A Mirror Image Invariance for M-Estimators

DOI10.2307/2951704zbMATH Open0820.62095OpenAlexW1993090614MaRDI QIDQ4833995FDOQ4833995

Authors: Andrew Chesher 

Publication date: 14 September 1995

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2951704

Recommendations

• On the symmetry of m-estimators computed by the huber-dutter algorithm
• scientific article; zbMATH DE number 1553271
• M-quantiles
• Symmetry and unimodality in linear inference
• M Estimation of Multivariate Regressions

zbMATH Keywords

\(M\)-estimatorschoice of covariate distributionsmarginal sampling distributionsmirror image invariancesymmetric conditional distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cited In (6)

• Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Approximate bias correction in econometrics
• An identity for reflexive g-inverses in the context with BLU estimators
• A note on variance estimation for the Oaxaca estimator of average treatment effects
• Higher order properties of the wild bootstrap under misspecification

This page was built for publication: A Mirror Image Invariance for M-Estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4833995)