Robust estimation in dependent situations
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Publication:1237333
DOI10.1214/aos/1176343738zbMath0355.62047OpenAlexW1977020685MaRDI QIDQ1237333
Publication date: 1977
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343738
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\(M\)-estimation for dependent random variables, Asymptotic behavior of \(L\)-statistics for a large class of time series, Noise benefits to robust M-estimation of location in dependent observations, Stability, One‐step M‐estimators in the linear model, with dependent errors, Recursive M-estimators of location, Asymptotic inference for stochastic processes, Robustness against unexpected dependence in the location model, Asymptotic behavior of regression quantiles in non-stationary, dependent cases, Robust online scale estimation in time series: a model-free approach, Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method, Almost sure uniform convergence rates for M-smoothers with non-monotone score functions, A review of some adaptive statistical techniques, On consistency of redescending M-kernel smoothers, The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics, On location estimation for LARCH processes, \(M\)-estimation of linear models with dependent errors, M-estimation with incomplete and dependent multivariate data, Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series, Robust regression function estimation, Robust location estimation under dependence, The change-of-variance function for dependent data
