Pages that link to "Item:Q1023502"
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The following pages link to Estimation in bivariate nonnormal distributions with stochastic variance functions (Q1023502):
Displaying 13 items.
- MMLEs are as good as M-estimators or better (Q118833) (← links)
- Estimation and hypothesis testing in BIB design and robustness (Q961804) (← links)
- Estimation in multivariate nonnormal distributions with stochastic variance function (Q2252743) (← links)
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (Q2654185) (← links)
- A note on the paper by Ahmed Hossain and Andrew R. Willan (Q3396490) (← links)
- Modeling binary responses with stochastic covariates (Q5083446) (← links)
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters (Q5107352) (← links)
- Multiple linear regression model with stochastic design variables (Q5123588) (← links)
- Inference in multivariate linear regression models with elliptically distributed errors (Q5128678) (← links)
- Stochastic analysis of covariance when the error distribution is long-tailed symmetric (Q5138137) (← links)
- Application in stochastic volatility models of nonlinear regression with stochastic design (Q5391299) (← links)
- Mahalanobis distance under non-normality (Q5400848) (← links)
- Intercept-only model under non-normality (Q6589808) (← links)
