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...

書目詳細資料
主要作者:	Jiao, X
其他作者:	Nielsen, B
格式:	Thesis
語言:	English
出版:	2015
主題:	Econometrics > Asymptotic theory

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