On nonparametric sign estimators in multiparameter autoregression (Q1815812)
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scientific article; zbMATH DE number 947453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonparametric sign estimators in multiparameter autoregression |
scientific article; zbMATH DE number 947453 |
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On nonparametric sign estimators in multiparameter autoregression (English)
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19 November 1996
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asymptotic efficiency
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autoregression model
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sign estimators
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infinite variance
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sign tests
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robustness against outliers
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