Highly efficient weighted Wilcoxon estimates for autoregression

Statistics

Volumn 35, Issue 1, 2000, Pages 45-80

  Terpstra, Jeffrey T ^a   McKean, Joseph W ^b   Naranjo, Joshua D ^b  

^a NORTH DAKOTA STATE UNIVERSITY   (United States)

^b WESTERN MICHIGAN UNIVERSITY   (United States)

Author keywords

Additive outliers; Autoregressive time series; High breakdown estimates; Innovation outliers; Rank based estimates; Schweppe weights; Wilcoxon estimates

Indexed keywords

EID: 0003885533     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331880108802724     Document Type: Article

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