M-estimation with incomplete and dependent multivariate data
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Publication:128879
DOI10.1016/j.jmva.2019.104569zbMath1436.62199OpenAlexW2991366539WikidataQ109772878 ScholiaQ109772878MaRDI QIDQ128879
Klaus Nordhausen, Gabriel Frahm, Hannu Oja, Gabriel Frahm, Hannu Oja
Publication date: March 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104569
shapeincomplete datalocationmissing datadependent dataspatial datamissing completely at randomtime-series dataM-estimationscatter
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Missing data (62D10)
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