GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS
DOI10.1017/S0266466608080596zbMATH Open1231.62026OpenAlexW3124780699MaRDI QIDQ3551007FDOQ3551007
Publication date: 8 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080596
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)
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Cited In (19)
- Generalized method of trimmed moments
- Reweighted least trimmed squares: an alternative to one-step estimators
- Semiparametrically weighted robust estimation of regression models
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Robust joint modeling of mean and dispersion through trimming
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
- Robust estimation and inference for heavy tailed GARCH
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- The least trimmed quantile regression
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
- Testing for normality in linear regression models using regression and scale equivariant estimators
- Moment condition tests for heavy tailed time series
- Title not available (Why is that?)
- \(\sqrt n\)-consistent robust integration-based estimation
- Title not available (Why is that?)
- Robust diagnostics for the heteroscedastic regression model
- Least tail-trimmed squares for infinite variance autoregressions
- Robustness of Bootstrap in Instrumental Variable Regression
- Semiparametric robust estimation of truncated and censored regression models
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