ROBUST ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETER

被引:161
作者
DENBY, L [1 ]
MARTIN, RD [1 ]
机构
[1] UNIV WASHINGTON,DEPT ELECT ENGN,SEATTLE,WA 98195
关键词
D O I
10.2307/2286743
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:140 / 146
页数:7
相关论文
共 14 条
[1]  
[Anonymous], 1972, ROBUST ESTIMATES LOC
[2]   FITTING OF POWER-SERIES, MEANING POLYNOMIALS, ILLUSTRATED ON BAND-SPECTROSCOPIC DATA [J].
BEATON, AE ;
TUKEY, JW .
TECHNOMETRICS, 1974, 16 (02) :147-185
[3]   ROBUST REGRESSION ESTIMATORS COMPARED VIA MONTE-CARLO [J].
DENBY, L ;
LARSEN, WA .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (04) :335-362
[4]  
FOX AJ, 1972, J ROY STAT SOC B, V34, P350
[5]   INFLUENCE CURVE AND ITS ROLE IN ROBUST ESTIMATION [J].
HAMPEL, FR .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :383-393
[6]   1972 WALD MEMORIAL LECTURES - ROBUST REGRESSION - ASYMPTOTICS, CONJECTURES AND MONTE-CARLO [J].
HUBER, PJ .
ANNALS OF STATISTICS, 1973, 1 (05) :799-821
[7]   ROBUST ESTIMATION OF LOCATION PARAMETER [J].
HUBER, PJ .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01) :73-&
[8]  
Kanter M., 1974, Advances in Applied Probability, V6, P768, DOI 10.2307/1426192
[9]  
Knuth D. E., 1969, ART COMPUTER PROGRAM, V2
[10]   DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT IN A CIRCULARLY CORRELATED UNIVERSE [J].
LEIPNIK, RB .
ANNALS OF MATHEMATICAL STATISTICS, 1947, 18 (01) :80-87