Pages that link to "Item:Q957136"

The following pages link to A data-based method for selecting tuning parameters in minimum distance estimators (Q957136):

Displaying 18 items.

• The robust estimation method for a finite mixture of Poisson mixed-effect models (Q434997) (← links)
• A data-based method for selecting tuning parameters in minimum distance estimators (Q957136) (← links)
• Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
• Minimum disparity computation via the iteratively reweighted least integrated squares algorithms (Q1020662) (← links)
• Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← 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)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• Power divergence approach for one-shot device testing under competing risks (Q2088826) (← 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 estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• Statistical Comparison of the Goodness of Fit Delivered by Five Families of Distributions Used in Distribution Fitting (Q3585271) (← links)
• Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks (Q6049270) (← links)
• Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)