Pages that link to "Item:Q3551007"

The following pages link to GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007):

Displaying 17 items.

• Generalized method of trimmed moments (Q254204) (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Robust joint modeling of mean and dispersion through trimming (Q429614) (← links)
• The least trimmed quantile regression (Q434955) (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
• Testing for normality in linear regression models using regression and scale equivariant estimators (Q2512346) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)