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- W3148280335 abstract "High-breakdown-point regression estimators protect against large errors and data contamination. We generalize the concept of trimming used by many of these robust estimators, such as the least trimmed squares and maximum trimmed likelihood, and propose a general trimmed estimator, which renders robust estimators applicable far beyond the standard (non)linear regression models. We derive here the consistency and asymptotic distribution of the proposed general trimmed estimator under mild β-mixing conditions and demonstrate its applicability in nonlinear regression and limited dependent variable models." @default.
- W3148280335 created "2021-04-13" @default.
- W3148280335 creator A5046146397 @default.
- W3148280335 date "2004-01-01" @default.
- W3148280335 modified "2023-09-24" @default.
- W3148280335 title "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models" @default.
- W3148280335 hasPublicationYear "2004" @default.
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