相关论文: Bias corrected minimum distance estimator for shor…

We propose a minimum distance estimator (MDE) for parameter identification in misspecified models characterized by a sequence of ergodic stochastic processes that converge weakly to the model of interest. The data is generated by the…

This paper discusses minimum distance estimation method in the linear regression model with dependent errors which are strongly mixing. The regression parameters are estimated through the minimum distance estimation method, and asymptotic…

I analyze a linear instrumental variables model with a single endogenous regressor and many instruments. I use invariance arguments to construct a new minimum distance objective function. With respect to a particular weight matrix, the…

The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general $p$th-order bifurcating autoregressive processes, under…

A bias-reduced estimator is proposed for the mean absolute deviation parameter of a median regression model. A workaround is devised for the lack of smoothness in the sense conventionally required in general bias-reduced estimation. A local…

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

We propose Deep Longitudinal Targeted Minimum Loss-based Estimation (Deep LTMLE), a novel approach to estimate the counterfactual mean of outcome under dynamic treatment policies in longitudinal problem settings. Our approach utilizes a…

A substantial amount of research has demonstrated the robustness and accuracy of the Riemannian minimum distance to mean (MDM) classifier for all kinds of EEG-based brain--computer interfaces (BCIs). This classifier is simple, fully…

This paper investigates the use of bootstrap-based bias correction of semi-parametric estimators of the long memory parameter in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to…

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

This paper investigates bootstrap-based bias correction of semiparametric estimators of the long memory parameter, $d$, in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to data…

This paper presents a comparative study of two Bayesian approaches - Markov Chain Monte Carlo (MCMC) and Approximate Bayesian Computation (ABC) - for estimating the parameters of autoregressive fractionally-integrated moving average…

In this paper, a low complexity time domain semi-blind algorithm is proposed to estimate and track the time varying MIMO OFDM channels. First, the proposed least mean squares (LMS) based algorithm is developed for the training mode and then…

This paper presents adaptive bidirectional minimum mean-square error (MMSE) parameter estimation algorithms for fast-fading channels. The time correlation between successive channel gains is exploited to improve the estimation and tracking…

Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrated square distances between a nonparametric…

A moment bound for the normalized conditional-sum-of-squares (CSS) estimate of a general autoregressive fractionally integrated moving average (ARFIMA) model with an arbitrary unknown memory parameter is derived in this paper. To achieve…

Minimum Bayes-risk (MBR) decoding has recently gained renewed attention in text generation. MBR decoding considers texts sampled from a model as pseudo-references and selects the text with the highest similarity to the others. Therefore,…

This paper establishes a global bias-correction divide-and-conquer (GBC-DC) rule for biased estimation under the case of memory constraint. In order to introduce the new estimation, a closed representation of the local estimators obtained…

When a population exhibits heterogeneity, we often model it via a finite mixture: decompose it into several different but homogeneous subpopulations. Contemporary practice favors learning the mixtures by maximizing the likelihood for…