Saddlepoint‐Based Bootstrap Inference for Quadratic Estimating Equations
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DOI: 10.1111/j.1467-9469.2008.00614.x
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References listed on IDEAS
- Ronald W. Butler & Douglas A. Bronson, 2002. "Bootstrapping survival times in stochastic systems by using saddlepoint approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 31-49, January.
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- Federico Martellosio & Grant Hillier, 2019. "Adjusted QMLE for the spatial autoregressive parameter," Papers 1909.08141, arXiv.org.
- Eugene Demidenko, 2017. "Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 636-665, September.
- Renren Zhao & Robert L. Paige, 2023. "Optimal equivalence testing in exponential families," Statistical Papers, Springer, vol. 64(5), pages 1507-1525, October.
- Robert Paige & A. Trindade & R. Wickramasinghe, 2014. "Extensions of saddlepoint-based bootstrap inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 961-981, October.
- Martellosio, Federico & Hillier, Grant, 2020. "Adjusted QMLE for the spatial autoregressive parameter," Journal of Econometrics, Elsevier, vol. 219(2), pages 488-506.
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