Robust estimation in dependent situations
From MaRDI portal
Publication:1237333
DOI10.1214/AOS/1176343738zbMATH Open0355.62047OpenAlexW1977020685MaRDI QIDQ1237333FDOQ1237333
Publication date: 1977
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343738
Cited In (23)
- Robust location estimation under dependence
- \(M\)-estimation of linear models with dependent errors
- Robust online scale estimation in time series: a model-free approach
- Noise benefits to robust M-estimation of location in dependent observations
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
- Robust regression function estimation
- Asymptotic inference for stochastic processes
- A review of some adaptive statistical techniques
- Asymptotic behavior of \(L\)-statistics for a large class of time series
- On consistency of redescending M-kernel smoothers
- One‐step M‐estimators in the linear model, with dependent errors
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
- Recursive M-estimators of location
- Stability
- The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions
- M-estimation with incomplete and dependent multivariate data
- On location estimation for LARCH processes
- The change-of-variance function for dependent data
- Robustness against unexpected dependence in the location model
- \(M\)-estimation for dependent random variables
- Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method
This page was built for publication: Robust estimation in dependent situations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1237333)
