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Cumulated sum of squares statistics for non-linear and non-stationary regressions

Berenguer-Rico, Vanessa; Nielsen, Bent - 2015

Persistent link: https://www.econbiz.de/10011385260

Marked and weighted empirical processes of residuals with applications to robust regressions

Berenguer-Rico, Vanessa; Nielsen, Bent - 2017

Persistent link: https://www.econbiz.de/10011907859

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012316436

Cumulated sum of squares statistics for nonlinear and nonstationary regressions

Berenguer-Rico, Vanessa; Nielsen, Bent - In: Econometric theory 36 (2020) 1, pp. 1-47

Persistent link: https://www.econbiz.de/10012156782

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012101101

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012193987

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012492559

Least trimmed squares asymptotics : regression with leverage

Berenguer-Rico, Vanessa; Nielsen, Bent - 2023

Persistent link: https://www.econbiz.de/10014467887

Two sided analysis of variance with a latent time series

Hansen, Lars Hougaard (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002396513

Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

Johansen, Søren; Nielsen, Bent - 2011

Iterated one-step Huber-skip M-estimators are considered for regression problems. Each one-step estimator is a re-weighted least squares estimators with zero/one weights determined by the initial estimator and the data. The asymptotic theory is given for iteration of such estimators using a...

Persistent link: https://www.econbiz.de/10014175202