Robust online scale estimation in time series: A model-free approach

Journal of Statistical Planning and Inference

Volumn 139, Issue 2, 2009, Pages 335-349

  Gelper, Sarah ^a   Schettlinger, Karen ^b   Croux, Christophe ^a   Gather, Ursula ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Breakdown point; Influence function; Online monitoring; Outliers; Robust scale estimation

Indexed keywords

EID: 55149111606     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.04.018     Document Type: Article

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