Outlier detection in regression using an iterated one-step approximation to the huber-skip estimator
Year of publication: |
2013
|
---|---|
Authors: | Johansen, Søren ; Nielsen, Bent |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 1.2013, 1, p. 53-70
|
Publisher: |
Basel : MDPI |
Subject: | Huber-skip | iteration | one-step M-estimators | unit roots |
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