scientific article; zbMATH DE number 1118880
zbMATH Open0884.62068MaRDI QIDQ4376964FDOQ4376964
Authors: G. I. Simonova, Yu. N. Tyurin, M. V. Boldin 
Publication date: 17 February 1998
Title of this publication is not available (Why is that?)
factor modelsresidualstime serieslinear modelsautoregressive modelsrelative asymptotic efficiencysign rules
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) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (10)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
- Sign eigenanalysis and its applications to optimization problems and robust statistics
- The estimation of linear regression is based on the generalized least modules method
- Title not available (Why is that?)
- 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
- Robustness of sign tests in autoregression
- Asymptotic properties of the sign estimate of autoregression field coefficients
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