Pages that link to "Item:Q5312751"

The following pages link to Choosing a robustness tuning parameter (Q5312751):

Displaying 50 items.

• Influence analysis of robust Wald-type tests (Q272063) (← links)
• The power divergence and the density power divergence families: the mathematical connection (Q361226) (← links)
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
• Robust estimation for the order of finite mixture models (Q451302) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• The logarithmic super divergence and asymptotic inference properties (Q1622020) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• Robust estimation in stochastic frontier models (Q1658542) (← links)
• On second order efficient robust inference (Q1663293) (← links)
• Testing composite hypothesis based on the density power divergence (Q1711614) (← links)
• A robust Wald-type test for testing the equality of two means from log-normal samples (Q1739364) (← links)
• Statistical inference based on bridge divergences (Q2000745) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Robust semiparametric inference for polytomous logistic regression with complex survey design (Q2051581) (← links)
• A weighted likelihood approach to problems in survival data (Q2061752) (← links)
• On distance-type Gaussian estimation (Q2062781) (← links)
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator (Q2066536) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• On the choice of the optimal tuning parameter in robust one-shot device testing analysis (Q2087079) (← links)
• Power divergence approach for one-shot device testing under competing risks (Q2088826) (← links)
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators (Q2103976) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Comments on: ``On active learning methods for manifold data'' (Q2177724) (← links)
• Statistical inference based on a new weighted likelihood approach (Q2227198) (← links)
• Robust inference using the exponential-polynomial divergence (Q2241528) (← links)
• Minimum phi-divergence estimators for multinomial logistic regression with complex sample design (Q2316741) (← links)
• The B-exponential divergence and its generalizations with applications to parametric estimation (Q2324302) (← links)
• Robust estimators for one-shot device testing data under gamma lifetime model with an application to a tumor toxicological data (Q2338101) (← links)
• The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach (Q2359161) (← links)
• Robust and efficient parametric estimation for censored survival data (Q2502145) (← links)
• Robust estimation in generalized linear models: the density power divergence approach (Q2629368) (← links)
• Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood (Q2679730) (← links)
• Robust estimation for order of hidden Markov models based on density power divergences (Q3589953) (← links)
• Robust Wald-type test statistics based on minimum <i>C</i>-divergence estimators (Q5036898) (← links)
• Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model (Q5036901) (← links)
• A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion (Q5057231) (← links)
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
• Robust confidence distributions from proper scoring rules (Q5072995) (← links)
• On the consistency and the robustness in model selection criteria (Q5078016) (← links)
• Testing linear hypotheses in logistic regression analysis with complex sample survey data based on phi-divergence measures (Q5079132) (← links)
• Maximum Lq-likelihood Estimation in Functional Measurement Error Models (Q5089467) (← links)
• The extended Bregman divergence and parametric estimation (Q5089933) (← links)
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach (Q5130319) (← links)
• Generalized Wald-type tests based on minimum density power divergence estimators (Q5739647) (← links)
• On the ‘optimal’ density power divergence tuning parameter (Q5861532) (← links)
• Robust inference for skewed data in health sciences (Q5865434) (← links)
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks (Q6049270) (← links)
• Robust sure independence screening for nonpolynomial dimensional generalized linear models (Q6049792) (← links)
• Robust and efficient estimation of nonparametric generalized linear models (Q6064244) (← links)