Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … restricted by parametric assumptions, require more data and are less efficient. A third possible estimation approach is based on … the theory of robust statistics, which builds upon parametric specification, but provides a methodology for designing …

. A possible way of robustication consists in using local L-estimates of regression. Whereas the local L-estimation is … distribution function. We show that this smoothed L-estimation approach provides computational as well as statistical finite sample … ; L-estimation ; smoothed cumulative distribution function …