Case deletion diagnostics for GMM estimation (Q1659492)

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Case deletion diagnostics for GMM estimation
scientific article

    Statements

    title
    Case deletion diagnostics for GMM estimation (English)
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    author
    Lei Shi
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    Jun Lu
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    Jian-hua Zhao
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    Gemai Chen
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    publication date
    15 August 2018
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    zbMATH Keywords
    GMM estimator
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    influential observations
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    case deletion
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    diagnostic measures
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    GMM-residual
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    GMM-leverage
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62J20
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    62P20
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    zbMATH DE Number
    6918611
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