scientific article; zbMATH DE number 1118880

zbMath0884.62068MaRDI QIDQ4376964

G. I. Simonova, Yuri N. Tyurin, Mikhaĭl Vasil'evich Boldin

Publication date: 17 February 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time serieslinear modelsautoregressive modelsresidualsfactor modelsrelative asymptotic efficiencysign rules

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (8)

Robustness of sign tests in autoregression ⋮ Local robustness of sign tests in AR(1) against outliers ⋮ Residual empirical processes and their application to GM-testing for the autoregression order ⋮ Asymptotic properties of the sign estimate of autoregression field coefficients ⋮ Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model ⋮ Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model ⋮ Оценивание линейной регрессии на основе обобщенного метода наименьших модулей ⋮ Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form

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