Robust estimation of multivariate regression model
Year of publication: |
2009
|
---|---|
Authors: | Li, Jiantao ; Zheng, Min |
Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 1, p. 81-100
|
Publisher: |
Springer |
Subject: | Local M-estimator | Local polynomial regression | Multivariate regression model | One-step | Robustness | Primary 62G35 | Secondary 62G08 |
-
Local M-estimation for jump-diffusion processes
Wang, Yunyan, (2012)
-
A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J., (2011)
-
A Fixed-b Perspective on the Phillips-Perron Unit Root Tests
Vogelsang, Timothy J., (2011)
- More ...
-
Robust estimation of multivariate regression model
Li, Jiantao, (2009)
-
A study of the relationship between employee wage and commercial banks efficiency in China
Li, Jiantao, (2016)
-
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong, (2010)
- More ...