A model selection method for S‐estimation

DOI10.1111/j.1368-423X.2007.00209.xzbMath1122.62105OpenAlexW2146753116MaRDI QIDQ5427671

Shinichi Sakata, Arie Preminger

Publication date: 21 November 2007

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00209.x

zbMATH Keywords

data cleaningpartial identificationlaw of the iterated algorithmnested model selection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02) Monte Carlo methods (65C05) Functional limit theorems; invariance principles (60F17)

Uses Software

• S-est

Cites Work

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