Instrumental Weighted Variables

被引：0
|
作者：
Visek, Jan Amos [1 ,2 ]
机构：
[1] Charles Univ Prague, Prague, Czech Republic
[2] Acad Sci, Prague, Czech Republic
来源：
AUSTRIAN JOURNAL OF STATISTICS | 2006年 / 35卷 / 2-3期
关键词：
Robustness; Instrumental Variables; Weighting;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A motivation for the classical Instrumental Variables and the reasons for here-proposed way of their robustification are discussed. The conditions for the root n-consistency, the existence of Bahadur representation and the asymptotic normality of the robustified estimator are given.
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页码：379 / 387
页数：9
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