Relative efficiencies of model robust estimators in two-dimensional situations

DOI10.1016/0378-3758(91)90073-NzbMATH Open0724.62067OpenAlexW2062077796MaRDI QIDQ758053FDOQ758053

Authors: Steve D. Jost 

Publication date: 1991

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90073-n

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zbMATH Keywords

nonadditivityadditive regression functionsapproximately linear modeldeterministic remainder termrelative efficienciesrisks of model robust estimators

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Cites Work

• Robust Statistics
• Additive regression and other nonparametric models
• Linear estimation for approximately linear models
• Spline smoothing and optimal rates of convergence in nonparametric regression models
• Projection-based approximation and a duality with kernel methods
• Minimax Weights in a Trend Detection Problem of a Random Process

Cited In (5)

• Robust inference for the two-sample 2SLS estimator
• On the robustness of two alternatives to least squares: A Monte Carlo study
• Title not available (Why is that?)
• On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence
• Efficiency comparison of random effects two stage least squares estimators

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