References
- Andrews , D.F. , Bickel , P.J. , Hampel , F.R. , Huber , P.J. , Rogers , W.H. and Tukey , J.W. 1972 . Robust Estimates of Locution , Princeton : Princeton University Press. .
- Fraser , D.A.S. 1976 . Necessary analysis and adaptive inference . Journal of the American Statistical Association , 71 : 99 – 113 .
- Gouriéroux , C. , Monfort , A. and Trognon , A. 1984 . Pseudo maximum likelihood methods: theory . Economtrica , 52 : 681 – 700 .
- Hampel , F.R. , Ronchetti , E.M. , Rousseeuw , P.J. and Stahel , W.A. 1986 . Robust Statistics. The Approach Based on Influence Functions , New York : Wiley .
- Hogg , R.V. 1974 . Adaptive robust procedures: a partial review and some suggestions for future applications and theory . Journul of the American Statistical Association , 69 : 909 – 926 .
- Huber , P.J. 1964 . Robust estimation of a location parameter . Annals of mathematical Statistics , 35 : 73 – 101 .
- Huber , P.J. 1981 . Robust Statistics , New York : Wiley .
- Lange , K.L. , Little , R.J.A. and Taylor , J.M.G. 1989 . Robust statistical modeling using the t distribution . Journal of the American Statistical Association , 84 : 881 – 896 .
- Little , R.J.A. 1988 . Robust estimation of the mean and covariance matrix from data with missing values . Applied Statistics , 37 : 23 – 39 .
- Manski , C.F. 1984 . Adaptive estimation of non-linear regression models . Econometric Reviews , 3 : 145 – 194 .
- Prucha , I.R. and Kelejian , H.H. 1981 . The structure of simultaneous equation estimators: a generalization towards nonnormal disturbances . Econometrica , 52 : 721 – 736 .
- Rousseeuw , P.J. 1981 . A new infinitesimal approach to robust estimation . Zeitschrift f¨ wahrscheinlichkeitsthorie and verwandte Gebiete , 56 : 127 – 132 .
- Spanos , A. 1993 . On modelling heteroskcdasticity: the Student's t and elliptical linear regression models . Econometric Theory , 10 : 286 – 315 .
- Taylor , J.M.G. 1992 . Properties of modelling the error distribution with an extra shape parameter . Computotionnl Statictics and Data Analysis , 13 : 33 – 46 .
- White , H. 1982 . Maximum likelihood estimation of misspecified models . Econometrica , 50 : 1 – 25 .
- Zellner , A. 1976 . Bayesian and non-Bayesian analysis of the regression model with multivariate Student-t error terms . Journal of the American Statistical Association , 71 : 400 – 405 .