Selection Of Robust Method: Numerical Examples And Results
Year of publication: |
2004
|
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Authors: | Víšek, Jan |
Published in: |
Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 11.2004
|
Publisher: |
Česká ekonometrická společnost - CES |
Subject: | Regression analysis | deviations of size and power of robustified likelihood ratio | weak and strong consistency | influential points | asymptotic representation of -estimators | influence of subsamples of the value of estimate | test between the estimates |
Extent: | text/html |
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Type of publication: | Article |
Classification: | B40 - Economic Methodology. General ; C12 - Hypothesis Testing ; C13 - Estimation ; C40 - Econometric and Statistical Methods: Special Topics. General ; C51 - Model Construction and Estimation |
Source: |
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