Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
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DOI: 10.1007/s00362-012-0479-5
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References listed on IDEAS
- Wellmann, Robin & Müller, Christine H., 2010. "Tests for multiple regression based on simplicial depth," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 824-838, April.
- Wellmann, Robin & Müller, Christine H., 2010. "Depth notions for orthogonal regression," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2358-2371, November.
- Vygantas Paulaauskas & Svetlozar Rachev, 2003. "Maximum likelihood estimators in regression models with infinite variance innovations," Statistical Papers, Springer, vol. 44(1), pages 47-65, January.
- Lu Lin & Minghua Chen, 2006. "Robust estimating equation based on statistical depth," Statistical Papers, Springer, vol. 47(2), pages 263-278, March.
- Wellmann, Robin & Harmand, Peter & Müller, Christine H., 2009. "Distribution-free tests for polynomial regression based on simplicial depth," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 622-635, April.
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- Christoph P. Kustosz & Anne Leucht & Christine H. MÜller, 2016. "Tests Based on Simplicial Depth for AR(1) Models With Explosion," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 763-784, November.
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Keywords
Crack growth; Stochastic differential equation; Autoregressive process; Data depth; Robustness; Maximum depth estimator; Simplical depth; Tests; 62G10; 62G35; 62G20; 62G05; 62G51; 62M10;All these keywords.
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