An analysis of the indicator saturation estimator as a robust regression estimator
Year of publication: |
2008-02-05
|
---|---|
Authors: | Johansen, Søren ; Nielsen, Bent |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Empirical processes | Huber's skip | indicator saturation | M-estimator | outlier robustness | vector autoregressive process |
-
An analysis of the indicator saturation estimator as a robust regression estimator
Nielsen, Bent, (2008)
-
An analysis of the indicator saturation estimator as a robust regression
Johansen, Søren, (2008)
-
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren, (2008)
- More ...
-
Asymptotic analysis of the Forward Search
Johansen, Søren, (2013)
-
Outlier detection algorithms for least squares time series regression
Johansen, Søren, (2014)
-
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren, (2011)
- More ...