GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007): Difference between revisions

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+Breakdown in Nonlinear Regression
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+Least trimmed squares in nonlinear regression under dependence
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+Bootstrapping robust estimates of regression
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+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
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+Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
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+An introduction to econometric applications of empirical process theory for dependent random variables
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+Chi-Square Diagnostic Tests for Econometric Models: Theory
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+On the existence of maximum likelihood estimates in logistic regression models
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+Least Median of Squares Regression
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+New algorithms for computing the least trimmed squares regression estimator
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+Symmetrically Trimmed Least Squares Estimation for Tobit Models
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+Convergence of stochastic processes
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+Simulation and the Asymptotics of Optimization Estimators
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+Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
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+Rank-Based Estimates in the Linear Model with High Breakdown Point
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+Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
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+Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
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+ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
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+Least trimmed squares regression, least median squares regression, and mathematical program\-ming
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+Econometric applications of high-breakdown robust regression techniques
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+Fast and robust bootstrap for LTS
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+A class of robust and fully efficient regression estimators
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+Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
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+On the diversity of estimates.
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+About Regression Estimators with High Breakdown Point
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+Stochastic Limit Theory
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+Weak convergence and empirical processes. With applications to statistics
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+The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
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+Computation of High Breakdown Nonlinear Regression Parameters
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+Publication:3551007