Stability Comparison of Estimators

DOI10.2307/1912329MaRDI QIDQ3740884zbMATH OpenOpenAlexFDO

Authors Donald W. K. Andrews

Publication date 1986

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912329

zbMATH Keywords

examplesinfluence curvemaximal moment exponentrobustnesssingle observation deletionstability exponentstrong-mixingupper and lower bounds

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Recommendations

• Stability in linear estimation
• Robust estimation in simultaneous equations models
• M Estimation of Multivariate Regressions
• scientific article; zbMATH DE number 3954121
• scientific article; zbMATH DE number 1834006

Cited in

(8)

• Model comparisons in unstable environments
• Characterizing the Degree of Stability of Non-linear Dynamic Models
• scientific article; zbMATH DE number 33716 (Why is no real title available?)
• Stability in linear estimation
• Role of stylized features in constructing better estimators
• On the sample complexity of observers for unknown linear systems with biased dynamics estimations
• Optimal nonparametric estimation of the expected shortfall risk
• One approach to the construction of stable estimation procedures

This page was built for publication: Stability Comparison of Estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3740884)