Robust m-estimators

DOI10.1080/07474939008800174zbMath0718.62073OpenAlexW2068680587MaRDI QIDQ5750141

Franco Peracchi

Publication date: 1990

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939008800174

zbMATH Keywords

M-estimatorsinfluence functionrobust estimationbounded influence function

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Unnamed Item ⋮ Robust inference with GMM estimators

Cites Work

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