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Volumn 48, Issue 3, 2000, Pages 253-259

Robust simulation-based estimation

Author keywords

Asymptotic variance; B robustness; Gross error sensitivity; Indirect inference; Influence function; M estimator; Time series

Indexed keywords


EID: 0013145854     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00004-3     Document Type: Article
Times cited : (14)

References (16)
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    • Brännäs K., de Luna X. Generalized method of moment and indirect estimation of the ARASMA model. Comput. Statist. 13:1998;485-494.
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    • Brännäs, K.1    De Luna, X.2
  • 4
    • 0032456976 scopus 로고    scopus 로고
    • Spatial breakdown point of variogram estimators
    • Genton M.G. Spatial breakdown point of variogram estimators. Math. Geol. 30:1998;853-871.
    • (1998) Math. Geol. , vol.30 , pp. 853-871
    • Genton, M.G.1
  • 7
    • 84950646761 scopus 로고
    • The influence curve and its role in robust estimation
    • Hampel F.R. The influence curve and its role in robust estimation. J. Amer. Statist. Assoc. 69:1974;383-393.
    • (1974) J. Amer. Statist. Assoc. , vol.69 , pp. 383-393
    • Hampel, F.R.1
  • 9
    • 0001726911 scopus 로고
    • Robust direction estimation
    • He X., Simpson D.G. Robust direction estimation. Ann. Statist. 20:1992;351-369.
    • (1992) Ann. Statist. , vol.20 , pp. 351-369
    • He, X.1    Simpson, D.G.2
  • 11
    • 0001532082 scopus 로고
    • Finite sample breakdown point of M- And P-estimators
    • Huber P.J. Finite sample breakdown point of M- and P-estimators. Ann. Statist. 12:1984;119-126.
    • (1984) Ann. Statist. , vol.12 , pp. 119-126
    • Huber, P.J.1
  • 12
    • 0037645409 scopus 로고
    • Infinitesimal robustness for autoregressive processes
    • Künsch H. Infinitesimal robustness for autoregressive processes. Ann. Statist. 12:1984;843-863.
    • (1984) Ann. Statist. , vol.12 , pp. 843-863
    • Künsch, H.1
  • 13
    • 0031248759 scopus 로고    scopus 로고
    • Asymptotic robustness of least median of squares for autoregressions with additive outliers
    • Lucas A. Asymptotic robustness of least median of squares for autoregressions with additive outliers. Comm. Statist. Therory Methods. 26:1997;2363-2380.
    • (1997) Comm. Statist. Therory Methods , vol.26 , pp. 2363-2380
    • Lucas, A.1
  • 14
    • 0000940115 scopus 로고    scopus 로고
    • Highly robust estimation of the autocovariance function
    • (to appear)
    • Ma, Y., Genton, M.G., 2000. Highly robust estimation of the autocovariance function. J. Time Ser. Anal. (to appear).
    • (2000) J. Time Ser. Anal.
    • Ma, Y.1    Genton, M.G.2
  • 15
    • 0001065197 scopus 로고
    • Influence functionals for time series (with Discussion)
    • Martin R.D., Yohai V.J. Influence functionals for time series (with Discussion). Ann. Statist. 14:1986;781-855.
    • (1986) Ann. Statist. , vol.14 , pp. 781-855
    • Martin, R.D.1    Yohai, V.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.