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We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in…
This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoretical analysis (multivariate delta method)…
A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…
We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…
In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional…
This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…
We study estimation in the low signal-to-noise ratio (SNR) regime for a broad class of Gaussian latent-variable models, including Gaussian mixtures and orbit recovery problems. We show that, in this regime, the generalized method-of-moments…
In this paper, we develop a multi-step estimation procedure to simultaneously estimate the varying-coefficient functions using a local-linear generalized method of moments (GMM) based on continuous moment conditions. To incorporate spatial…
The Global Navigation Satellite System (GNSS) daily position time series are often described as the sum of stochastic processes and geophysical signals which allow studying global and local geodynamical effects such as plate tectonics,…
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted,…
This paper presents a unified and novel estimation framework for the Weibull, Gamma, and Log-normal distributions based on arbitrary-order moment pairs. Traditional estimation techniques, such as Maximum Likelihood Estimation (MLE) and the…
For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…
The Generalized Method of Moments (GMM) is a partition of unity based technique for solving electromagnetic and acoustic boundary integral equations. Past work on the GMM for electromagnetics was confined to geometries modeled by piecewise…
We propose a constrained generalized method of moments (GMM) estimator with some equilibrium uniqueness conditions for estimating the conduct parameter in a log-linear model with homogeneous goods markets. Monte Carlo simulations…
Modern biomedical datasets are increasingly high dimensional and exhibit complex correlation structures. Generalized Linear Mixed Models (GLMMs) have long been employed to account for such dependencies. However, proper specification of the…
We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a continuum of unconditional moment restrictions. Unlike the…
Understanding how well a deep generative model captures a distribution of high-dimensional data remains an important open challenge. It is especially difficult for certain model classes, such as Generative Adversarial Networks and Diffusion…
We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We…