New M-estimator objective function in simultaneous equations model. A comparative study

DOI10.12988/IMF.2013.3488zbMATH Open1283.62058OpenAlexW2512470646MaRDI QIDQ5402049FDOQ5402049

Authors: Ahmed H. Youssef, Ahmed A. El-Sheikh, Eman Taha Hassan Mohammed 

Publication date: 12 March 2014

Published in: International Mathematical Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12988/imf.2013.3488

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zbMATH Keywords

robust estimationtwo stage least squaressimultaneous equations modelheavy tail distributiontwo-stage M-estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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