Large sample behaviour of some well-known robust estimators under long-range dependence (Q5402580): Difference between revisions

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Latest revision as of 12:05, 7 July 2024

scientific article; zbMATH DE number 6270145
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Large sample behaviour of some well-known robust estimators under long-range dependence
scientific article; zbMATH DE number 6270145

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    Large sample behaviour of some well-known robust estimators under long-range dependence (English)
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    14 March 2014
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    long-range dependence
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    U-process
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    Hodges-Lehmann location estimator
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    Bickel-Shamos scale estimator
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    Croux-Rousseeuw scale estimator
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    Ma-Genton autocovariance estimator
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