Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Year of publication: |
[2008]
|
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Authors: | Mancini, Loriano |
Other Persons: | Trojani, Fabio (contributor) ; Ronchetti, Elvezio (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of the American Statistical Association, Vol. 100, No. 470, pp. 628-641, June 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2004 erstellt |
Other identifiers: | 10.2139/ssrn.414060 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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