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QUANTILE BASED ESTIMATION OF SCALE AND DEPENDENCE

Part of: Nonparametric inference

Published online by Cambridge University Press:  29 April 2015

GARTH TARR
GARTH TARR*
Affiliation:
School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia email garth.tarr@gmail.com
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Abstract

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Keywords

quantile regressionrobust scale estimationlong-range dependenceprecision matrix estimationcellwise contamination

MSC classification

Primary: 62G35: Robustness
Secondary: 62G05: Estimation
Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 92 , Issue 1 , August 2015 , pp. 173 - 175
Copyright
© 2015 Australian Mathematical Publishing Association Inc. 

References

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