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Khodabandeh, A. (author), Amiri-Simkooei, A.R. (author), Sharifi, M.A. (author)
The efficacy of robust M-estimators is a well-known issue when dealing with observational blunders. When the number of observations is considerably large—long time series for instance—one can take advantage of the asymptotic normality of the M-estimation and compute reasonable estimates for the unknown parameters of interest. A few leading M...
journal article 2011