Robust estimation and hypothesis testing under short-tailedness and inliers

DOI10.1007/BF02595400MaRDI QIDQ2387140zbMATH OpenFDO

Authors M. L. Tiku, Aysen D. Akkaya

Publication date 1 September 2005

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02595400

zbMATH Keywords

Huber estimatorsmodified likelihoodpower function, robustnesssymmetric distributions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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Cited in

(18)

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• Modified minimum distance estimators: definition, properties and applications
• The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling
• Estimation in multivariate nonnormal distributions with stochastic variance function
• Robust estimation in multiple linear regression model with non-Gaussian noise
• Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
• Autoregressive models with short-tailed symmetric distributions
• Comparison of estimation methods for inverse Weibull distribution
• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
• scientific article; zbMATH DE number 7383840 (Why is no real title available?)
• A multi-objective programming approach to Weibull parameter estimation
• Outlier-free merging of homogeneous groups of pre-classified observations under contamination
• Multiple linear regression model with stochastic design variables
• Robust pairwise multiple comparisons under short-tailed symmetric distributions
• Comparisons of Methods of Estimation for a New Pareto-type Distribution
• Robust ratio and product based estimators using known auxiliary information through modified maximum likelihood

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