Robust estimation and inference for importance sampling estimators with infinite variance
Joshua C.C. Chan, Chenghan Hou and Thomas Tao Yang
| Year of publication: |
2020
|
|---|---|
| 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 | Robustes Verfahren | Robust statistics | Stichprobenerhebung | Sampling | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-905320200000041008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249406