16 citations · 19 across the 3 of their papers we have counts for
4 papers · 1 filter
Efficiency of the averaged rank-based estimator for first order Sobol index inference
Thierry Klein, Paul Rochet
Among the many estimators of first order Sobol indices that have been proposed in the literature, the so-called rank-based estimator is arguably the simplest to implement. This est…
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…
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…
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 (…