• semml

  • Referenced in 13 articles [sw27809]
  • estimation of a simultaneous equation model by maximum likelihood and optimal B-robust methods ... Robust estimators for simultaneous equations models. This paper presents a class of robust estimators ... generalization of the maximum likelihood estimator. The new estimators are obtained as solutions ... observations, and to some model misspecifications. An optimality principle leads to the construction...
  • AS 215

  • Referenced in 11 articles [sw03873]
  • Algorithm AS 215. Maximum-likelihood estimation of the...
  • robustbase

  • Referenced in 396 articles [sw07114]
  • R package robustbase: Basic Robust Statistics. ”Essential” Robust...