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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

Outlier detection algorithms for least squares time series regression

Johansen, Søren; Nielsen, Bent - 2014

Persistent link: https://www.econbiz.de/10010416823

Outlier detection algorithms for least squares time series regression

Johansen, Søren; Nielsen, Bent - 2014

Persistent link: https://www.econbiz.de/10010418994

Cumulated sum of squares statistics for non-linear and non-stationary regressions

Berenguer-Rico, Vanessa; Nielsen, Bent - 2015

Persistent link: https://www.econbiz.de/10011385260

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms

Nielsen, Bent (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001834963

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms

Nielsen, Bent - In: Econometric theory 21 (2005) 3, pp. 534-561

Persistent link: https://www.econbiz.de/10002794764

Outlier detection algorithms for least squares time series regression

Johansen, Søren; Nielsen, Bent - 2014

Persistent link: https://www.econbiz.de/10010405202

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

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/10012316436

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