A local breakdown property of robust tests in linear regression
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- Preminger, Arie & Franck, Raphael, 2007.
"Forecasting exchange rates: A robust regression approach,"
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- PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," CORE Discussion Papers 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- PREMINGER, Arie & FRANCK, Raphael, 2007. "Forecasting exchange rates: a robust regression approach," CORE Discussion Papers RP 1917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Ando, Masakazu & Kimura, Miyoshi, 2004. "The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 407-425, August.
- Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
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- Olive, David J., 2004. "A resistant estimator of multivariate location and dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 46(1), pages 93-102, May.
More about this item
KeywordsBreakdown slope influence function linear regression robust estimation S-estimator test statistic;
StatisticsAccess and download statistics
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