Corpus ID: 53582833

On the properties of simulation-based estimators in high dimensions

@article{Guerrier2018OnTP,
  title={On the properties of simulation-based estimators in high dimensions},
  author={St{\'e}phane Guerrier and Mucyo Karemera and Samuel Orso and Maria-Pia Victoria-Feser},
  journal={arXiv: Statistics Theory},
  year={2018}
}
  • Stéphane Guerrier, Mucyo Karemera, +1 author Maria-Pia Victoria-Feser
  • Published 2018
  • Mathematics
  • arXiv: Statistics Theory
  • Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase with the sample size bringing standard inferential procedures to incur significant loss in terms of performance. Moreover, the complexity of statistical models is also increasing thereby entailing important computational challenges in constructing new… CONTINUE READING

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