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雷达卡
英文文献：Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals-残差的标记和加权经验分布的一致一致性
英文文献作者：Vanessa Berenguer-Rico,S?ren Johansen,Bent Nielsen
英文文献摘要：
A uniform weak consistency theory is presented for the marked and weighted empirical distribution function of residuals. New and weaker sufficient conditions for uniform consistency are derived. The theory allows for a wide variety of regressors and error distributions. We apply the theory to 1-step Huber-skip estimators. These estimators describe the widespread practice of removing outlying observations from an intial estimation of the model of interest and updating the estimation in a second step by applying least squares to the selected observations. Two results are presented. First, we give new and weaker conditions for consistency of the estimators. Second, we analyze the gauge, which is the rate of false detection of outliers, and which can be used to decide the cut-off in the rule for selecting outliers.
对残差的标记和加权经验分布函数，提出了一种一致的弱相合理论。给出了一致相合的新的、较弱的充分条件。该理论允许各种各样的回归和误差分布。我们将该理论应用于1步Huber-skip估计器。这些估计量描述了从感兴趣的模型的初始估计中去除外围观测值并通过对所选观测值应用最小二乘在第二步中更新估计的广泛实践。给出了两个结果。首先，我们给出了估计量一致性的新的较弱的条件。其次，分析了异常值的误检率，它可以用来决定异常值选择规则中的截止点。
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