Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen
DOI10.1111/SJOS.12210zbMATH Open1419.62218OpenAlexW2416046697MaRDI QIDQ2815577FDOQ2815577
Authors: Anthony C. Atkinson, Andrea Cerioli, Marco Riani 
Publication date: 29 June 2016
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/66724/1/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Atkinson%2C%20A_Discussion%20of%20%E2%80%9CAsymptotic%20Theory%20of%20Outlier_Atkinson_Discussion_of_Asymptotic_Theory_of_Outlier.pdf
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Cites Work
- Finding an unknown number of multivariate outliers
- Error rates for multivariate outlier detection
- Multivariate outlier detection with high-breakdown estimators
- Robust diagnostic regression analysis
- On consistency factors and efficiency of robust \(S\)-estimators
- Asymptotic theory of outlier detection algorithms for linear time series regression models
- Monitoring robust regression
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