Asymptotic analysis of outliers dectection algorithms using a new empirical process result

Asymptotic analysis of outliers dectection algorithms using a new empirical process result

<p>The Robustified Least Squares and the Impulse Indicator Saturation are iterative algorithms concerned with detecting outliers and other unsuspected structures in data. These two algorithms are constructed when the full or split sample least squares are chosen as the initial estimators for t...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur:	Jiao, X
Awduron Eraill:	Nielsen, B
Fformat:	Traethawd Ymchwil
Iaith:	English
Cyhoeddwyd:	2015
Pynciau:	Econometrics > Asymptotic theory

Eitemau Tebyg

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