Pages that link to "Item:Q1429890"
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The following pages link to Adaptively truncated maximum likelihood regression with asymmetric errors. (Q1429890):
Displayed 12 items.
- Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
- Robust accelerated failure time regression (Q452709) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Second-order least squares estimation of censored regression models (Q958763) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Optimal robust estimates using the Hellinger distance (Q2442781) (← links)
- Robust Estimation in the Normal Mixture Model Based on Robust Clustering (Q3631473) (← links)
- Robust estimation for linear regression with asymmetric errors (Q5486554) (← links)