Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers
利用 MCMC 实现基于估计函数的推断
Under a semiparametric or nonparametric setting, inferences about the unknown parameter are often made based on a nonsmooth estimating function. Resampling methods are quite handy for obtaining good approximations to the distribution of the consistent estimator when the estimating equation and its resampled counterparts are not difficult to solve numerically. In this article we propose a simple, flexible procedure that provides such approximations through the standard Markov…