Robust estimation and inference for importance sampling estimators with infinite variance
Year of publication: |
2020
|
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Authors: | Chan, Joshua ; Hou, Chenghan ; Yang, Thomas Tao |
Published in: |
Essays in honor of Cheng Hsiao. - Bingley : Emerald, ISBN 978-1-78560-958-9. - 2020, p. 255-285
|
Subject: | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Regressionsanalyse | Regression analysis | Robustes Verfahren | Robust statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Induktive Statistik | Statistical inference |
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