Regression-based, regression-free and model-free approaches for robust online scale estimation

DOI10.1080/00949650902911565zbMath1230.62122OpenAlexW3125668118MaRDI QIDQ3012677

Christophe Croux, Karen Schettlinger, Sarah Gelper, Ursula Gather

Publication date: 6 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/202166

zbMATH Keywords

variabilityrobustnesstime seriesvolatilityreal-time estimation

Mathematics Subject Classification ID

Related Items (2)

Scaling Oversmoothing Factors for Kernel Estimation of Spatial Relative Risk ⋮ Robust scale estimation under shifts in the mean

Cites Work

• Online signal extraction by robust linear regression
• Robust online scale estimation in time series: a model-free approach
• Online analysis of time series by the \(Q_n\) estimator
• Computing the update of the repeated median regression line in linear time
• The length of the shorth
• Regression-free and robust estimation of scale for bivariate data
• Robust signal extraction for on-line monitoring data.
• Residual variance and residual pattern in nonlinear regression
• Robust regression using repeated medians
• Alternatives to the Median Absolute Deviation

This page was built for publication: Regression-based, regression-free and model-free approaches for robust online scale estimation