Pages that link to "Item:Q2359465"

The following pages link to Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465):

Displaying 9 items.

• Robust estimation in stochastic frontier models (Q1658542) (← links)
• Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (Q1787240) (← links)
• Special issue on robust analysis of complex data (Q1800103) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (Q2066869) (← links)
• Detection of heterogeneous structures on the Gaussian copula model using projective power entropy (Q2510948) (← links)
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
• Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (Q5082586) (← links)
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)