Robust Estimation and Tests based on Quadratic Inference Function

作者： Bruce G. Lindsay

DOI:

关键词:

摘要:

暂无可下载资源，当前可以选择系统获取到有开放资源时通知我或者直接发起求助文献求助

参考文章(15)

Myoung-jae Lee, Methods of moments and semiparametric econometrics for limited dependent variable models Springer New York. ,(1996) , 10.1007/978-1-4757-2550-6

Walter Rudin, Real and complex analysis ,(1966)

Thomas P. Hettmansperger, Joseph W. McKean, Robust Nonparametric Statistical Methods ,(1998)

Gary Chamberlain, Asymptotic efficiency in estimation with conditional moment restrictions Journal of Econometrics. ,vol. 34, pp. 305- 334 ,(1987) , 10.1016/0304-4076(87)90015-7

Thomas S. Ferguson, A Course in Large Sample Theory ,(1996)

Y.M. Chan, Xuming He, A simple and competitive estimator of location Statistics & Probability Letters. ,vol. 19, pp. 137- 142 ,(1994) , 10.1016/0167-7152(94)90146-5

Elvezio M. Ronchetti, Peter J. Rousseeuw, Werner A. Stahel, Frank R. Hampel, Robust statistics: the approach based on influence functions ,(1986)

Lars Peter Hansen, Large Sample Properties of Generalized Method of Moments Estimators. Econometrica. ,vol. 50, pp. 1029- 1054 ,(1982) , 10.2307/1912775

Thomas S. Ferguson, A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities Annals of Mathematical Statistics. ,vol. 29, pp. 1046- 1062 ,(1958) , 10.1214/AOMS/1177706440

Pi-Erh Lin, Ke-Tsai Wu, Ibrahim A. Ahmad, Asymptotic joint distribution of sample quantiles and sample mean with applications Communications in Statistics-theory and Methods. ,vol. 9, pp. 51- 60 ,(1980) , 10.1080/03610928008827858