Estimation and inference by stochastic optimization

DOI10.1016/j.jeconom.2023.105638arXiv2205.03254OpenAlexW4390226310MaRDI QIDQ6193080

Jean-Jacques Forneron

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.03254

zbMATH Keywords

stochastic gradient descentM-estimation\(M\) out of \(n\) and multiplier bootstrap

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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