Pages that link to "Item:Q1825558"
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The following pages link to The ``automatic'' robustness of minimum distance functionals (Q1825558):
Displayed 50 items.
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- Minimum distance estimation in a finite mixture regression model (Q391814) (← links)
- Efficient Hellinger distance estimates for semiparametric models (Q413737) (← links)
- The iteratively reweighted estimating equation in minimum distance problems (Q956819) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Minimum Hellinger distance estimation in a two-sample semiparametric model (Q962207) (← links)
- Minimum Hellinger distance estimation in a nonparametric mixture model (Q1007495) (← links)
- Bias bound for the minimax estimator (Q1015869) (← links)
- Robust estimation for circular data (Q1020687) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Minimum distance estimation in imprecise probability models (Q1039485) (← links)
- Distribution-free consistency of empirical risk minimization and support vector regression (Q1047919) (← links)
- A note on bias robustness of the median (Q1265989) (← links)
- Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
- Indices of empirical robustness (Q1380563) (← links)
- Minimum distance estimation in doubly censored two sample scale model (Q1399285) (← links)
- A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates. (Q1400121) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- Bias robustness of three median-based regression estimates. (Q1429887) (← links)
- Breakdown point of Schuster-Narvarte's location estimator (Q1573126) (← links)
- Robust fitting of a Weibull model with optional censoring (Q1615095) (← links)
- Robust and efficient estimation of effective dose (Q1663202) (← links)
- On second order efficient robust inference (Q1663293) (← links)
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- Reliable estimation via simulation (Q1892648) (← links)
- Minimum distance estimation of the center of symmetry with randomly censored data (Q1893381) (← links)
- Minimum Hellinger distance estimation of mixture proportions (Q1907667) (← links)
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions (Q1922598) (← links)
- A fast robust method for fitting gamma distributions (Q1928366) (← links)
- Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models (Q1928379) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- Note on qualitative robustness of multivariate sample mean and median (Q1952472) (← links)
- Testing equivalence to binary generalized linear models with application to logistic regression (Q2081774) (← links)
- Generalized resilience and robust statistics (Q2091838) (← links)
- Modified minimum distance estimators: definition, properties and applications (Q2095699) (← links)
- Weighted empirical minimum distance estimators in linear errors-in-variables regression models (Q2123261) (← links)
- On the robustness of mixture index of fit (Q2256032) (← links)
- Robust estimation of mixing measures in finite mixture models (Q2295018) (← links)
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach (Q2359161) (← links)
- Minimum distance estimation in normed linear spaces with Donsker-classes (Q2437895) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- A characteristic function approach to the biased sampling model, with application to robust logistic regression (Q2475754) (← links)
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system (Q2475760) (← links)
- Estimation in two sample randomly truncated scale model (Q2498753) (← links)