Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Year of publication: |
2015
|
---|---|
Authors: | Lee, Wei-Ming ; Hsu, Yu-Chin ; Kuan, Chung-ming |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 1, p. 95-116
|
Subject: | Censored regression | Generalized method of moments | KVB approach | M-estimator | Quantile regression | Robust hypothesis testing | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
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