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Volumn 18, Issue 5, 2002, Pages 1172-1196

Asymptotic theory for some high breakdown point estimators

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EID: 0036026168     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602185070     Document Type: Article
Times cited : (14)

References (15)
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    • 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 scopus 로고
    • 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 scopus 로고
    • 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
  • 7
    • 0000444966 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.