n-consistent robust integration-based estimation

DOI10.1016/J.JMVA.2011.01.003zbMATH Open1327.62107OpenAlexW2050819751MaRDI QIDQ632755FDOQ632755

Authors: Sung Jae Jun, Joris Pinkse, Yuanyuan Wan 

Publication date: 25 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.003

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zbMATH Keywords

linear modelrobust regressionhigh breakdown point estimatorintegration-based estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (4)

• On Bayesian oracle properties
• General inequalities for Gibbs posterior with nonadditive empirical risk
• Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
• Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies

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