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Conference Paper (Czech conference)

Robustifying generalized method of moments

Víšek Jan Ámos

: 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

07.01.2019 - 08:39