On the robustness of two-stage estimators
ContributorsZhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio
Published inStatistics & probability letters, vol. 82, p. 726-732
Publication date2012
Abstract
Keywords
- Asymptotic variance
- Bounded influence function
- M-estimator
- Change-of-variance function
- Two-stage least squares
Affiliation entities
Citation (ISO format)
ZHELONKIN, Mikhail, GENTON, Marc G., RONCHETTI, Elvezio. On the robustness of two-stage estimators. In: Statistics & probability letters, 2012, vol. 82, p. 726–732. doi: 10.1016/j.spl.2011.12.014
Main files (1)
Article (Submitted version)
Identifiers
- PID : unige:22752
- DOI : 10.1016/j.spl.2011.12.014
Journal ISSN0167-7152