The empirical saddlepoint estimator
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Publication:2154965
DOI10.1214/21-EJS1976MaRDI QIDQ2154965
Benjamin Holcblat, Fallaw B. Sowell
Publication date: 15 July 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.06977
method of momentsweak instrumentsempirical saddlepoint approximationKullback-Leibler divergence criterionvariance penalization
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