\(\sqrt n\)-consistent robust integration-based estimation
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Publication:632755
DOI10.1016/j.jmva.2011.01.003zbMath1327.62107OpenAlexW2050819751MaRDI QIDQ632755
Sung Jae Jun, Yuanyuan Wan, Joris Pinkse
Publication date: 25 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.003
Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (4)
GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK ⋮ Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies ⋮ Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference ⋮ On Bayesian oracle properties
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