Application of M-Estimators to Cross-Section Effect Models

DOI10.1081/SAC-200068359zbMath1072.62079OpenAlexW2068396230WikidataQ126258045 ScholiaQ126258045MaRDI QIDQ5697367

Georgios Pitselis

Publication date: 17 October 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-200068359

zbMATH Keywords

robust estimationcross-section effect

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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