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Holcblat B, Sowell F. The empirical saddlepoint estimator. Electron J Stat 2022. [DOI: 10.1214/21-ejs1976] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Benjamin Holcblat
- University of Luxembourg, FDEF, 6 Rue Richard Coudenhove-Kalergi, L-1359, Luxembourg
| | - Fallaw Sowell
- Carnegie Mellon University, Tepper School of Business, 5000 Forbes Ave. Pittsburgh, PA, USA
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Jiang C, Vecchia DL, Ronchetti E, Scaillet O. Saddlepoint Approximations for Spatial Panel Data Models. J Am Stat Assoc 2021. [DOI: 10.1080/01621459.2021.1981913] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
Affiliation(s)
- Chaonan Jiang
- Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Geneva, Switzerland
| | - Davide La Vecchia
- Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Geneva, Switzerland
| | - Elvezio Ronchetti
- Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Geneva, Switzerland
| | - Olivier Scaillet
- Geneva Finance Research Institute, Geneva School of Economics and Management, University of Geneva, Geneva, Switzerland
- Swiss Finance Institute, Geneva, Switzerland
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Gottard A, Calzolari G. Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning. J STAT COMPUT SIM 2017. [DOI: 10.1080/00949655.2017.1331440] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Anna Gottard
- Department of Statistics, Computer Science, Applications, University of Florence, Florence, Italy
| | - Giorgio Calzolari
- Department of Statistics, Computer Science, Applications, University of Florence, Florence, Italy
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Aeberhard WH, Cantoni E, Heritier S. Saddlepoint tests for accurate and robust inference on overdispersed count data. Comput Stat Data Anal 2017. [DOI: 10.1016/j.csda.2016.10.009] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
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Lô SN, Ronchetti E. Robust small sample accurate inference in moment condition models. Comput Stat Data Anal 2012. [DOI: 10.1016/j.csda.2011.01.020] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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