Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms (Q2227195): Difference between revisions

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-.1007/s00184-020-00774-2
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+On the efficiency of regression analysis with AR(<i>p</i>) errors
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Doubly reweighted estimators for the parameters of the multivariate t-distribution
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+The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
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+Maximum L\(q\)-likelihood estimation
@@ Property / cites work: Maximum L\(q\)-likelihood estimation / rank @@
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+Q3723487
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+Q5564905
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+Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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+Robust Statistics
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+Maximum Lq-Likelihood Estimation for the parameters of Marshall-Olkin Extended Burr XII Distribution
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+Maximum L<i>q</i>-Likelihood Estimation via the Expectation-Maximization Algorithm: A Robust Estimation of Mixture Models
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+Robust Hypothesis Testing via Lq-Likelihood
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+Q4692741
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+Possible generalization of Boltzmann-Gibbs statistics.
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+Robust parameter estimation of regression model with AR(p) error terms
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+Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm
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+.1007/S00184-020-00774-2
@@ Property / DOI: 10.1007/S00184-020-00774-2 / rank @@
+Normal rank