16 citations · 19 across the 3 of their papers we have counts for
3 papers
math.ST2016★ 2 cited
A tutorial on estimator averaging in spatial point process models
Frédéric Lavancier, P Rochet
Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a l…
math.ST2014★ 16 cited
Estimating the transition matrix of a Markov chain observed at random times
Flavia Barsotti, Yohann De Castro, Thibault Espinasse +1
In this paper we develop a statistical estimation technique to recover the transition kernel of a Markov chain in presence of censored data. We cons…
math.ST2012★ 1 cited
Bayesian interpretation of Generalized empirical likelihood by maximum entropy
Paul Rochet
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 (…