Guerrier, Stéphane
- Robust Two-Step Wavelet-Based Inference for Time Series Models
2020/01/13 by Guerrier, Stéphane, Molinari, Roberto, Victoria-Feser, Maria-Pia +1 · 2 citations
#FOS: Computer and information sciences #Methodology (stat.ME)
- Asymptotically Optimal Bias Reduction for Parametric Models
2020/02/19 by Guerrier, Stéphane, Karemera, Mucyo, Orso, Samuel +1 · 1 citation
#62F10 #62F40 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.6.3 #Methodology (stat.ME) #Statistics Theory (math.ST)
- A General Approach for Simulation-based Bias Correction in High Dimensional Settings
2020/10/26 by Stéphane Guerrier, Guerrier, Stéphane, Mucyo Karemera +7 · 1 citation
Mathematics · #62F10 #62F40 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.6.3 #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
- Just Identified Indirect Inference Estimator: Accurate Inference through Bias Correction
2022/04/17 by Zhang, Yuming, Ma, Yanyuan, Orso, Samuel +3 · 1 citation
#62F10 #62F12 (Primary) 62J12 #62F35 (Secondary) #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.6.3 #Methodology (stat.ME) #Statistics Theory (math.ST)
- An accurate percentile method for parametric inference based on asymptotically biased estimators
2024/05/08 by Orso, Samuel, Karemera, Mucyo, Victoria-Feser, Maria-Pia +1 · 1 citation
#62E15 #62E20 #62F12 #62F35 #62F40 #62N01 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.6.3 #Methodology (stat.ME) #Statistics Theory (math.ST)