Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

DOI10.1111/SJOS.12211zbMath1419.62235OpenAlexW4236806115MaRDI QIDQ2815584

Bent Nielsen, Søren Glud Johansen

Publication date: 29 June 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/122812361/Rejoinder_Asymptotic_theory_of_outlier_detection_algorithms_accepted_manuscript_2016.pdf

Mathematics Subject Classification ID

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

• Unnamed Item
• Analysis of the forward search using some new results for martingales and empirical processes
• Monitoring robust regression
• Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
• Finding an Unknown Number of Multivariate Outliers
• An improved Bonferroni procedure for multiple tests of significance
• Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression

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