Mikhail Zhelonkin

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All published works

Action	Title	Year	Authors
+ PDF Chat	Resistant Inference in Instrumental Variable Models	2024	Jens van ’t Klooster Mikhail Zhelonkin
+ PDF Chat	Outlier robust inference in the instrumental variable model with applications to causal effects	2023	Jens van ‘t Klooster Mikhail Zhelonkin
+	epmrob: Robust Estimation of Probit Models with Endogeneity	2023	Mikhail Zhelonkin Andre Bik Andrea A. Naghi
+	lmtestrob: Outlier Robust Specification Testing	2023	Mikhail Zhelonkin
+	Robust Estimation of Probit Models with Endogeneity	2022	Andrea A. Naghi Máté Váradi Mikhail Zhelonkin
+ PDF Chat	Robust Analysis of Sample Selection Models through the <i>R</i> Package <b>ssmrob</b>	2021	Mikhail Zhelonkin Elvezio Ronchetti
+	Outlier Robust Inference in the Instrumental Variable Model With Applications to Causal Effects	2021	Jens van ’t Klooster Mikhail Zhelonkin
+ PDF Chat	Robust Estimation of Probit Models with Endogeneity	2020	Andrea A. Naghi Máté Váradi Mikhail Zhelonkin
+	A Note on the Statistical Robustness of Risk Measures	2017	Mikhail Zhelonkin Valérie Chavez‐Demoulin
+	A note on the statistical robustness of risk measures	2017	Mikhail Zhelonkin Valérie Chavez‐Demoulin
+ PDF Chat	Robust Inference in Sample Selection Models	2015	Mikhail Zhelonkin Marc G. Genton Elvezio Ronchetti
+	For Review Only Robust Inference in Sample Selection Models	2015	Mikhail Zhelonkin Marc G. Genton Elvezio Ronchetti
+	Robustness in sample selection models	2013	Mikhail Zhelonkin
+	On the robustness of two-stage estimators	2011	Mikhail Zhelonkin Marc G. Genton Elvezio Ronchetti

