Robust estimation with exponentially tilted Hellinger distance
Bertille Antoine, Prosper Dovonon
| Year of publication: |
2021
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|---|---|
| Authors: | Antoine, Bertille ; Dovonon, Prosper |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 2, p. 330-344
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| Subject: | Global misspecification | Hellinger distance | Local misspecification | Minimax robust estimation | Moment condition models | Semiparametric efficiency | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.03.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275386