In: Natural Hazards, 2014, vol. 73, no. 3, p. 1999-2022
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In: Origins of life and evolution of the biosphere, 2004, vol. 34, no. 1-2, p. 225-235
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In: Methodology and Computing in Applied Probability, 2010, vol. 12, no. 3, p. 533-551
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In: European Journal of Nuclear Medicine and Molecular Imaging, 2013, vol. 40, no. 11, p. 1748-1759
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In: Molecular Imaging and Biology, 2013, vol. 15, no. 5, p. 542-551
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In: Monte Carlo Methods and Applications, 2014, vol. 20, no. 1, p. 1-41
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In: Biometrika, 2002, vol. 89, no. 4, p. 745-754
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In: Journal of multivariate analysis, 2009, vol. 100, no. 9, p. 2126-2136
In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on ¯rst order asymptotic theory and their accuracy in moderate to small samples...
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In: Journal of Econometrics, 2005, vol. 129, no. 1-2, p. 139-182
We propose a class of new robust GMM tests for endogenous structural breaks. The tests are based on supremum, average and exponential functionals derived from robust GMM estimators with bounded influence function. We study the theoretical local robustness properties of the new tests and show that they imply a uniformly bounded asymptotic sensitivity of size and power under general local...
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