{"paper":{"title":"Just Identified Indirect Inference Estimator: Accurate Inference through Bias Correction","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.CO","stat.TH"],"primary_cat":"stat.ME","authors_text":"Maria-Pia Victoria-Feser, Mucyo Karemera, Samuel Orso, St\\'ephane Guerrier, Yanyuan Ma, Yuming Zhang","submitted_at":"2022-04-17T02:38:13Z","abstract_excerpt":"An important challenge in statistical analysis lies in controlling the estimation bias when handling the ever-increasing data size and model complexity of modern data settings. In this paper, we propose a reliable estimation and inference approach for parametric models based on the Just Identified iNdirect Inference estimator (JINI). The key advantage of our approach is that it allows to construct a consistent estimator in a simple manner, while providing strong bias correction guarantees that lead to accurate inference. Our approach is particularly useful for complex parametric models, as it "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2204.07907","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2204.07907/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}