Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen
DOI10.1111/sjos.12210zbMath1419.62218OpenAlexW2416046697MaRDI QIDQ2815577
Marco Riani, Andrea Cerioli, Anthony C. Atkinson
Publication date: 29 June 2016
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/66724/1/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Atkinson%2C%20A_Discussion%20of%20%E2%80%9CAsymptotic%20Theory%20of%20Outlier_Atkinson_Discussion_of_Asymptotic_Theory_of_Outlier.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
- Error rates for multivariate outlier detection
- Robust diagnostic regression analysis
- Monitoring robust regression
- On consistency factors and efficiency of robust \(S\)-estimators
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
- Finding an Unknown Number of Multivariate Outliers
- Multivariate Outlier Detection With High-Breakdown Estimators
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