Huber estimation for the network autoregressive model

DOI10.1016/j.spl.2023.109917MaRDI QIDQ6084752

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Publication date: 6 November 2023

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

zbMATH Keywords

robust estimationHuber lossnetwork autoregressive model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• An instrumental variable approach for panel unit root tests under cross-sectional dependence
• Computation of Huber's \(M\)-estimates for a block-angular regression problem
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
• Network vector autoregression
• Two-mode network autoregressive model for large-scale networks
• Network quantile autoregression
• Specification and estimation of social interaction models with network structures
• Adaptive Huber Regression
• One-Step Huber Estimates in the Linear Model
• Robust Statistics
• Network GARCH Model
• Grouped Network Vector Autoregression
• Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
• Robust estimation of high-dimensional covariance and precision matrices
• Robust Estimation of a Location Parameter
• Robust Statistics

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