Simultaneous estimation and inference for multiple response variables

DOI10.1080/03610926.2018.1472791OpenAlexW2899762516WikidataQ128988938 ScholiaQ128988938MaRDI QIDQ5083454

Xiao-Meng Niu, Hyunkeun Ryan Cho

Publication date: 20 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1472791

zbMATH Keywords

generalized method of momentsempirical likelihoodestimation efficiencyestimating functionsdata driven approach

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• MASS (R)
• Binnor
• bindata

Cites Work

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• Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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• Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
• Finite-sample properties of the adjusted empirical likelihood
• BinNor: An R Package for Concurrent Generation of Binary and Normal Data
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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