Local-Median Method of Forecasting for Regression Time Series under Outliers
| Data(s) |
10/12/2013
10/12/2013
2003
|
|---|---|
| Resumo |
2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20. The local-median method of forecasting under the regression model with outliers is analyzed in this paper. The breakdown point is evaluated, the distribution function of the local-median forecast is given. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 14, No 1, (2003), 71p-80p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Robustness #Forecasting #Regression #Outliers |
| Tipo |
Article |
