Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations
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- Marc G. Genton & André Lucas, 2003. "Comprehensive definitions of breakdown points for independent and dependent observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 81-94.
References listed on IDEAS
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- 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.
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More about this item
KeywordsBias curve; Linear regression; Non-linear regression; Outliers; Spatial statistics; Statistical robustness; Time series;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-06-29 (All new papers)
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