Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen

Anthony C. Atkinson, Andrea Cerioli, Marco Riani

Type: Article

Publication Date: 2016-05-13

Citations: 1

DOI: https://doi.org/10.1111/sjos.12210

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London School of Economics and Political Science Research Online (London School of Economics and Political Science) - View - PDF
Scandinavian Journal of Statistics - View

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+	Multivariate Outlier Detection With High-Breakdown Estimators	2010	Andrea Cerioli
+	Error rates for multivariate outlier detection	2010	Andrea Cerioli Alessio Farcomeni
+	On consistency factors and efficiency of robust S-estimators	2014	Marco Riani Andrea Cerioli Francesca Torti
+ PDF Chat	Monitoring robust regression	2014	Marco Riani Andrea Cerioli Anthony C. Atkinson Domenico Perrotta
+	Distribution Theory and Simulations for Tests of Outliers in Regression	2006	Anthony C. Atkinson Marco Riani
+ PDF Chat	Finding an Unknown Number of Multivariate Outliers	2008	Marco Riani Anthony C. Atkinson Andrea Cerioli
+	Controlling the size of multivariate outlier tests with the MCD estimator of scatter	2008	Andrea Cerioli Marco Riani Anthony C. Atkinson
+ PDF Chat	Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models	2016	Søren Johansen Bent Nielsen