Robust time series analysis: a survey
Norbert Stockinger, Rudolf Dutter (1987)
Kybernetika
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Norbert Stockinger, Rudolf Dutter (1987)
Kybernetika
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Zbyněk Pawlas (2011)
Kybernetika
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Summary characteristics play an important role in the analysis of spatial point processes. We discuss various approaches to estimating summary characteristics from replicated observations of a stationary point process. The estimators are compared with respect to their integrated squared error. Simulations for three basic types of point processes help to indicate the best way of pooling the subwindow estimators. The most appropriate way depends on the particular summary characteristic,...
Christine H. Müller (2004)
Discussiones Mathematicae Probability and Statistics
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We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several...
J. Jurečková (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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João Paulo Martins, Miguel Felgueiras, Rui Santos (2013)
Discussiones Mathematicae Probability and Statistics
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In some cases, the estimators obtained in compound tests have better features than the traditional ones, obtained from individual tests, cf. Sobel and Elashoff (1975), Garner et al. (1989) and Loyer (1983). The bias, the efficiency and the robustness of these estimators are investigated in several papers, e.g. Chen and Swallow (1990), Hung and Swallow (1999) and Lancaster and Keller-McNulty (1998). Thus, the use of estimators based on compound tests not only allows a substantial...