-
1
-
-
21844510157
-
Fast very robust methods for the detection of multiple outliers
-
Atkinson, A.C. (1994) Fast very robust methods for the detection of multiple outliers. Journal of the American Statistical Association 89, 1329-1339.
-
(1994)
Journal of the American Statistical Association
, vol.89
, pp. 1329-1339
-
-
Atkinson, A.C.1
-
3
-
-
0001607146
-
Inference in expectations models of the term structure: A non-parametric approach
-
Campbell, B. & J.W. Galbraith (1993) Inference in expectations models of the term structure: A non-parametric approach. Empirical Economics 18, 623-638.
-
(1993)
Empirical Economics
, vol.18
, pp. 623-638
-
-
Campbell, B.1
Galbraith, J.W.2
-
4
-
-
21344492930
-
Aspects of robust linear regression
-
Davies, P.L. (1993) Aspects of robust linear regression. Annals of Statistics 21, 1843-1899.
-
(1993)
Annals of Statistics
, vol.21
, pp. 1843-1899
-
-
Davies, P.L.1
-
5
-
-
0442278003
-
A class of locally and globally robust regression estimates
-
Ferretti, N., D. Kelmansky, V. Yohai, & R. Zamar (1999) A class of locally and globally robust regression estimates. Journal of the American Statistical Association 94, 174-188.
-
(1999)
Journal of the American Statistical Association
, vol.94
, pp. 174-188
-
-
Ferretti, N.1
Kelmansky, D.2
Yohai, V.3
Zamar, R.4
-
7
-
-
0000444966
-
A smoothed maximum score estimator for the binary response model
-
Horowitz, J.L. (1992) A smoothed maximum score estimator for the binary response model. Econometrica 60, 505-531.
-
(1992)
Econometrica
, vol.60
, pp. 505-531
-
-
Horowitz, J.L.1
-
9
-
-
84971897276
-
A shortcut to LAD estimator asymptotics
-
Phillips, P.C.B. (1991) A shortcut to LAD estimator asymptotics. Econometric Theory 7, 450-463.
-
(1991)
Econometric Theory
, vol.7
, pp. 450-463
-
-
Phillips, P.C.B.1
-
10
-
-
84974142622
-
Robust non-stationary regression
-
Phillips, P.C.B. (1995) Robust non-stationary regression. Econometric Theory 11, 912-951.
-
(1995)
Econometric Theory
, vol.11
, pp. 912-951
-
-
Phillips, P.C.B.1
-
11
-
-
84971936861
-
Asymptotics for least absolute deviation regression estimators
-
Pollard, D. (1991) Asymptotics for least absolute deviation regression estimators. Econometric Theory 7, 186-199.
-
(1991)
Econometric Theory
, vol.7
, pp. 186-199
-
-
Pollard, D.1
-
15
-
-
0000897589
-
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns volatility
-
Sakata, S. & H. White (1998) High breakdown point conditional dispersion estimation with application to S&P 500 daily returns volatility. Econometrica 66, 529-568.
-
(1998)
Econometrica
, vol.66
, pp. 529-568
-
-
Sakata, S.1
White, H.2
|