Normalized estimating equation for robust parameter estimation

DOI10.1214/13-EJS817zbMath1327.62182OpenAlexW1974927650MaRDI QIDQ1954142

Hironori Fujisawa

Publication date: 20 June 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1369919743

zbMATH Keywords

robust parameter estimationlatent biasnormalized estimating equationweighted score function

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

The logarithmic super divergence and asymptotic inference properties ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference ⋮ Robust density power divergence estimates for panel data models ⋮ AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions ⋮ Statistical inference based on bridge divergences

Uses Software

• robustbase

Cites Work

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