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  • Search: subject:"One-step estimator"
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Year of publication
Subject
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one-step estimator 4 One-step estimator 3 Estimation theory 2 Huber's skip 2 Schätztheorie 2 least trimmed squares estimator 2 outlier robustness 2 Additive hazards model 1 Asymptotic equivalence 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Brownian bridge 1 Cusum test 1 Diffusion process 1 Empirical processes 1 Induktive Statistik 1 Interval censoring 1 M-estimator 1 Moreau envelope 1 Preprocessing 1 Quantile regression process 1 Regression analysis 1 Regressionsanalyse 1 Semiparametric efficiency 1 Statistical inference 1 Test for parameter change 1 Uniform inference 1 Weak convergence 1 asymptotic variance 1 computation of jackknife estimator 1 consistency 1 empirical processes 1 iteration 1 proximal operator 1 proximal-gradient 1
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Online availability
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Undetermined 5 Free 2
Type of publication
All
Article 5 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 4 English 3
Author
All
Johansen, Søren 2 Nielsen, Bent 2 Bassett, Robert 1 Chernozhukov, Victor 1 Deride, Julio 1 Fernández-Val, Iván 1 Lee, Sangyeol 1 Lu, Xuewen 1 Melly, Blaise 1 Nishiyama, Yoichi 1 Shao, Jun 1 Song, Peter X.-K. 1 Yoshida, Nakahiro 1
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Institution
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School of Economics and Management, University of Aarhus 1 Økonomisk Institut, Københavns Universitet 1
Published in...
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Annals of the Institute of Statistical Mathematics 2 CREATES Research Papers 1 Computational Statistics & Data Analysis 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Mathematics of operations research 1
Source
All
RePEc 5 ECONIS (ZBW) 2
Showing 1 - 7 of 7
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Fast algorithms for the quantile regression process
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10012819429
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One-step estimation with scaled proximal methods
Bassett, Robert; Deride, Julio - In: Mathematics of operations research 47 (2022) 3, pp. 2366-2386
Persistent link: https://www.econbiz.de/10013375066
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Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - School of Economics and Management, University of Aarhus - 2010
The Forward Search Algorithm is a statistical algorithm for obtaining robust estimators of regression coefficients in the presence of outliers. The algorithm selects a succession of subsets of observations from which the parameters are estimated. The present note shows how the theory of...
Persistent link: https://www.econbiz.de/10008596148
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Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - Økonomisk Institut, Københavns Universitet - 2010
The Forward Search Algorithm is a statistical algorithm for obtaining robust estimators of regression coefficients in the presence of outliers. The algorithm selects a succession of subsets of observations from which the parameters are estimated. The present note shows how the theory of...
Persistent link: https://www.econbiz.de/10008631590
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On efficient estimation in additive hazards regression with current status data
Lu, Xuewen; Song, Peter X.-K. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 2051-2058
The additive hazard regression (AHR) model is known for its convenience in interpretation, as hazard is modeled as a linear function of covariates. One outstanding issue in the application of such a model in the analysis of current status data is that there lacks an efficient and computationally...
Persistent link: https://www.econbiz.de/10011056451
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Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10005169241
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One-step jackknife for M-estimators computed using Newton's method
Shao, Jun - In: Annals of the Institute of Statistical Mathematics 44 (1992) 4, pp. 687-701
Persistent link: https://www.econbiz.de/10005760273
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