Trimmed mean and bounded influence estimators for the parameters of the ar(1) process

References

• Barrodale , I. and Roberts , F.D.K. 1973 . An improved algorithm for discrete l1 linear approximation . SIAM J.Numer.Anal , 10 : 839 – 848 .
   Web of Science ®Google Scholar
• Bassett , G.W. and Koenker , R.W. 1982 . An empirical quantile function for linear models with i.i.d. errors . J.Amer.Statist.Assoc , 77 : 407 – 415 .
   Web of Science ®Google Scholar
• de Jongh , P. J. 1984 . Asymptotic distribution of the bounded influence regression trimmed mean . Unpublished manuscript. ,
   Google Scholar
• de Jongh , P .J and de Wet , T. Adaptive regression trimmed means . IMT report TV-057-84 . Atlanta, GA.
   Google Scholar
• Denby , L. and Larsen , W.A. 1977 . Robust regression estimators compared via Monte Carlo . Comm.Statist.- Theor.Meth , A6 ( 4 ) : 335 – 362 .
   Google Scholar
• Denby , L. and Martin , R.D. 1979 . Robust estimation of the first order autoregressive parameters . J.Amer.Statist.Assoc , 74 ( 4 ) : 140 – 146 .
   Google Scholar
• Koenker , R.W. 1982 . Robust methods in econometrics . Econometric Reviews , 1 ( 2 ) : 213 – 289 .
   Google Scholar
• Koenker , R.W. and Bassett , G.W. 1978 . Regression quantiles . Econometrics , 46 ( 2 ) : 33 – 50 .
   Google Scholar
• Ruppert , D. and Carroll , R.J. 1980 . Trimmed least squares estimates in the linear model . J.Amer.Statist.Assoc , 75 ( 2 ) : 828 – 838 .
   Google Scholar