scientific article; zbMATH DE number 1118880

MaRDI QIDQ4376964zbMATH OpenFDO

Authors G. I. Simonova, Yu. N. Tyurin, M. V. Boldin

Publication date 17 February 1998

zbMATH Keywords

autoregressive modelsfactor modelslinear modelsrelative asymptotic efficiencyresidualssign rulestime series

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(11)

• Local robustness of sign tests in AR(1) against outliers
• Residual empirical processes and their application to GM-testing for the autoregression order
• Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model
• scientific article; zbMATH DE number 5815898 (Why is no real title available?)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• Robustness of sign tests in autoregression
• Asymptotic properties of the sign estimate of autoregression field coefficients
• The estimation of linear regression is based on the generalized least modules method
• Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
• Iterative convex estimation of linear regression models under data stochastic heterogeneity
• Sign eigenanalysis and its applications to optimization problems and robust statistics

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