Estimating functions in indirect inference

Summary.  There are models for which the evaluation of the likelihood is infeasible in practice. For these models the Metropolis–Hastings acceptance probability cannot be easily computed. This is the case, for instance, when only departure times from a G / G /1 queue are observed and inference on the arrival and service distributions are required. Indirect inference is a method to estimate a parameter θ in models whose likelihood function does not have an analytical closed form, but from which random samples can be drawn for fixed values of θ . First an auxiliary model is chosen whose parameter β can be directly estimated. Next, the parameters in the auxiliary model are estimated for the original data, leading to an estimate     . The parameter β is also estimated by using several sampled data sets, simulated from the original model for different values of the original parameter θ . Finally, the parameter θ which leads to the best match to     is chosen as the indirect inference estimate. We analyse which properties an auxiliary model should have to give satisfactory indirect inference. We look at the situation where the data are summarized in a vector statistic T , and the auxiliary model is chosen so that inference on β is drawn from T only. Under appropriate assumptions the asymptotic covariance matrix of the indirect estimators is proportional to the asymptotic covariance matrix of T and componentwise inversely proportional to the square of the derivative, with respect to θ , of the expected value of T . We discuss how these results can be used in selecting good estimating functions. We apply our findings to the queuing problem.     

试论计算机汉字输入的“瓶颈”问题

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论交通经济带的一些基本问题

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Stress, social support and psychological well-being in British accountants

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本文以后生成因观点,阐明砂岩铜矿金属矿物分带和特征及其与地下水面、下伏煤系地层、上覆泥岩盖层剥蚀残留程度的成因联系,进而将砂岩铜矿的金属矿物分带划分为开放型和封闭型两种基本类型,并阐述了其对找矿勘探的具体应用。     

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玩忽职守型犯罪的特点、成因及对策

玩忽职守型犯罪近年来呈现出数量日益增多、造成的损失越来越大、基建监管岗位上比较多发、有些往往隐藏在重大安全事故背后、多与贪污、受贿、滥用职权、诈骗、走私等犯罪相交织、涉及的部门越来越广等特点。究其原因,存在于思想、体制、立法和司法等诸多方面。要有效遏制其发展态势,必须克服官僚主义和形式主义、纠正思想认识上的偏差、强化权力制约与监督机制、不断完善侦查机制和办案责任制,并提高其法定刑,进一步增强打击力度。     

营造学习型学校——学校学习型组织建设研究构想

学校学习型组织是一种建立在系统思维基础上,以人为本,以学习(研究)为中心,以体现人的生命价值、追求人与学校同成长共发展为宗旨的学校组织管理形态。把学校建设成为学习型组织,意味着学校本质的回归,是增强学校核心竞争力的关键。研究学校学习型组织建设,需要重点研究其核心理念、建设策略、学习机制和行动步骤。     

管理型财务软件的模式与环境支持

文章针对传统型财务软件存在的缺陷 ,着眼于企业整体的信息化建设 ,将会计核算、财务管理与计算机技术、信息技术等高科技手段有机结合起来 ,提出了适合我国经济发展需要的新一代管理型财务软件的模式 ,阐述了财务软件模块集成和需要的环境支持     

语码转换及其对二语习得的影响

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