The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
From MaRDI portal
Publication:6164707
DOI10.1080/03610926.2022.2027985MaRDI QIDQ6164707
Yihui Luan, Zhen Yang, Jiming Jiang
Publication date: 28 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Cites Work
- Estimation of spatial autoregressive panel data models with fixed effects
- GMM estimation with cross sectional dependence
- Finite sample properties of maximum likelihood estimator in spatial models
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Outlier detection and accommodation in general spatial models
- Linear and generalized linear mixed models and their applications.
- Case deletion diagnostics in multilevel models
- Hedonic housing prices and the demand for clean air
- On the Harrison and Rubinfeld data
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
- Robust estimation and confidence interval in meta-regression models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Forecasting with spatial panel data
- A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
- Network vector autoregression
- A general method for third-order bias and variance corrections on a nonlinear estimator
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Detection of outliers in mixed regressive-spatial autoregressive models
- Outlier Robust Small-Area Estimation Under Spatial Correlation
- Robust small area estimation
- Matrix Analysis
- Robust Estimation of Variance Components
- Outlier Robust Finite Population Estimation
- Estimation Methods for Models of Spatial Interaction
- Robust Restricted Maximum Likelihood in Mixed Linear Models
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
