Pages that link to "Item:Q1074551"
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The following pages link to Modified maximum likelihood method for the robust estimation of system parameters from very noisy data (Q1074551):
Displayed 35 items.
- MMLEs are as good as M-estimators or better (Q118833) (← links)
- A robust alternative to the ratio estimator under non-normality (Q552977) (← links)
- Parameter estimation in geometric process with Weibull distribution (Q606835) (← links)
- Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions (Q869547) (← links)
- Estimation and hypothesis testing in BIB design and robustness (Q961804) (← links)
- Short-tailed distributions and inliers (Q1019106) (← links)
- Estimation in bivariate nonnormal distributions with stochastic variance functions (Q1023502) (← links)
- Modified minimum distance estimators: definition, properties and applications (Q2095699) (← links)
- The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling (Q2155008) (← links)
- Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods (Q2228238) (← links)
- Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution (Q2229815) (← links)
- Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data (Q2315937) (← links)
- Robust estimation in multiple linear regression model with non-Gaussian noise (Q2440611) (← links)
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (Q2654185) (← links)
- Multiple Linear Regression Model Under Nonnormality (Q3155409) (← links)
- Estimation and hypothesis testing in the two-stage nested design under nonnormality (Q3390601) (← links)
- Binary Regression with Stochastic Covariates (Q3424170) (← links)
- Robust 2<sup><i>k</i></sup>factorial design with Weibull error distributions (Q3592056) (← links)
- ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604) (← links)
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS (Q4540640) (← links)
- NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS (Q4540641) (← links)
- ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS (Q4540661) (← links)
- A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling (Q4966755) (← links)
- A robust adaptive modified maximum likelihood estimator for the linear regression model (Q5065292) (← links)
- The modified maximum likelihood regression type estimators using bivariate ranked set sampling (Q5082803) (← links)
- Estimation of the parameters of the gamma geometric process (Q5096669) (← links)
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters (Q5107352) (← links)
- Multiple linear regression model with stochastic design variables (Q5123588) (← links)
- Inference in multivariate linear regression models with elliptically distributed errors (Q5128678) (← links)
- One-step<i>M</i>-estimators: Jones and Faddy's skewed<i>t</i>-distribution (Q5129051) (← links)
- Mahalanobis distance under non-normality (Q5400848) (← links)
- Regression Analysis with a Stochastic Design Variable (Q5446542) (← links)
- Modified maximum likelihood estimator under the Jones and Faddy's skew <i>t</i>-error distribution for censored regression model (Q5861461) (← links)
- Estimation of the location and the scale parameters of Burr Type XII distribution (Q5865877) (← links)
- Robust ratio and product based estimators using known auxiliary information through modified maximum likelihood (Q6138937) (← links)