Relative efficiencies of model robust estimators in two-dimensional situations

DOI10.1016/0378-3758(91)90073-NMaRDI QIDQ758053zbMATHOpenAlexFDO

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

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)

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Cites work

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

Cited in

(5)

• On the robustness of two alternatives to least squares: A Monte Carlo study
• Robust inference for the two-sample 2SLS estimator
• Efficiency comparison of random effects two stage least squares estimators
• On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence
• scientific article; zbMATH DE number 4094606 (Why is no real title available?)

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