Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen (Q2815582): Difference between revisions
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| Property / cites work: The Breakdown Points of the Mean Combined with Some Rejection Rules / rank | |||
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Latest revision as of 06:46, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen |
scientific article |
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Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen (English)
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29 June 2016
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false discovery rate
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Huber-skip estimators
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martingale inequalities
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nonstationary regressors
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one-step \(M\)-estimators
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outlier detection
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smooth outlier rejection
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