Similar Search Results - EconBiz

Robust estimators for the fixed effects panel data model

Bramati, Maria Caterina; Croux, Christophe - In: The econometrics journal 10 (2007) 3, pp. 521-540

Persistent link: https://www.econbiz.de/10003637606

Robust continuum regression

Serneels, Sven; Filzmoser, Peter; Croux, Christophe; … - 2004

Persistent link: https://www.econbiz.de/10002503899

Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...

Persistent link: https://www.econbiz.de/10003483698

Robustness versus efficiency for nonparametric correlation measureso

Croux, Christophe; Dehon, Catherine - 2008

Persistent link: https://www.econbiz.de/10003976901

S-estimation for penalized regression splines

Tharmaratnam, K.; Claeskens, G.; Croux, Christophe; … - 2008

Persistent link: https://www.econbiz.de/10003977689

Robust regression in Stata

Verardi, Vincenzo; Croux, Christophe - 2008

Persistent link: https://www.econbiz.de/10003977720

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

Schettlinger, Karen; Gelper, Sarah; Gather, Ursula; … - 2008

Persistent link: https://www.econbiz.de/10003977730

Robust estimation of intraweek periodicity in volatility and jump detection

Boudt, Kris; Croux, Christophe; Laurent, Sébastien - 2008

Persistent link: https://www.econbiz.de/10003977900

Robust online scale estimation in time series : a regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

Persistent link: https://www.econbiz.de/10003623661

Robust forecasting with exponential and Holt-Winters smoothing

Gelper, Sarah (contributor); Fried, Roland (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003623718

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