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...

書誌詳細
第一著者:	Jiao, X
その他の著者:	Nielsen, B
フォーマット:	学位論文
言語:	English
出版事項:	2015
主題:	Econometrics > Asymptotic theory

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