A Mirror Image Invariance for M-Estimators

DOI10.2307/2951704zbMath0820.62095OpenAlexW1993090614MaRDI QIDQ4833995

Andrew Chesher

Publication date: 14 September 1995

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2951704

zbMATH Keywords

\(M\)-estimatorschoice of covariate distributionsmarginal sampling distributionsmirror image invariancesymmetric conditional distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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