scientific article

zbMath1318.62245MaRDI QIDQ2919494

Tomáš Hobza, Igor Vajda, Leandro Pardo

Publication date: 2 October 2012

Full work available at URL: https://eudml.org/doc/246708

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robustnessconsistencyasymptotic normalityefficiencymaximum likelihood estimatorgeneralized linear modelsstatistical smoothingbinary responsesmedian estimatorstatistical enhancing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Quantile regression for panel data models with fixed effects under random censoring ⋮ A Wald-type test statistic based on robust modified median estimator in logistic regression models ⋮ On the consistence of the modified median estimator for the logistic regression model

Uses Software

• minpack

Cites Work

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• A general asymptotic theory of \(M\)-estimators. II
• Robust median estimator in logistic regression
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• Implementing the Bianco and Yohai estimator for logistic regression
• Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
• Robust inference for generalized linear models with application to logistic regression
• Robust adaptive estimators for binary regression models
• M-estimators of structural parameters in pseudolinear models.
• Least-absolute-deviations fits for generalized linear models
• Robust estimation in the logistic regression model

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