Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels (Q6097546): Difference between revisions

Revision as of 08:03, 1 August 2024

scientific article; zbMATH DE number 7692909

Language	Label	Description	Also known as
English	Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels	scientific article; zbMATH DE number 7692909

Statements

instance of

scholarly article

0 references

title

Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels (English)

0 references

0 references

0 references

Journal of Multivariate Analysis

0 references

publication date

5 June 2023

0 references

zbMATH Keywords

depth

0 references

heterogeneous panel

0 references

longitudinal data

0 references

multivariate average effect

0 references

noisy data

0 references

purchasing power parity

0 references

random coefficient

0 references

MaRDI profile type

Publication

0 references

cites work

Panel Data Models With Interactive Fixed Effects

0 references

Determining the Number of Factors in Approximate Factor Models

0 references

Q4848056

0 references

Breakdown properties of location estimates based on halfspace depth and projected outlyingness

0 references

Limit theorems for the simplicial depth

0 references

Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator

0 references

Factor Model Forecasts of Exchange Rates

0 references

IDENTIFYING EXCHANGE RATE COMMON FACTORS

0 references

Q5475047

0 references

The econometrics of panel data. Fundamental and recent developments in theory and practice.

0 references

Robust Statistics

0 references

On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm

0 references

Bias in dynamic panel models under time series misspecification

0 references

NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS

0 references

Nonparametric estimation of the marginal effect in fixed-effect panel data models

0 references

Model selection in the presence of incidental parameters

0 references

On a notion of data depth based on random simplices

0 references

Q4795570

0 references

Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)

0 references

A Quality Index Based on Data Depth and Multivariate Rank Tests

0 references

The Behavior of the Stahel-Donoho Robust Multivariate Estimator

0 references

Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean

0 references

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

0 references

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

0 references

Approximation Theorems of Mathematical Statistics

0 references

Efficient Inference in a Random Coefficient Regression Model

0 references

Q4117205

0 references

Empirical processes indexed by estimated functions

0 references

Projection-based depth functions and associated medians

0 references

Multidimensional trimming based on projection depth

0 references

On the Stahel-Donoho estimator and depth-weighted means of multivariate data.

0 references

General notions of statistical depth function.

0 references

Identifiers

zbMATH Open document ID

1520.62055

0 references

DOI

10.1016/j.jmva.2023.105165

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6097546

@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Q4848056
@@ Property / cites work: Q4848056 / rank @@
+Normal rank
@@ Property / cites work @@
+Breakdown properties of location estimates based on halfspace depth and projected outlyingness
+Normal rank
@@ Property / cites work @@
+Limit theorems for the simplicial depth
@@ Property / cites work: Limit theorems for the simplicial depth / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
+Normal rank
@@ Property / cites work @@
+Factor Model Forecasts of Exchange Rates
@@ Property / cites work: Factor Model Forecasts of Exchange Rates / rank @@
+Normal rank
@@ Property / cites work @@
+IDENTIFYING EXCHANGE RATE COMMON FACTORS
@@ Property / cites work: IDENTIFYING EXCHANGE RATE COMMON FACTORS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5475047
@@ Property / cites work: Q5475047 / rank @@
+Normal rank
@@ Property / cites work @@
+The econometrics of panel data. Fundamental and recent developments in theory and practice.
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
+Normal rank
@@ Property / cites work @@
+Bias in dynamic panel models under time series misspecification
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the marginal effect in fixed-effect panel data models
+Normal rank
@@ Property / cites work @@
+Model selection in the presence of incidental parameters
+Normal rank
@@ Property / cites work @@
+On a notion of data depth based on random simplices
+Normal rank
@@ Property / cites work @@
+Q4795570
@@ Property / cites work: Q4795570 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
+Normal rank
@@ Property / cites work @@
+A Quality Index Based on Data Depth and Multivariate Rank Tests
+Normal rank
@@ Property / cites work @@
+The Behavior of the Stahel-Donoho Robust Multivariate Estimator
+Normal rank
@@ Property / cites work @@
+Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Inference in a Random Coefficient Regression Model
+Normal rank
@@ Property / cites work @@
+Q4117205
@@ Property / cites work: Q4117205 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical processes indexed by estimated functions
+Normal rank
@@ Property / cites work @@
+Projection-based depth functions and associated medians
+Normal rank
@@ Property / cites work @@
+Multidimensional trimming based on projection depth
+Normal rank
@@ Property / cites work @@
+On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
+Normal rank
@@ Property / cites work @@
+General notions of statistical depth function.
@@ Property / cites work: General notions of statistical depth function. / rank @@
+Normal rank