\(\sqrt n\)-consistent robust integration-based estimation

DOI10.1016/j.jmva.2011.01.003zbMath1327.62107MaRDI QIDQ632755

Joris Pinkse, Sung Jae Jun, 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 model; robust regression; high breakdown point estimator; integration-based estimator

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

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Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies, Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference, GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK

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