General trimmed estimation: robust approach to nonlinear and limited dependent variable models
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Cites work
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- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
- Bootstrapping robust estimates of regression
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- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
- Central limit theorems for empirical and U-processes of stationary mixing sequences
- Chi-Square Diagnostic Tests for Econometric Models: Theory
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- Computation of High Breakdown Nonlinear Regression Parameters
- Convergence of stochastic processes
- Econometric applications of high-breakdown robust regression techniques
- Fast and robust bootstrap for LTS
- High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
- Least Median of Squares Regression
- Least trimmed squares in nonlinear regression under dependence
- Least trimmed squares regression, least median squares regression, and mathematical program\-ming
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- Rank-Based Estimates in the Linear Model with High Breakdown Point
- Simulation and the Asymptotics of Optimization Estimators
- Stochastic Limit Theory
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- Weak convergence and empirical processes. With applications to statistics
Cited in
(25)- A general family of trimmed estimators for robust high-dimensional data analysis
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- Testing for normality in linear regression models using regression and scale equivariant estimators
- Robust estimation and inference for heavy tailed GARCH
- Generalized method of trimmed moments
- Least tail-trimmed squares for infinite variance autoregressions
- Reweighted least trimmed squares: an alternative to one-step estimators
- Robust joint modeling of mean and dispersion through trimming
- The least trimmed quantile regression
- Semiparametrically weighted robust estimation of regression models
- scientific article; zbMATH DE number 1833994 (Why is no real title available?)
- Estimation and inference for moments of ratios with robustness against large trimming bias
- Robustness of Bootstrap in Instrumental Variable Regression
- Tail and nontail memory with applications to extreme value and robust statistics
- Semiparametric robust estimation of truncated and censored regression models
- Moment condition tests for heavy tailed time series
- scientific article; zbMATH DE number 5019934 (Why is no real title available?)
- On Regression Analysis with Data Cleaning via Trimming, Winsorization, and Dichotomization
- \(\sqrt n\)-consistent robust integration-based estimation
- A robust coefficient of determination based on implicit weighting.
- Robust estimation of heteroscedastic regression models: a brief overview and new proposals
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
- Robust diagnostics for the heteroscedastic regression model
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