Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions

DOI10.1111/ectj.12041OpenAlexW2240685935MaRDI QIDQ5091816

Wei-Ming Lee, Yu-Chin Hsu, Chung-Ming Kuan

Publication date: 27 July 2022

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

Full work available at URL: http://www.econ.sinica.edu.tw/UpFiles/2013092817175327692/Seminar_PDF2013093010102890633/14-A004(all).pdf

zbMATH Keywords

censored regressiongeneralized method of momentsquantile regressionM-estimatorrobust hypothesis testingKVB approach

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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