Minimum distance estimation in an additive effects outliers model

DOI10.1214/AOS/1176347977zbMath0741.62082OpenAlexW1992876886MaRDI QIDQ1175402

Sunil K. Dhar

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347977

zbMATH Keywords

existenceasymptotic normalityminimum distance estimatorsinfluence functionsasymptotic biasesfirst order autoregressive processadditive effects outliers model

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

A fast algorithm for the coordinate-wise minimum distance estimation ⋮ Minimum distance estimation in linear regression with strong mixing errors ⋮ Computation of certain minimum L₂–distance type estimators under the linear model ⋮ Local robustness of sign tests in AR(1) against outliers

This page was built for publication: Minimum distance estimation in an additive effects outliers model