Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
From MaRDI portal
Publication:4673753
DOI10.1111/1467-9868.00373zbMath1063.62038OpenAlexW1978600872MaRDI QIDQ4673753
Publication date: 9 May 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/00040.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)
Related Items (25)
One-step robust estimation of fixed-effects panel data models ⋮ Efficient robust estimation of time-series regression models. ⋮ Breakdown point theory for implied probability bootstrap ⋮ Robust Likelihood Methods Based on the Skew-t and Related Distributions ⋮ Dilemmas of robust analysis of economic data streams ⋮ A weighted spatial median for clustered data ⋮ On the breakdown behavior of the TCLUST clustering procedure ⋮ Reweighted least trimmed squares: an alternative to one-step estimators ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Robust Two-Step Wavelet-Based Inference for Time Series Models ⋮ Quantitative robustness of instance ranking problems ⋮ Semiparametrically weighted robust estimation of regression models ⋮ Robust estimation of stationary continuous‐time arma models via indirect inference ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ Assessing robustness of classification using an angular breakdown point ⋮ Impact of Contamination on Training and Test Error Rates in Statistical Clustering ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method ⋮ Detecting a structural change in functional time series using local Wilcoxon statistic ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Estimators of fractal dimension: assessing the roughness of time series and spatial data ⋮ S-estimation of hidden Markov models ⋮ Boosting in the Presence of Outliers: Adaptive Classification With Nonconvex Loss Functions ⋮ Robust estimation for ARMA models ⋮ Breakdown and groups. (With discussions and rejoinder)
Cites Work
This page was built for publication: Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
