Robust m-estimators
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Cites work
- A General Qualitative Definition of Robustness
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Approximation Theorems of Mathematical Statistics
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Change-of-variance sensitivities in regression analysis
- Efficient Bounded-Influence Regression Estimation
- Estimation in Linear Regression Models with Disparate Data Points
- General m-esttmators and applications to bounded influence estimation for non-linear regression
- High breakdown-point and high efficiency robust estimates for regression
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- scientific article; zbMATH DE number 1104308 (Why is no real title available?)
- scientific article; zbMATH DE number 3276280 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
- Infinitesimal robustness for autoregressive processes
- Influence functionals for time series (with discussion)
- Large Sample Properties of Generalized Method of Moments Estimators
- Masking unmasked
- Multivariate regression models for panel data
- Pseudo Maximum Likelihood Methods: Theory
- Robust Estimation of a Location Parameter
- Robust location estimates
- Robust regression based on infinitesimal neighbourhoods
- Robust Statistics
- Semiparametric efficiency bounds
- Specification Tests in Econometrics
- The Change-of-Variance Curve and Optimal Redescending M-Estimators
- The Influence Curve and Its Role in Robust Estimation
Cited in
(27)- Robust M-estimators in diffusion processes
- An information-theoretic framework for robustness
- Robust estimators for simultaneous equations models
- High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
- Robust estimation in stochastic frontier models
- Robust prediction limits based on \(\mathbf M\)-estimators
- Infinitesimally robust estimation in general smoothly parametrized models
- Properties of robust m-estimators for poisson and negative binomial data∗
- Robustness, infinitesimal neighborhoods, and moment restrictions
- The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators
- Robust estimation through estimating equations
- scientific article; zbMATH DE number 3954121 (Why is no real title available?)
- An evaluation of the huber estimator
- scientific article; zbMATH DE number 1215456 (Why is no real title available?)
- A Robust and Almost Fully Efficient M-Estimator
- A Note on the Uniqueness of M-Estimators in Robust Regression
- A note on james type robust estimators
- Influence for empirical transforms
- On the robustness of two-stage estimators
- INDUCED CORES AND THEIR USE IN ROBUST PARAMETRIC ESTIMATION
- Robustness of confidence intervals for scale parameters based on m-estimators
- Higher-order infinitesimal robustness
- Robustness and Tractability for Non-convex M-estimators
- Robust efficient method of moments estimation
- A comparison of robust versions of the AIC based on M-, S- and MM-estimators
- Robust inference with GMM estimators
- Robust estimation in the logistic regression model
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