Pages that link to "Item:Q3148209"
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The following pages link to Robust weighted likelihood estimators with an application to bivariate extreme value problems (Q3148209):
Displaying 11 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Robust estimating equations and bias correction of correlation parameters for longitudinal data (Q1023833) (← links)
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- The weighted likelihood (Q4801837) (← links)
- Strategies for handling missing data in longitudinal studies with questionnaires (Q4960771) (← links)
- Simulation-Based Bias Correction Methods for Complex Models (Q5229900) (← links)
- Robust state space models for estimating fish stock maturities (Q5247419) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
