n-consistent robust integration-based estimation

DOI10.1016/J.JMVA.2011.01.003MaRDI QIDQ632755zbMATH OpenOpenAlexFDO

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

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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