Bibliografie
Conference Paper (Czech conference)
Robustifying generalized method of moments
: Data Analysis 2004/II. Progressive Methods of Statistical Data Analysis and Modelling for Research and Technical Practice, p. 171-193 , Eds: Kupka K.
: Data Analysis 2004, (Pardubice, CZ, 29.11.2004-20.10.2004)
: CEZ:AV0Z10750506
: GA402/03/0084, GA ČR
: robustenss, generalized moments, orthogonality conditions, implicit weights
(eng): A proposal how to robustify the general moments method is given and discussed. Examples of special cases are also given. Results by Hansen and Craig are recalled.
: 12B
: BB