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Robust inference with GMM estimators (Q5931139)

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scientific article; zbMATH DE number 1593930
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English
Robust inference with GMM estimators
scientific article; zbMATH DE number 1593930

    Statements

    title
    Robust inference with GMM estimators (English)
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    author
    Elvezio Ronchetti
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    Fabio Trojani
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    publication date
    5 November 2002
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    Mathematics Subject Classification ID
    62F35
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    62F10
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    62P20
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    zbMATH DE Number
    1593930
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    zbMATH Keywords
    ARCH models
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    influence function
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    robust model selection
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    robustness of validity
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    robustness properties
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    generalized method of moments
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    cites work
    Q4839610
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    Q3723487
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    Robust Statistics
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    Regression Quantiles
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    Q4214045
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    Robust m-estimators
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    Q4692741
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    OpenAlex ID
    W2044265740
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