-
Notifications
You must be signed in to change notification settings - Fork 8
/
Copy pathbook.bib
214 lines (182 loc) · 5.38 KB
/
book.bib
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
@book{hamilton1994time,
title={Time series analysis},
author={Hamilton, James Douglas},
volume={2},
year={1994},
publisher={Princeton university press Princeton, NJ}
}
@book{mcquarrie1998regression,
title={Regression and time series model selection},
author={McQuarrie, Allan DR and Tsai, Chih-Ling},
year={1998},
publisher={World Scientific}
}
@article{shibata1980asymptotically,
title={Asymptotically efficient selection of the order of the model for estimating parameters of a linear process},
author={Shibata, Ritei},
journal={The Annals of Statistics},
pages={147--164},
year={1980},
publisher={JSTOR}
}
@article{hannan1979determination,
title={The determination of the order of an autoregression},
author={Hannan, Edward J and Quinn, Barry G},
journal={Journal of the Royal Statistical Society. Series B (Methodological)},
pages={190--195},
year={1979},
publisher={JSTOR}
}
@article{schwarz1978estimating,
title={Estimating the dimension of a model},
author={Schwarz, Gideon and others},
journal={The annals of statistics},
volume={6},
number={2},
pages={461--464},
year={1978},
publisher={Institute of Mathematical Statistics}
}
@article{akaike1974new,
title={A new look at the statistical model identification},
author={Akaike, Hirotugu},
journal={IEEE transactions on automatic control},
volume={19},
number={6},
pages={716--723},
year={1974},
publisher={Ieee}
}
@article{mallows1973some,
title={Some comments on C p},
author={Mallows, Colin L},
journal={Technometrics},
volume={15},
number={4},
pages={661--675},
year={1973},
publisher={Taylor \& Francis Group}
}
@book{friedman2001elements,
title={The elements of statistical learning},
author={Hastie, Trevor and Friedman, Jerome and Tibshirani, Robert},
volume={1},
number={10},
year={2001},
publisher={Springer series in statistics New York, NY, USA:}
}
@article{cochrane2005time,
title={Time series for macroeconomics and finance},
author={Cochrane, John H},
journal={Manuscript, University of Chicago},
year={2005}
}
@online{ecgpic,
author = "Anthony Atkielski",
title = "Sinus Rhythm Labels",
year = "2007",
urlseen = "08-17-16",
url = "https://commons.wikimedia.org/wiki/File:SinusRhythmLabels.svg",
}
@online{correlationpic,
author = "Denis Boigelot",
title = "Correlation examples",
year = "2007",
urlseen = "08-15-16",
url = "https://commons.wikimedia.org/wiki/File:Correlation_examples.png",
}
@book{shumway2010time,
title={Time Series Analysis and Its Applications: With R Examples},
author={Shumway, R.H. and Stoffer, D.S.},
isbn={9781441978653},
series={Springer Texts in Statistics},
url={https://books.google.com/books?id=NIhXa6UeF2cC},
year={2010},
publisher={Springer New York}
}
@article{cochrane2005time,
title={Time series for macroeconomics and finance},
author={Cochrane, John H},
journal={Manuscript, University of Chicago},
year={2005}
}
@conference{ronchetti2006historical,
author = {Ronchetti, E.M.},
title = {{The Historical Development of Robust Statistics}},
booktitle = {Proceedings of the 7th International Conference on Teaching Statistics,
Salvador, Bahia, Brazil},
year = {2006}
}
@phdthesis{hampel1968contributions,
author = {Hampel, F.R.},
title = {{Contributions to the Theory of Robust Estimation}},
school = {University of California, Berkeley},
year = {1968}
}
@article{duncan2016ela,
author = {Duncan, I. and Guerrier, S.},
title = {{Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform}},
journal={North American Actuarial Journal},
page = {1-16},
year={2016}
}
@article{hampel1973robust,
author = {Hampel, F.R.},
title = {{Robust Estimation: A Condensed Partial Survey}},
journal = {Probability Theory and Related Fields},
year = {1973},
volume = {27},
pages = {87--104},
number = {2},
publisher = {Springer}
}
@article{huber1973robust,
author = {Huber, P.J.},
title = {{Robust Regression: Asymptotics, Conjectures and Monte Carlo}},
journal = {The Annals of Statistics},
year = {1973},
volume = {1},
pages = {799--821},
number = {5},
publisher = {Institute of Mathematical Statistics}
}
@article{krasker1980estimation,
author = {Krasker, W.S.},
title = {{Estimation in Linear Regression Models with Disparate Data Points}},
journal = {Econometrica},
year = {1980},
volume = {48},
pages = {1333--1346},
number = {6},
publisher = {The Econometric Society}
}
@book{hampel1987robust,
title = {{Robust Statistics: the Approach Based on Influence Functions}},
publisher = {Wiley New York},
year = {1987},
author = {Hampel, F.R. and Ronchetti, E.M. and Rousseeuw, P.J. and Stahel,
W.A.}
}
@article{anscombe1960rejection,
author = {Anscombe, F.J. and Guttman, I.},
title = {{Rejection of Outliers}},
journal = {Technometrics},
year = {1960},
volume = {2},
pages = {123--147},
number = {2},
publisher = {The American Society for Quality Control and The American Statistical
Association}
}
@book{huber2009robust,
title = {{Robust Statistics}},
publisher = {John Wiley \& Sons Inc},
year = {2009},
author = {Huber, P.J. and Ronchetti, E.M.}
}
@misc{charpentier2006cours,
title={Cours de s{\'e}ries temporelles: th{\'e}orie et applications},
author={Charpentier, Arthur},
year={2006},
publisher={Universit{\'e} Paris Dauphjine}
}