GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS
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Publication:3551007
DOI10.1017/S0266466608080596zbMath1231.62026MaRDI QIDQ3551007
Publication date: 8 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
62G30: Order statistics; empirical distribution functions
62J02: General nonlinear regression
Related Items
TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS, 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, \(\sqrt n\)-consistent robust integration-based estimation, 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, Least tail-trimmed squares for infinite variance autoregressions
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