Číek, Pavel; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006
Econometrics often deals with data under, from the statistical point of view, non-standard conditions such as … specific meaning of the word `robust', which stems from the field of robust statistics. This latter notion defines robustness … probability distributions. Even though the methods of robust statistics have been used only in the simplest setting such as …
