Large sample behaviour of some well-known robust estimators under long-range dependence (Q5402580)
From MaRDI portal
scientific article; zbMATH DE number 6270145
Language | Label | Description | Also known as |
---|---|---|---|
English | Large sample behaviour of some well-known robust estimators under long-range dependence |
scientific article; zbMATH DE number 6270145 |
Statements
Large sample behaviour of some well-known robust estimators under long-range dependence (English)
0 references
14 March 2014
0 references
long-range dependence
0 references
U-process
0 references
Hodges-Lehmann location estimator
0 references
Bickel-Shamos scale estimator
0 references
Croux-Rousseeuw scale estimator
0 references
Ma-Genton autocovariance estimator
0 references