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scientific article; zbMATH DE number 1223290
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scientific article; zbMATH DE number 1223290

    Statements

    publication date
    5 October 1999
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    Mathematics Subject Classification ID
    62G30
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    62G35
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    62M10
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    62G05
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    zbMATH DE Number
    1223290
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    zbMATH Keywords
    ARCH model
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    residual empirical process
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    rank estimators
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    robust estimation
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    influence function
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    gross error sensitivity
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