The following pages link to (Q2739224):
Displayed 12 items.
- Robust estimation for multivariate wrapped models (Q824974) (← links)
- Robust model selection in regression via weighted likelihood methodology (Q1613004) (← links)
- Minimum disparity estimation: improved efficiency through inlier modification (Q1800076) (← links)
- Weighted likelihood latent class linear regression (Q2059118) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- Robust fitting of mixtures of GLMs by weighted likelihood (Q2125729) (← links)
- Statistical inference based on a new weighted likelihood approach (Q2227198) (← links)
- A weighted strategy to handle likelihood uncertainty in Bayesian inference (Q2255789) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- Forecasting functional time series using weighted likelihood methodology (Q5107506) (← links)
- Approximating bayesian inference by weighted likelihood (Q5443821) (← links)
- Estimating time-varying risk aversion from option prices and realized returns (Q6158368) (← links)