A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation in the data by using a nonparametric estimator of the optimal weighting ...
A method of moments estimator for a location or scale parameter, based on quantal responses, is proposed. The method prescribes Spearman estimation of a generalized moment τ = ∫ G(x) F(dx; θ) where G ...
Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a known model. Anytime a scientist counts photons, molecules, cells or data for individuals ...