Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models

Journal of the American Statistical Association

Volumn 100, Issue 470, 2005, Pages 628-641

  Mancini, Loriano ^a   Ronchetti, Elvezio ^b   Trojani, Fabio ^c  

^a UNIVERSITY OF LUGANO   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Influence function; M estimator; Robust estimation and testing; Tune series model

Indexed keywords

EID: 20444471162     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001402     Document Type: Article

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