Algorithms for bounded-influence estimation
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- Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005.
"Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models,"
Journal of the American Statistical Association,
American Statistical Association, vol. 100, pages 628-641, June.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2004.04, Institut d'Economie et Econométrie, Université de Genève.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michal Brzezinski, 2016. "Robust estimation of the Pareto tail index: a Monte Carlo analysis," Empirical Economics, Springer, vol. 51(1), pages 1-30, August.
- Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
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