402/06/0408 Robustification of generalized moment method
Principal investigator: | prof. RNDr. Jan Ámos Víšek CSc. |
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Collaborators: |
Mgr. Eva Michalíková |
Description: | Please, see pdf-file below http://samba.fsv.cuni.cz/~visek/GACR/GrantRGMM . . |
Participation: | |
Work in grant: | |
Web link: | http://samba.fsv.cuni.cz/~visek/GACR/GrantRGMM |
Finance: | GA CR 402/06/0408 |
End date: | 2008 |
Publications: | Víšek, J. Á. : Instrumental weighted variables Víšek, J. Á. : Instrumental Weighted Variables - algorithm. Víšek, J. Á. : Kolmogorov-Smirnov statistics in mupliple regression Víšek, J. Á. : White's estimator of covariance matrix for instrumental weighted variables Víšek, J. Á.: Consistency of the instrumental weighted variables Víšek, J. Á.: The least trimmed squares. Part I. - Consistency. Víšek, J. Á.: The least trimmed squares. Part II. - (square root of n)-onsistency. |
Conferences: |
International Conference on Robust Statistics 2006, |
Downloadable: | 124_rgmm.pdf |