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Title: Local-Median Method of Forecasting for Regression Time Series under Outliers
Authors: Kharin, Yu.
Maevskiy, V.
Keywords: Robustness
Issue Date: 2003
Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation: Pliska Studia Mathematica Bulgarica, Vol. 14, No 1, (2003), 71p-80p
Abstract: 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.
Description: 2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.
ISSN: 0204-9805
Appears in Collections:2003 Volume 14

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