Blowing number of a distribution for a statistics and loyal estimators
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- He, Xuming, et al, 1990. "Tail Behavior of Regression Estimators and Their Breakdown Points," Econometrica, Econometric Society, vol. 58(5), pages 1195-1214, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Vijverberg, Wim P. & Hasebe, Takuya, 2015. "GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances," IZA Discussion Papers 8898, Institute of Labor Economics (IZA).
- Tamara Broderick & Ryan Giordano & Rachael Meager, 2020. "An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?," Papers 2011.14999, arXiv.org, revised Jul 2023.
- Jurecková, Jana, 2000. "Test of tails based on extreme regression quantiles," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 53-61, August.
- Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
- Davies, P. Laurie & Fried, Roland & Gather, Ursula, 2002. "Robust signal extraction for on-line monitoring data," Technical Reports 2002,02, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Avi Giloni & Bhaskar Sengupta & Jeffrey S. Simonoff, 2006. "A mathematical programming approach for improving the robustness of least sum of absolute deviations regression," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(4), pages 261-271, June.
- Jurecková, Jana & Koenker, Roger & Portnoy, Stephen, 2001. "Tail behavior of the least-squares estimator," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 377-384, December.
- 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," Other publications TiSEM a6228ada-1ab5-47ee-9d23-4, Tilburg University, School of Economics and Management.
- Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
- Christine Müller, 2011. "Data depth for simple orthogonal regression with application to crack orientation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(2), pages 135-165, September.
- Jana Jurecková, 2003. "Statistical tests on tail index of a probability distribution," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 151-190.
- Zuo, Yijun, 2003. "Finite sample tail behavior of multivariate location estimators," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 91-105, April.
- Jurecková, Jana, 2010. "Finite-sample distribution of regression quantiles," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1940-1946, December.
- Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
- Salvador Flores, 2015. "Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 796-812, December.
- Ke Zhu & Shiqing Ling, 2015.
"LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 784-794, June.
- Zhu, Ke & Ling, Shiqing, 2014. "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper 59099, University Library of Munich, Germany.
- Mikosch, Thomas & de Vries, Casper G., 2013. "Heavy tails of OLS," Journal of Econometrics, Elsevier, vol. 172(2), pages 205-221.
- Jozef Kušnier & Ivan Mizera, 2001. "Tail Behavior and Breakdown Properties of Equivariant Estimators of Location," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 244-261, June.
- Cizek, P., 2009.
"Generalized Methods of Trimmed Moments,"
Discussion Paper
2009-25, Tilburg University, Center for Economic Research.
- Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
- Gather, Ursula & Einbeck, Jochen & Fried, Roland, 2005. "Weighted Repeated Median Smoothing and Filtering," Technical Reports 2005,33, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Hubert, Mia, 1997. "The breakdown value of the L1 estimator in contingency tables," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 419-425, May.
More about this item
Keywords
Sampling Outliers Fixed size asymptotics;Statistics
Access and download statisticsCorrections
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:eee:stapro:v:69:y:2004:i:4:p:465-475. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.