Comprehensive definitions of breakdown points for independent and dependent observations
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Marc G. Genton & André Lucas, 2000. "Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations," Tinbergen Institute Discussion Papers 00-040/2, Tinbergen Institute.
References listed on IDEAS
- He, Xuming, 1991. "A local breakdown property of robust tests in linear regression," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 294-305, August.
- Shinichi Sakata & Halbert White, 1998. "High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility," Econometrica, Econometric Society, vol. 66(3), pages 529-568, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
- repec:kap:jecinq:v:15:y:2017:i:3:d:10.1007_s10888-017-9347-9 is not listed on IDEAS
- Alessio Farcomeni & Luca Greco, 2015. "S-estimation of hidden Markov models," Computational Statistics, Springer, vol. 30(1), pages 57-80, March.
- Luke A. Prendergast & Robert G. Staudte, 0. "When large n is not enough – Distribution-free interval estimators for ratios of quantiles," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 0, pages 1-17.
- Cizek, P., 2005. "Trimmed Likelihood-based Estimation in Binary Regression Models," Discussion Paper 2005-108, Tilburg University, Center for Economic Research.
- Cízek, Pavel, 2011. "Semiparametrically weighted robust estimation of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 774-788, January.
- Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
- Čížek, Pavel, 2012.
"Semiparametric robust estimation of truncated and censored regression models,"
Journal of Econometrics,
Elsevier, vol. 168(2), pages 347-366.
- Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
- Daniel Kosiorowski, 2015. "Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 55-79.
- Cizek, Pavel, 2008.
"Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models,"
Journal of the American Statistical Association,
American Statistical Association, vol. 103, pages 687-696, June.
- Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research.
- Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper 2015-002, Tilburg University, Center for Economic Research.
- Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Genton, Mark G. & Ruiz-Gazen, Anne, 2009. "Visualizing Influential Observations in Dependent Data," TSE Working Papers 09-051, Toulouse School of Economics (TSE).
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018. "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers 0418, School of Economics, University of Surrey.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
- Pavel Čížek, 2013.
"Reweighted least trimmed squares: an alternative to one-step estimators,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research,
Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
- Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Discussion Paper 2010-91, Tilburg University, Center for Economic Research.
- Aquaro, M. & Čížek, P., 2013.
"One-step robust estimation of fixed-effects panel data models,"
Computational Statistics & Data Analysis,
Elsevier, vol. 57(1), pages 536-548.
- Aquaro, M. & Cizek, P., 2010. "One-Step Robust Estimation of Fixed-Effects Panel Data Models," Discussion Paper 2010-110, Tilburg University, Center for Economic Research.
- Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Discussion Paper 2007-95, Tilburg University, Center for Economic Research.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:65:y:2003:i:1:p:81-94. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/rssssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.