Two-stage Huber estimation
From MaRDI portal
Publication:861204
DOI10.1016/j.jspi.2006.01.007zbMath1103.62030OpenAlexW1578616243MaRDI QIDQ861204
Christophe Muller, Tae-Hwan Kim
Publication date: 9 January 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://www.ivie.es/downloads/docs/wpasad/wpasad-2005-17.pdf
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
Related Items
On the robustness of two-stage estimators ⋮ Robust regression through the Huber's criterion and adaptive lasso penalty
Uses Software
Cites Work
- A method of moments interpretation of sequential estimators
- A simplified approach to M-estimation with application to two-stage estimators
- Robust estimation in heteroscedastic linear models
- Robust estimation in simultaneous equations models
- Robust estimators for simultaneous equations models
- The nonlinear two-stage least-squares estimator
- Two‐stage quantile regression when the first stage is based on quantile regression
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- Bootstrapping Quantile Regression Estimators
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- Two Stage and Related Estimators and Their Applications
- Two Stage Least Absolute Deviations Estimators
- M Estimation of Multivariate Regressions
- One-Step Huber Estimates in the Linear Model
- Dummy Endogenous Variables in a Simultaneous Equation System
- The Asymptotic Variance of Semiparametric Estimators
- An IV Model of Quantile Treatment Effects
- Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
- Robust Estimation of a Location Parameter
- The Consistency of Nonlinear Regressions
- Robust Statistics
