The change-of-variance function for dependent data (Q808574)
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English | The change-of-variance function for dependent data |
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The change-of-variance function for dependent data (English)
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1991
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time series
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infinitesimal stability
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asymptotic variance
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M-estimators
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location parameter
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change-of-variance function
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contamination
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univariate distribution
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bivariate distributions
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change-of-variance sensitivity
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average patch length of the outliers
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optimal V-robust
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most V-robust score functions
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truncation point
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dependency
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redescending score-functions
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