Vanessa Berenguer-Rico

University of Barcelona - Department of Econometrics

Av. Diagonal 690

Barcelona, E-08034

Spain

  • University of Barcelona - Department of Econometrics

SCHOLARLY PAPERS

3

DOWNLOADS

212

TOTAL CITATIONS

13

Scholarly Papers (3)

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1.

Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

Number of pages: 39 Posted: 27 Sep 2019
Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 122 (490,029)
Citation 2

Abstract:

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Chebychev estimator, LMS, Uniform distribution, Least squares estimator, LTS, Normal distribution, Regression, Robust statistics

2.

The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 19-05
Number of pages: 30 Posted: 28 May 2019
Vanessa Berenguer-Rico, Soren Johansen and Bent Nielsen
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Department of Economics
Downloads 48 (846,871)
Citation 9

Abstract:

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1-Step Huber-Skip; Non-Stationarity; Robust Statistics; Stationarity

3.

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

Number of pages: 22 Posted: 18 Jun 2019
Vanessa Berenguer-Rico, Soren Johansen and Bent Nielsen
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 42 (897,884)
Citation 2

Abstract:

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Huber skip, Asymptotic theory, Empirical processes, Gauge, Marked and Weighted Empirical processes, Non-stationarity, Robust Statistics, Stationarity