Robustness of the Sign Estimators in the 2D-Autoregression
Process of two-dimensional autoregression of order (1,1) is considered. An explicit expression for the influence functional of the sign estimation of the coefficients of the equation of autoregressive field is obtained. It is shown that the sign estimation is robust
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| Format: | Article |
| Language: | Russian |
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Academic Publishing House Researcher
2013-01-01
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| Series: | Evropejskij Issledovatelʹ |
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| Online Access: | http://www.erjournal.ru/pdf.html?n=1368983048.pdf |
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Article |
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doaj-f6767c5158c84e3e99647b94127516c02020-11-25T01:01:40ZrusAcademic Publishing House ResearcherEvropejskij Issledovatelʹ2219-82292224-01362013-01-01485-110831087Robustness of the Sign Estimators in the 2D-AutoregressionVladimir B. GoryainovProcess of two-dimensional autoregression of order (1,1) is considered. An explicit expression for the influence functional of the sign estimation of the coefficients of the equation of autoregressive field is obtained. It is shown that the sign estimation is robusthttp://www.erjournal.ru/pdf.html?n=1368983048.pdfsign estimaterobust estimateinfluence functionalgross error sensitivity coefficient. |
| collection |
DOAJ |
| language |
Russian |
| format |
Article |
| sources |
DOAJ |
| author |
Vladimir B. Goryainov |
| spellingShingle |
Vladimir B. Goryainov Robustness of the Sign Estimators in the 2D-Autoregression Evropejskij Issledovatelʹ sign estimate robust estimate influence functional gross error sensitivity coefficient. |
| author_facet |
Vladimir B. Goryainov |
| author_sort |
Vladimir B. Goryainov |
| title |
Robustness of the Sign Estimators in the 2D-Autoregression |
| title_short |
Robustness of the Sign Estimators in the 2D-Autoregression |
| title_full |
Robustness of the Sign Estimators in the 2D-Autoregression |
| title_fullStr |
Robustness of the Sign Estimators in the 2D-Autoregression |
| title_full_unstemmed |
Robustness of the Sign Estimators in the 2D-Autoregression |
| title_sort |
robustness of the sign estimators in the 2d-autoregression |
| publisher |
Academic Publishing House Researcher |
| series |
Evropejskij Issledovatelʹ |
| issn |
2219-8229 2224-0136 |
| publishDate |
2013-01-01 |
| description |
Process of two-dimensional autoregression of order (1,1) is considered. An explicit expression for the influence functional of the sign estimation of the coefficients of the equation of autoregressive field is obtained. It is shown that the sign estimation is robust |
| topic |
sign estimate robust estimate influence functional gross error sensitivity coefficient. |
| url |
http://www.erjournal.ru/pdf.html?n=1368983048.pdf |
| work_keys_str_mv |
AT vladimirbgoryainov robustnessofthesignestimatorsinthe2dautoregression |
| _version_ |
1725207943374176256 |