Robust simulation-based estimation

DOI10.1016/S0167-7152(00)00004-3zbMath1122.62308MaRDI QIDQ1573122

Xavier de Luna, Marc G. Genton

Publication date: 10 August 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection ⋮ Robust estimation of stationary continuous‐time arma models via indirect inference ⋮ The indirect method: inference based on intermediate statistics -- a synthesis and examples

Cites Work

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• Highly Robust Estimation of the Autocovariance Function
• Econometric specification of stochastic discount factor models
• Finite sample breakdown of M- and P-estimators
• Infinitesimal robustness for autoregressive processes
• Influence functionals for time series (with discussion)
• Robust direction estimation
• Generalized method of moment and indirect estimation of the ARasMA model
• The Influence Curve and Its Role in Robust Estimation
• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• Robust Statistics
• Spatial breakdown point of variogram estimators

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