Pages that link to "Item:Q2500650"

The following pages link to Robust estimation in the normal mixture model (Q2500650):

Displaying 25 items.

• Robust estimation of location and concentration parameters for the von Mises-Fisher distribution (Q259679) (← links)
• Duality of maximum entropy and minimum divergence (Q296478) (← links)
• A class of cross-validatory model selection criteria (Q372591) (← links)
• Robust estimation for the order of finite mixture models (Q451302) (← links)
• Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions (Q452610) (← links)
• Entropy and divergence associated with power function and the statistical application (Q653348) (← links)
• A modified EM algorithm for mixture models based on Bregman divergence (Q878191) (← links)
• Consistency of minimizing a penalized density power divergence estimator for mixing distribution (Q1019443) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• A moment-distance hybrid method for estimating a mixture of two symmetric densities (Q1641931) (← links)
• Robust estimation in stochastic frontier models (Q1658542) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Robust test for structural instability in dynamic factor models (Q2042290) (← links)
• Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
• Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (Q2066869) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Robust fitting of mixture models using weighted complete estimating equations (Q2157525) (← links)
• Robust tests for the equality of two normal means based on the density power divergence (Q2352403) (← links)
• Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465) (← links)
• Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations (Q2418361) (← links)
• Robust estimation for copula Parameter in SCOMDY models (Q2852593) (← links)
• Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
• Robust estimation for the covariance matrix of multi-variate time series (Q5495693) (← links)
• Robust Statistical Modeling of Monthly Rainfall: The Minimum Density Power Divergence Approach (Q6494002) (← links)