Robust Second Order Accurate Inference for Generalized Linear Models
Year of publication: |
2006-05
|
---|---|
Authors: | Lo, Serigne N. ; Ronchetti, Elvezio |
Institutions: | Institut d'Economie et Econométrie, Université de Genève |
Subject: | M-estimators | Monte Carlo | Robust inference | Robust variable selection | Saddlepoint techniques |
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