On the robustness of two-stage estimators
DOI10.1016/J.SPL.2011.12.014zbMATH Open1243.62046OpenAlexW2028700263MaRDI QIDQ434706FDOQ434706
Mikhail Zhelonkin, Elvezio Ronchetti, Marc G. Genton
Publication date: 16 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.014
two-stage least squaresasymptotic variance\(M\)-estimatorbounded influence functionchange-of-variance function
Point estimation (62F10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Sequential estimation (62L12)
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Cited In (11)
- Convexity of probit weights
- Robust inference for the two-sample 2SLS estimator
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- Title not available (Why is that?)
- Weight calibration to improve the efficiency of pure risk estimates from case‐control samples nested in a cohort
- Two-stage Huber estimation
- Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections
- Weight calibration to improve efficiency for estimating pure risks from the additive hazards model with the nested case‐control design
- Title not available (Why is that?)
- Nested case-control sampling without replacement
- Robustness of a two-stage estimation procedure when variances are unequal
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