Similar Search Results

Marked and weighted empirical processes of residuals with applications to robust regressions

Berenguer-Rico, Vanessa; Nielsen, Bent - 2017

Persistent link: https://www.econbiz.de/10011907859

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012492559

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012193987

Least trimmed squares asymptotics : regression with leverage

Berenguer-Rico, Vanessa; Nielsen, Bent - 2023

Persistent link: https://www.econbiz.de/10014467887

The analysis of marked and weighted empirical processes of estimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012063555

The analysis of marked and weighted empirical processes ofestimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012099330

The analysis of marked and weighted empirical processes of estimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012177516

The analysis of marked and weighted empirical processes ofestimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012492557

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012101101

Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

Berenguer-Rico, Vanessa - 2019

The Least Trimmed Squares (LTS) and Least Median of Squares (LMS) estimators are popular robust regression estimators. The idea behind the estimators is to find, for a given h, a sub-sample of h 'good' observations among n observations and estimate the regression on that sub-sample. We find...

Persistent link: https://www.econbiz.de/10012862689