Common Coauthors

Coauthor	Papers Together
Elvezio Ronchetti	4
Jens van ‘t Klooster	3
Marc G. Genton	3
Andrea A. Naghi	3
Máté Váradi	2
Valérie Chavez‐Demoulin	2
Andre Bik	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	The Influence Curve and its Role in Robust Estimation	1974	Frank R. Hampel	7
+ PDF Chat	Robust Inference for Generalized Linear Models	2001	Eva Cantoni Elvezio Ronchetti	6
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	5
+	Robust Statistics: Theory and Methods	2006	Ricardo A. Maronna R. Douglas Martin Vı́ctor J. Yohai	4
+	The Change-of-Variance Curve and Optimal Redescending<i>M</i>-Estimators	1981	Frank R. Hampel Peter J. Rousseeuw Elvezio Ronchetti	4
+	A Fast Algorithm for the Minimum Covariance Determinant Estimator	1999	Peter J. Rousseeuw Katrien Van Driessen	4
+ PDF Chat	Robust inference with GMM estimators	2001	Elvezio Ronchetti Fabio Trojani	4
+	On the robustness of two-stage estimators	2011	Mikhail Zhelonkin Marc G. Genton Elvezio Ronchetti	4
+	Robustness in sample selection models	2013	Mikhail Zhelonkin	4
+	A Natural Robustification of the Ordinary Instrumental Variables Estimator	2013	Gabriela V. Cohen Freue Hernán Ortiz‐Molina Ruben H. Zamar	4
+	The Change-of-Variance Curve and Optimal Redescending M-Estimators	1981	Frank R. Hampel Peter J. Rousseeuw Elvezio Ronchetti	4
+	A simplified approach to M-estimation with application to two-stage estimators	1987	Gregory M. Duncan	4
+ PDF Chat	On the Asymptotic Distribution of Differentiable Statistical Functions	1947	Richard von Mises	4
+ PDF Chat	Modelling sample selection using Archimedean copulas	2003	Murray Smith	3
+	Robust Bounded-Influence Tests in General Parametric Models	1994	Stéphane Héritier Elvezio Ronchetti	3
+ PDF Chat	A Sample Selection Model with Skew‐normal Distribution	2015	Emmanuel Ogundimu Jane L. Hutton	3
+ PDF Chat	Robust Inference in Sample Selection Models	2015	Mikhail Zhelonkin Marc G. Genton Elvezio Ronchetti	3
+	The behavior of maximum likelihood estimates under nonstandard conditions	1967	Peter J. Huber	3
+	Nonparametric Estimation of Sample Selection Models	2003	Mitali Das Whitney K. Newey Francis Vella	3
+ PDF Chat	Robust Estimation of a Location Parameter	1964	Peter J. Huber	3
+ PDF Chat	Semi-Nonparametric Maximum Likelihood Estimation	1987	A. Ronald Gallant Douglas Nychka	3
+	A Heckman Selection-<i>t</i>Model	2012	Yulia Marchenko Marc G. Genton	3
+ PDF Chat	A Test of the Conditional Independence Assumption in Sample Selection Models	2015	Martin Huber Blaise Melly	3
+	Sample Selection Models in<i>R</i>: Package<b>sampleSelection</b>	2008	Ott Toomet Arne Henningsen	3
+ PDF Chat	Two-step series estimation of sample selection models	2009	Whitney K. Newey	3
+	Sample Selection Bias as a Specification Error: A Comment	1981	William H. Greene	3
+	Robust Statistics: The Approach Based on Influence Functions	1987	David Ruppert Frank R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	3
+ PDF Chat	High Breakdown-Point and High Efficiency Robust Estimates for Regression	1987	Vı́ctor J. Yohai	3
+	Models for Sample Selection Bias	1992	Christopher Winship Robert D. Mare	2
+ PDF Chat	Weak Instruments in Instrumental Variables Regression: Theory and Practice	2019	Isaiah Andrews James H. Stock Liyang Sun	2
+	Tools for Intuition about Sample Selection Bias and Its Correction	1997	Ross M. Stolzenberg Daniel A. Relles	2
+ PDF Chat	On the Informativeness of Descriptive Statistics for Structural Estimates	2020	Isaiah Andrews Matthew Gentzkow Jesse M. Shapiro	2
+ PDF Chat	Privacy-Preserving Parametric Inference: A Case for Robust Statistics	2019	Marco Avella-Medina	2
+ PDF Chat	Semiparametric location estimation under non‐random sampling	2012	Marc G. Genton Mi Jeong Kim Yanyuan Ma	2
+	Efficiency of the two-step estimator for models with endogenous sample selection	1984	Forrest D. Nelson	2
+ PDF Chat	Generalized Additive Models for Location, Scale and Shape	2005	Robert A. Rigby D. M. Stasinopoulos	2
+	Robust Statistics: The Approach Based on Influence Functions.	1987	Christopher Jennison F. R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	2
+ PDF Chat	Insights and Pitfalls: Selection Bias in Qualitative Research	1996	David Collier James Mahoney	2
+	Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions	2005	Yanyuan Ma Marc G. Genton Anastasios A. Tsiatis	2
+	Estimation of a regression spline sample selection model	2012	Giampiero Marra Rosalba Radice	2
+	Is the Magic Still There? The Use of the Heckman Two-Step Correction for Selection Bias in Criminology	2007	Shawn D. Bushway Brian D. Johnson Lee Ann Slocum	2
+	Higher-Order Infinitesimal Robustness	2012	Davide La Vecchia Elvezio Ronchetti Fabio Trojani	2
+	Modern Applied Statistics with S	2002	W. N. Venables B. D. Ripley	2
+ PDF Chat	Inference for Non-random Samples	1997	J. B. Copas H. G. Li	2
+ PDF Chat	The change-of-variance function of M-estimators of scale under general contamination	1995	Marc G. Genton Peter J. Rousseeuw	2
+	Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias	2013	Yanyuan Ma Mi Jeong Kim Marc G. Genton	2
+	None	2000	Siu Fai Leung Shih-Ti Yu	2
+ PDF Chat	Limited information estimators and exogeneity tests for simultaneous probit models	1988	Douglas Rivers Quang Vuong	2
+	Testing for Sample Selection Bias	1982	Angelo Melino	2
+	A Comparison of Two-Stage Estimators of Censored Regression Models	1991	Thomas W. Zuehlke Allen R. Zeman	2