Improved estimation for robust econometric regression models

zbMath0983.62087MaRDI QIDQ5956039

Klaus L. P. Vasconcellos, Lúcia P. Barroso

Publication date: 25 April 2002

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatesbias correctionheteroskedastic modellink functionStudent t regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

Related Items (1)

A third-order bias corrected estimate in generalized linear models

This page was built for publication: Improved estimation for robust econometric regression models