Partially adaptive estimation via a normal mixture

DOI10.1016/0304-4076(94)90060-4zbMath0815.62042OpenAlexW2001879527MaRDI QIDQ1341193

Robert F. Phillips

Publication date: 2 January 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90060-4

zbMATH Keywords

Monte Carloextreme valuesrobust estimationEM algorithmsordinary least-squares estimatordisturbance distributionpartially adaptive regression estimatorvariance mixture of normal distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (9)

Partially Adaptive Estimation of the Censored Regression Model ⋮ On the robustness of two alternatives to least squares: A Monte Carlo study ⋮ A note on partially adaptive estimation via a normal mixture ⋮ Female athletic participation and income: evidence from a latent class model ⋮ Forecasting in the presence of large shocks ⋮ ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION ⋮ Partially adaptive estimation via the maximum entropy densities ⋮ Partially adaptive estimation of nonlinear models via a normal mixture ⋮ Partially adaptive estimation of autoregressive processes via a normal mixture

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