Testing the information matrix equality with robust estimators (Q2499099): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2005.02.021
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+Testing for Neglected Heterogeneity
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+Asymptotic Expansions of the Information Matrix Test Statistic
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+The asymptotics of S-estimators in the linear regression model
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+On Bayesian Modeling of Fat Tails and Skewness
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+A Test for Global Maximum
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+Q3999329
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+Q3723487
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+The Information Matrix Test for the Linear Model
@@ Property / cites work: The Information Matrix Test for the Linear Model / rank @@
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+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
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+Robust Statistics
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+Q4839745
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+Q5290315
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+Q3683344
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Maximum Likelihood Estimation of Misspecified Models
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+Q4869532
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+High breakdown-point and high efficiency robust estimates for regression
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+Publication:2499099