| bibtype |
J -
Journal Article
|
| ARLID |
0365724 |
| utime |
20240103195702.8 |
| mtime |
20111103235959.9 |
| WOS |
000268509800002 |
| DOI |
10.1007/s10463-007-0159-8 |
| title
(primary) (eng) |
Consistency of the instrumental weighted variables |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0250791 |
| ISSN |
0020-3157 |
| title
|
Annals of the Institute of Statistical Mathematics |
| volume_id |
61 |
| volume |
3 (2009) |
| page_num |
543-578 |
|
| keyword |
Regression |
| keyword |
Instruments |
| keyword |
Consistency |
| keyword |
Robustness |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA402/09/0557 |
| agency |
GA UK |
| country |
CZ |
| ARLID |
cav_un_auth*0278673 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
A robust version of method of Instrumental Variables accommodating the idea of an implicit weighting the residuals is proposed and its properties studied. Firstly, it is shown that all solutions of the corresponding normal equations are bounded in probability. Then the weak consistency of them is proved. The algorithm, evaluating the estimate, is described and results of small MC study discussed. |
| reportyear |
2012 |
| RIV |
BB |
| num_of_auth |
1 |
| permalink |
http://hdl.handle.net/11104/0200897 |
| mrcbT16-f |
0.677 |
| mrcbT16-g |
0.152 |
| mrcbT16-h |
>10.0 |
| mrcbT16-i |
0.00265 |
| mrcbT16-j |
0.579 |
| mrcbT16-k |
1091 |
| mrcbT16-l |
46 |
| mrcbT16-q |
24 |
| mrcbT16-s |
0.658 |
| mrcbT16-y |
23.53 |
| mrcbT16-x |
0.6 |
| arlyear |
2009 |
| mrcbU34 |
000268509800002 WOS |
| mrcbU63 |
cav_un_epca*0250791 Annals of the Institute of Statistical Mathematics 0020-3157 1572-9052 Roč. 61 č. 3 2009 543 578 |
|