8 results: page 1 of 1
May 2023
A model where the least trimmed squares estimator is maximum likelihood
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen
Sept 2018
Boundedness of M-estimators for multiple linear regression in time series
in Econometric Theory
Soren Johansen , Bent Nielsen
in Econometric Theory
Soren Johansen , Bent Nielsen
Oct 2016
Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen , Soren Johansen
Bent Nielsen , Soren Johansen
May 2016
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
Mar 2016
Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen , Bent Nielsen
in Bernoulli
Soren Johansen , Bent Nielsen
Oct 2014
Outlier Detection Algorithms for Least Squares Time Series
in SSRN Electronic Journal
Soren Johansen , Bent Nielsen
in SSRN Electronic Journal
Soren Johansen , Bent Nielsen
Jun 2014
May 2013
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
in Econometrics
Soren Johansen , Bent Nielsen
in Econometrics
Soren Johansen , Bent Nielsen