Huber estimation for the network autoregressive model

DOI10.1016/J.SPL.2023.109917MaRDI QIDQ6084752FDOQ6084752

Authors:

Publication date: 6 November 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

robust estimationHuber lossnetwork autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cites Work

• Robust statistics. Theory and methods (with R)
• Robust Estimation of a Location Parameter
• Robust Statistics
• Network vector autoregression
• Network quantile autoregression
• Network GARCH model
• Grouped network vector autoregression
• Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
• One-Step Huber Estimates in the Linear Model
• An instrumental variable approach for panel unit root tests under cross-sectional dependence
• Computation of Huber's \(M\)-estimates for a block-angular regression problem
• Specification and estimation of social interaction models with network structures
• Adaptive Huber Regression
• Robust estimation of high-dimensional covariance and precision matrices
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
• Two-mode network autoregressive model for large-scale networks

Cited In (4)

• Network vector autoregression
• Consistent two-stage estimation in heterogeneous network autoregressive model
• Title not available (Why is that?)
• Identification and Estimation of a Partially Linear Regression Model Using Network Data

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