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A Monte Carlo comparison of several high breakdown and efficient estimators

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  • You, Jiazhong

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  • You, Jiazhong, 1999. "A Monte Carlo comparison of several high breakdown and efficient estimators," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 205-219, April.
    • Handle: RePEc:eee:csdana:v:30:y:1999:i:2:p:205-219
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    References listed on IDEAS

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    1. Stefanski, Leonard A., 1991. "A note on high-breakdown estimators," Statistics & Probability Letters, Elsevier, vol. 11(4), pages 353-358, April.
    2. Morgenthaler, S., 1991. "A note on efficient regression estimators with positive breakdown point," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 469-472, June.
    3. 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.
    4. Coakley, Clint W. & Mili, Lamine & Cheniae, Michael G., 1994. "Effect of leverage on the finite sample efficiencies of high breakdown estimators," Statistics & Probability Letters, Elsevier, vol. 19(5), pages 399-408, April.
    5. Meintanis, S. G. & Donatos, G. S., 1997. "A comparative study of some robust methods for coefficient-estimation in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 525-540, February.
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    Cited by:

    1. Robert Finger, 2010. "Revisiting the Evaluation of Robust Regression Techniques for Crop Yield Data Detrending," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(1), pages 205-211.
    2. Hella, Heikki, 2003. "On robust ESACF identification of mixed ARIMA models," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2003_027, December.

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