Generalized moment based estimation and inference (Q1858930)
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scientific article; zbMATH DE number 1869181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized moment based estimation and inference |
scientific article; zbMATH DE number 1869181 |
Statements
Generalized moment based estimation and inference (English)
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17 February 2003
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method of moments
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generalized method of moments
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empirical likelihood
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semiparametric models
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extended estimating equation
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Kullback-Leibler information criterion
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ill-conditioned matrices
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balanced-dual estimating functions
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