The following pages link to (Q3321260):
Displayed 29 items.
- The consistency of the L<sub>1</sub>norm estimates in arma models (Q4275818) (← links)
- Robustness of least distances estimate in ultivariate linear models (Q4322925) (← links)
- Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup> (Q4345899) (← links)
- Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147) (← links)
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
- Entwicklung unternehmenseigener sterbetafeln (Q4891277) (← links)
- Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
- Statistical and computational tradeoff in genetic algorithm-based estimation (Q4960741) (← links)
- Robust regression for highly corrupted response by shifting outliers (Q4971442) (← links)
- A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (Q5031612) (← links)
- WLAD-LASSO method for robust estimation and variable selection in partially linear models (Q5031688) (← links)
- Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
- PARAMETRIC IDENTIFICATION OF QUASILINEAR DIFFERENCE EQUATION (Q5144167) (← links)
- Cluster Detection in the Noisy Environment by Using the Modified EM Algorithm (Q5145059) (← links)
- A<i>K</i>-fold averaging cross-validation procedure (Q5256283) (← links)
- Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation (Q5265846) (← links)
- A Randomized Algorithm for Multivariate Function Approximation (Q5268988) (← links)
- THE BEST LEAST ABSOLUTE DEVIATIONS LINE – PROPERTIES AND TWO EFFICIENT METHODS FOR ITS DERIVATION (Q5850991) (← links)
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
- Modified check loss for efficient estimation via model selection in quantile regression (Q5861569) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Strong consistency of M-estimates in linear models (Q5903705) (← links)
- Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines (Q5941147) (← links)
- Asymptotic distribution of regression M-estimators (Q5945257) (← links)
- Sparse identification of dynamical systems by reweighted \(l_1\)-regularized least absolute deviation regression (Q6121816) (← links)
- Improving of the identification algorithm for a quasilinear recurrence equation (Q6130866) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
- Deep support vector quantile regression with non-crossing constraints (Q6148397) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)