Robust scale estimation in the error‐components model using the empirical characteristic function (Q4891288): Difference between revisions

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Latest revision as of 14:25, 24 May 2024

scientific article; zbMATH DE number 923753
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English
Robust scale estimation in the error‐components model using the empirical characteristic function
scientific article; zbMATH DE number 923753

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    Robust scale estimation in the error‐components model using the empirical characteristic function (English)
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    3 September 1996
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    characteristic function
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    panel data models
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    affine equivariance
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    consistency
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    asymptotic normality
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    robust estimators
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    scale parameters
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    error-components model
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    empirical characteristic functions
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    residuals
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    influence-function
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    Monte Carlo
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