Pages that link to "Item:Q4540716"
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The following pages link to THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES (Q4540716):
Displaying 48 items.
- MMLEs are as good as M-estimators or better (Q118833) (← links)
- Slash distributions of the sum of independent logistic random variables (Q273707) (← links)
- The logit-stable distributions and latent utility scales in categorical data applications (Q734705) (← links)
- Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions (Q869547) (← links)
- Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
- Analysis of variance and linear contrasts in experimental design with generalized secant hyperbolic distribution (Q929957) (← 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)
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
- The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling (Q2155008) (← links)
- Estimation in multivariate nonnormal distributions with stochastic variance function (Q2252743) (← links)
- Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations (Q2274975) (← links)
- Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data (Q2315937) (← links)
- Robust estimation and hypothesis testing under short-tailedness and inliers (Q2387140) (← 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)
- Exponentiated Sinh Cauchy Distribution with Applications (Q2864668) (← links)
- A Boundary-Respecting Confidence Interval Method for a General Effect Size Measure in Paired Experiments (Q2903826) (← links)
- Multiple Linear Regression Model Under Nonnormality (Q3155409) (← links)
- GSH Dependence Modeling with an Application to Risk Management (Q3167840) (← links)
- <i>R</i>-Estimator of Location of the Generalized Secant Hyperbolic Distribution (Q3378017) (← links)
- Estimation and hypothesis testing in the two-stage nested design under nonnormality (Q3390601) (← links)
- Non-null semi-parametric inference for the Mann–Whitney measure (Q3391789) (← links)
- Generalized secant hyperbolic order statistics and associated inferences (Q3409011) (← links)
- Skewness by Splitting the Scale Parameter (Q3424150) (← links)
- Binary Regression with Stochastic Covariates (Q3424170) (← links)
- Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution (Q3527740) (← links)
- Robust 2<sup><i>k</i></sup>factorial design with Weibull error distributions (Q3592056) (← links)
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
- Autoregressive models with short-tailed symmetric distributions (Q3632817) (← links)
- Hodges-Lehmann Scale Estimator for Cauchy Distribution (Q4648650) (← links)
- Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing (Q5077510) (← links)
- The modified maximum likelihood regression type estimators using bivariate ranked set sampling (Q5082803) (← links)
- Modeling binary responses with stochastic covariates (Q5083446) (← 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)
- Time series AR(1) model for short-tailed distributions (Q5312724) (← links)
- Rank Test of Location Optimal for Hyperbolic Secant Distribution (Q5314593) (← links)
- Mahalanobis distance under non-normality (Q5400848) (← links)
- A Note on the Kurtosis Ordering of the Generalized Secant Hyperbolic Distribution (Q5450530) (← links)
- Modified maximum likelihood estimator under the Jones and Faddy's skew <i>t</i>-error distribution for censored regression model (Q5861461) (← links)
- Heavy or semi-heavy tail, that is the question (Q5861539) (← links)
- Estimation of the location and the scale parameters of Burr Type XII distribution (Q5865877) (← links)
- Testing the equality of treatment means in one-way ANOVA: Short-tailed symmetric error terms with heterogeneous variances (Q5876495) (← links)
- Three Occurrences of the Hyperbolic-Secant Distribution (Q5877627) (← links)