M09 62F10 PDF BibTeX XML Cite \textit{A. H. Youssef} et al., Far East J. Theor. Stat. 47, No. 2, 171--189 (2014; Zbl 1305.62320) Full Text: Link
Zhang, Chen; Oyet, Alwell Julius Second order longitudinal dynamic models with covariates: estimation and forecasting. (English) Zbl 1305.62306 Metrika 77, No. 7, 837-859 (2014). MSC: 62M05 62M20 60J80 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{A. J. Oyet}, Metrika 77, No. 7, 837--859 (2014; Zbl 1305.62306) Full Text: DOI
Bai, Yun; Kang, Jian; Song, Peter X.-K. Efficient pairwise composite likelihood estimation for spatial-clustered data. (English) Zbl 1299.62048 Biometrics 70, No. 3, 661-670 (2014). MSC: 62H30 62P10 92-08 PDF BibTeX XML Cite \textit{Y. Bai} et al., Biometrics 70, No. 3, 661--670 (2014; Zbl 1299.62048) Full Text: DOI
Chen, Sixia; Kim, Jae Kwang Semiparametric inference with a functional-form empirical likelihood. (English) Zbl 1306.62088 J. Korean Stat. Soc. 43, No. 2, 201-214 (2014). MSC: 62G05 62G20 PDF BibTeX XML Cite \textit{S. Chen} and \textit{J. K. Kim}, J. Korean Stat. Soc. 43, No. 2, 201--214 (2014; Zbl 1306.62088) Full Text: DOI
Lee, Seojeong Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators. (English) Zbl 1293.62095 J. Econom. 178, Part 3, 398-413 (2014). MSC: 62G09 62G10 62G15 PDF BibTeX XML Cite \textit{S. Lee}, J. Econom. 178, Part 3, 398--413 (2014; Zbl 1293.62095) Full Text: DOI
Tang, Min; Slud, Eric V.; Pfeiffer, Ruth M. Goodness of fit tests for linear mixed models. (English) Zbl 1292.62110 J. Multivariate Anal. 130, 176-193 (2014). MSC: 62J12 62F05 62J20 62P10 PDF BibTeX XML Cite \textit{M. Tang} et al., J. Multivariate Anal. 130, 176--193 (2014; Zbl 1292.62110) Full Text: DOI
Hu, Jianhua; Liu, Fuxiang; You, Jinhong Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation. (English) Zbl 1292.62080 J. Multivariate Anal. 130, 64-89 (2014). MSC: 62H12 62G05 PDF BibTeX XML Cite \textit{J. Hu} et al., J. Multivariate Anal. 130, 64--89 (2014; Zbl 1292.62080) Full Text: DOI
Lee, Lung-fei; Yu, Jihai Efficient GMM estimation of spatial dynamic panel data models with fixed effects. (English) Zbl 1293.62193 J. Econom. 180, No. 2, 174-197 (2014). MSC: 62M10 62H11 PDF BibTeX XML Cite \textit{L.-f. Lee} and \textit{J. Yu}, J. Econom. 180, No. 2, 174--197 (2014; Zbl 1293.62193) Full Text: DOI
Yin, Guosheng; Zeng, Donglin; Li, Hui Censored quantile regression with varying coefficients. (English) Zbl 1416.62233 Stat. Sin. 24, No. 2, 855-870 (2014). MSC: 62G08 62N02 62G20 62P10 PDF BibTeX XML Cite \textit{G. Yin} et al., Stat. Sin. 24, No. 2, 855--870 (2014; Zbl 1416.62233) Full Text: DOI
Bollen, Kenneth A.; Kolenikov, Stanislav; Bauldry, Shawn Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models. (English) Zbl 1284.62690 Psychometrika 79, No. 1, 20-50 (2014). MSC: 62P15 PDF BibTeX XML Cite \textit{K. A. Bollen} et al., Psychometrika 79, No. 1, 20--50 (2014; Zbl 1284.62690) Full Text: DOI