{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,15]],"date-time":"2026-09-15T21:55:34Z","timestamp":1789509334512,"version":"build-2803163510"},"reference-count":52,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2008,7,9]],"date-time":"2008-07-09T00:00:00Z","timestamp":1215561600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2008,12]]},"abstract":"<jats:p>High-breakdown-point regression estimators protect against large errors and data contamination. We generalize the concept of trimming used by many of these robust estimators, such as the least trimmed squares and maximum trimmed likelihood, and propose a general trimmed estimator, which renders robust estimators applicable far beyond the standard (non)linear regression models. We derive here the consistency and asymptotic distribution of the proposed general trimmed estimator under mild \u03b2-mixing conditions and demonstrate its applicability in nonlinear regression and limited dependent variable models.<\/jats:p>","DOI":"10.1017\/s0266466608080596","type":"journal-article","created":{"date-parts":[[2008,7,9]],"date-time":"2008-07-09T08:32:56Z","timestamp":1215592376000},"page":"1500-1529","source":"Crossref","is-referenced-by-count":40,"title":["GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS"],"prefix":"10.1017","volume":"24","author":[{"given":"Pavel","family":"\u010c\u00ed\u017eek","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2008,7,9]]},"reference":[{"key":"S0266466608080596_ref044","doi-asserted-by":"publisher","DOI":"10.1002\/(SICI)1099-1255(199807\/08)13:4<361::AID-JAE483>3.0.CO;2-1"},{"key":"S0266466608080596_ref043","doi-asserted-by":"publisher","DOI":"10.1016\/0167-7152(94)90186-4"},{"key":"S0266466608080596_ref047","doi-asserted-by":"publisher","DOI":"10.1080\/02331889808802657"},{"key":"S0266466608080596_ref042","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1992.10476254"},{"key":"S0266466608080596_ref038","doi-asserted-by":"publisher","DOI":"10.2307\/2998574"},{"key":"S0266466608080596_ref037","volume-title":"Robust Regression and Outlier Detection","author":"Rousseeuw","year":"2003"},{"key":"S0266466608080596_ref045","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"S0266466608080596_ref036","doi-asserted-by":"publisher","DOI":"10.1016\/S0169-7161(97)15007-6"},{"key":"S0266466608080596_ref009","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-0348-7958-3_6"},{"key":"S0266466608080596_ref035","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-009-5438-0_20"},{"key":"S0266466608080596_ref034","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1984.10477105"},{"key":"S0266466608080596_ref027","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1997.tb01113.x"},{"key":"S0266466608080596_ref024","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9473(99)00029-8"},{"key":"S0266466608080596_ref028","volume-title":"Analog Estimation Methods in Econometrics","author":"Manski","year":"1988"},{"key":"S0266466608080596_ref022","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9473(97)00011-X"},{"key":"S0266466608080596_ref008","first-page":"509","volume-title":"COMPSTAT 2002\u2014Proceedings in Computational Statistics","author":"\u010c\u00ed\u017eek","year":"2002"},{"key":"S0266466608080596_ref041","doi-asserted-by":"crossref","first-page":"237","DOI":"10.1080\/01621459.1993.10594315","article-title":"High breakdown estimation of nonlinear regression parameters","volume":"88","author":"Stromberg","year":"1993","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466608080596_ref020","doi-asserted-by":"publisher","DOI":"10.1016\/S0895-7177(02)00069-9"},{"key":"S0266466608080596_ref040","doi-asserted-by":"crossref","first-page":"310","DOI":"10.1111\/j.2517-6161.1981.tb01676.x","article-title":"On the existence of maximum likelihood estimates for the binomial response models","volume":"43","author":"Silvapulle","year":"1981","journal-title":"Journal of the Royal Statistical Society Series B"},{"key":"S0266466608080596_ref018","doi-asserted-by":"publisher","DOI":"10.1002\/(SICI)1099-1255(199605)11:3<321::AID-JAE391>3.0.CO;2-K"},{"key":"S0266466608080596_ref017","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9868.00373"},{"key":"S0266466608080596_ref014","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-57292-0_2"},{"key":"S0266466608080596_ref013","doi-asserted-by":"crossref","unstructured":"\u010c\u00ed\u017eek P. (2007) General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models. CentER Discussion paper 