Robust scale estimation in the error‐components model using the empirical characteristic function (Q4891288)
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scientific article; zbMATH DE number 923753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust scale estimation in the error‐components model using the empirical characteristic function |
scientific article; zbMATH DE number 923753 |
Statements
Robust scale estimation in the error‐components model using the empirical characteristic function (English)
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3 September 1996
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characteristic function
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panel data models
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affine equivariance
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consistency
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asymptotic normality
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robust estimators
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scale parameters
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error-components model
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empirical characteristic functions
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residuals
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influence-function
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Monte Carlo
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0.95300967
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0.88748264
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0.88467455
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0.8742003
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0.8728125
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