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Econometrics Paper
Robust estimation of moment condition models with weakly dependent data Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
December 2014
Paper No' EM/2014/579:
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JEL Classification: C14


Tags: blocking; generalized empirical likelihood; hellinger distance; robustness; efficient estimation; mixing

DARP Paper
Robust Estimation of Income Distribution Models with Grouped Data, (revised version published in the Journal of the American Statistical Association 92 (1997), pp. 333-340) Elvezio Ronchetti and Maria-Pia Victoria-Feser June 1996
Paper No' DARP 019:
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Tags: diagnostics; grouping effects; influence function; local shift sensitivity; m-estimators; minimum hellinger distance estimators; minimum power divergence estimators; optimal b-robust estimators.