On the robustness of two-stage estimators

DOI10.1016/j.spl.2011.12.014zbMath1243.62046OpenAlexW2028700263MaRDI QIDQ434706

Mikhail Zhelonkin, Elvezio Ronchetti, Marc G. Genton

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.014

zbMATH Keywords

asymptotic variance\(M\)-estimatortwo-stage least squaresbounded influence functionchange-of-variance function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Point estimation (62F10) Sequential estimation (62L12)

Related Items

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Uses Software

• Stata
• robustbase
• riv

Cites Work

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