Čížek, Pavel - Sonderforschungsbereich 373, Quantifikation und … - 2001
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … regression models. Therefore, I adapt some robust methods, such as least trimmed squares, to nonlinear and limited-dependent … variable models. This paper presents the adapted robust estimators, proofs of their consistency, suitable computational methods …