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The Implicit Weighting of GMM...
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Sensitivity analysis
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scale invariance
2
Consistency of estimate by instrumental weighted variables
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Implicit weighting
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Instrumental variables
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Robustness
1
asymptotic distribution of the difference of M-estimators
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asymptotic representation
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diagnostics of subsets of influential points
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diversity of estimates
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influential points in M-estimation
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testing subsample stability of estimates
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Víšek, Jan
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Annals of the Institute of Statistical Mathematics
Bulletin of the Czech Econometric Society
15
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Consistency of the instrumental weighted variables
Víšek, Jan
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
3
,
pp. 543-578
Persistent link: https://www.econbiz.de/10005029244
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2
Sensitivity Analysis of M-Estimates of Nonlinear Regression Model: Influence of Data Subsets
Víšek, Jan
- In:
Annals of the Institute of Statistical Mathematics
54
(
2002
)
2
,
pp. 261-290
Persistent link: https://www.econbiz.de/10005395562
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3
Sensitivity analysis of M-estimates
Víšek, Jan
- In:
Annals of the Institute of Statistical Mathematics
48
(
1996
)
3
,
pp. 469-495
Persistent link: https://www.econbiz.de/10005395743
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