Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models

DOI10.1198/016214508000000175MaRDI QIDQ3632680zbMATH OpenOpenAlexFDO

Authors P. Čížek

Publication date 12 June 2009

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/ws/files/815665/dp2007-12.pdf

zbMATH Keywords

binary-choice regressionbreakdown pointmaximum likelihood estimationrobust estimationtrimming

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Robust adaptive estimators for binary regression models
• Robust Estimation in Binary Choice Models
• Robust binary regression
• Adaptive trimmed likelihood estimation in regression
• Robust estimation with discrete explanatory variables

Cited in

(14)

• Robustness of binary choice models to conditional heteroscedasticity
• Robust adaptive estimators for binary regression models
• Trimmed LASSO regression estimator for binary response data
• One-step robust estimation of fixed-effects panel data models
• Adaptive trimmed likelihood estimation in regression
• Robust estimation with discrete explanatory variables
• scientific article; zbMATH DE number 5781981 (Why is no real title available?)
• Robust estimators for generalized linear models
• scientific article; zbMATH DE number 1983951 (Why is no real title available?)
• Robust binary regression with continuous outcomes
• Robust variable selection in the logistic regression model
• Data driven robust estimation methods for fixed effects panel data models
• Robust Estimation in Binary Choice Models
• Minimum covariance determinant and extensions

This page was built for publication: Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632680)