scientific article

zbMath0567.62027MaRDI QIDQ3683344

Víctor J. Yohai, Peter J. Rousseeuw

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outliersconsistencyasymptotic normalitynumerical examplestime seriesefficiencyS-estimatorsrobust regressionaffine equivariancemeasure of robustnessfinite- sample version of the breakdown pointscale-estimatevelocity of convergence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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