Abstract
This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 213-255 |
| Number of pages | 43 |
| Journal | Econometric Reviews |
| Volume | 1 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jan 1 1982 |
| Externally published | Yes |
Keywords
- bounded-influence estimation
- influence curves
- linear model
- location model
- regression quantiles
ASJC Scopus subject areas
- Economics and Econometrics