Search Results - subject:"estimating functions"

Causal Effect Models for Realistic Individualized Treatment and Intention to Treat Rules

Laan, Mark van der; Petersen, Maya - In: International Journal of Biostatistics 3 (2007) 1, pp. 1022-1022

Marginal structural models (MSM) are an important class of models in causal inference. Given a longitudinal data structure observed on a sample of n independent and identically distributed experimental units, MSM model the counterfactual outcome distribution corresponding with a static treatment...

Persistent link: https://www.econbiz.de/10005585148

Inference for Shot Noise

Xiao, Yuanhui; Lund, Robert - In: Statistical Inference for Stochastic Processes 9 (2006) 1, pp. 77-96

Persistent link: https://www.econbiz.de/10005616010

On Time-Reversibility and Estimating Functions for Markov Processes

Kessler, Mathieu; Sørensen, Michael - In: Statistical Inference for Stochastic Processes 8 (2005) 1, pp. 95-107

Persistent link: https://www.econbiz.de/10005616014

Resampling methods for estimating functions with U-statistic structure

Jiang, Wenyu; Kalbfleisch, Jack - Berkeley Electronic Press - 2004

-statistic of degree 1 or 2. We define suitable studentized versions of such estimating functions and consider asymptotic … estimating functions. Particular examples in this class of estimating functions arise in La estimation as well as Wilcoxon rank … approximations as well as an estimating function bootstrap (EFB) method based on resampling the estimated terms in the estimating …

Persistent link: https://www.econbiz.de/10005579275

Linear Bayes and Optimal Estimation

Godambe, V. - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 201-215

Persistent link: https://www.econbiz.de/10005760309

On Fisher information inequalities in the presence of nuisance parameters

Bhapkar, Vasant; Srinivasan, Cidambi - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 593-604

Persistent link: https://www.econbiz.de/10005169223

A criterion for filtering in semimartingale models

Thavaneswaran, A.; Thompson, M. E. - In: Stochastic Processes and their Applications 28 (1988) 2, pp. 259-265

Recently there has been a growing interest in the problems of inference for stochastic processes when the underlying distribution is not specified in terms of a parametric family. Godambe's (1985) approach is here employed to obtain estimates for random signals for a continuous semimartingale...

Persistent link: https://www.econbiz.de/10008873845