65\/2007, Tilburg University.","DOI":"10.2139\/ssrn.670124"},{"key":"S0266466608080596_ref029","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-3758(02)00265-3"},{"key":"S0266466608080596_ref039","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1021379865"},{"key":"S0266466608080596_ref003","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600013396"},{"key":"S0266466608080596_ref012","first-page":"223","article-title":"Trimmed likelihood-based estimation in binary regression models","volume":"35","author":"\u010c\u00ed\u017eek","year":"2006","journal-title":"Austrian Journal of Statistics"},{"key":"S0266466608080596_ref052","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466602185070"},{"key":"S0266466608080596_ref015","doi-asserted-by":"publisher","DOI":"10.1093\/0198774036.001.0001"},{"key":"S0266466608080596_ref046","first-page":"259","volume-title":"New Directions in Data Analysis and Robustness","author":"Vandev","year":"1993"},{"key":"S0266466608080596_ref006","doi-asserted-by":"publisher","DOI":"10.1007\/BF02213360"},{"key":"S0266466608080596_ref026","doi-asserted-by":"publisher","DOI":"10.2307\/2953699"},{"key":"S0266466608080596_ref019","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1021379866"},{"key":"S0266466608080596_ref031","doi-asserted-by":"publisher","DOI":"10.2307\/1913622"},{"key":"S0266466608080596_ref033","doi-asserted-by":"publisher","DOI":"10.2307\/1914308"},{"key":"S0266466608080596_ref021","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(81)90060-9"},{"key":"S0266466608080596_ref025","first-page":"149","article-title":"Rank-based estimates in the linear model with high breakdown point","volume":"89","author":"H\u00f6ssjer","year":"1994","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466608080596_ref032","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-5254-2"},{"key":"S0266466608080596_ref001","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9473(00)00056-6"},{"key":"S0266466608080596_ref023","volume-title":"Robust Statistics, the Approach Based on Influence Function","author":"Hampel","year":"1986"},{"key":"S0266466608080596_ref010","doi-asserted-by":"crossref","unstructured":"\u010c\u00ed\u017eek P. (2004b) Asymptotics of Least Trimmed Squares Regression. CentER Discussion paper 72\/2004, Tilburg University.","DOI":"10.2139\/ssrn.606982"},{"key":"S0266466608080596_ref049","first-page":"1","article-title":"The least weighted squares II. Consistency and asymptotic normality","volume":"16","author":"V\u00ed\u0161ek","year":"2002","journal-title":"Bulletin of the Czech Econometric Society"},{"key":"S0266466608080596_ref007","doi-asserted-by":"crossref","first-page":"135","DOI":"10.1080\/00031305.1991.10475787","article-title":"Equivariant, monotonic, 50\\% breakdown estimators","volume":"45","author":"Bassett","year":"1991","journal-title":"American Statistician"},{"key":"S0266466608080596_ref011","doi-asserted-by":"publisher","DOI":"10.1016\/j.jspi.2005.05.004"},{"key":"S0266466608080596_ref048","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9473(99)00068-7"},{"key":"S0266466608080596_ref051","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1765(00)00404-3"},{"key":"S0266466608080596_ref004","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012780"},{"key":"S0266466608080596_ref016","first-page":"393","article-title":"Invariance principles for absolutely regular empirical processes","volume":"31","author":"Doukhan","year":"1995","journal-title":"Annales de l'Institut Henri Poincar\u00e9"},{"key":"S0266466608080596_ref002","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/71.1.1"},{"key":"S0266466608080596_ref030","first-page":"99","volume-title":"Short Communications of COMPSTAT","author":"Neykov","year":"1990"},{"key":"S0266466608080596_ref050","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2004.03.018"},{"key":"S0266466608080596_ref005","doi-asserted-by":"publisher","DOI":"10.1080\/07474939308800261"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466608080596","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,1,30]],"date-time":"2025-01-30T23:52:36Z","timestamp":1738281156000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466608080596\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,7,9]]},"references-count":52,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2008,12]]}},"alternative-id":["S0266466608080596"],"URL":"https:\/\/doi.org\/10.1017\/s0266466608080596","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,7,9]]}}}