Robust Time Series Factor Models

R. Douglas Martin, Daniel Xia

Type: Article

Publication Date: 2021-01-01

Citations: 0

DOI: https://doi.org/10.2139/ssrn.3905345

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SSRN Electronic Journal - View

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Works That Cite This (0)

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Works Cited by This (9)

Action	Title	Year	Authors
+ PDF Chat	Min-Max Bias Robust Regression	1989	R. Douglas Martin V. J. Yohai Ruben H. Zamar
+ PDF Chat	High Breakdown-Point and High Efficiency Robust Estimates for Regression	1987	Vı́ctor J. Yohai
+ PDF Chat	Robust Estimation of a Location Parameter	1964	Peter J. Huber
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz
+	A survey of sampling from contaminated distributions	1960	John W. Tukey
+	Robust Regression by Means of S-Estimators	1984	Peter J. Rousseeuw V. J. Yohai
+	Optimal Bias Robust M—estimates of Regression	2002	Marcela Svarc Vı́ctor J. Yohai Ruben H. Zamar
+	Tests for Differences between Least Squares and Robust Regression Coefficients	2012	Tatiana A. Maravina R. Douglas Martin