Cites work
- scientific article; zbMATH DE number 3167454 (Why is no real title available?)
- scientific article; zbMATH DE number 3969890 (Why is no real title available?)
- scientific article; zbMATH DE number 3587861 (Why is no real title available?)
- A Note on Estimation from a Cauchy Sample
- Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution Based on Sample Quantiles
- Maximum-Likelihood Estimation, from Censored Samples, of the Parameters of a Logistic Distribution
- Monte Carlo study of some simple estimators in censored normal samples
- On estimating the scale parameter of the Rayleigh distribution from doubly censored samples
- On the unimodality of the likelihood for the Cauchy distribution
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Cited in
(51)- Inference in multivariate linear regression models with elliptically distributed errors
- NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
- Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
- Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
- Estimation and hypothesis testing in BIB design and robustness
- Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
- The modified maximum likelihood regression type estimators using bivariate ranked set sampling
- Bayesian Inference in Generalized Error and Generalized Student-tRegression Models
- Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods
- Adaptive estimation of autoregression models under long-tailed symmetric distribution
- A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling
- The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution
- Analysis of covariance with non-normal errors
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters
- Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
- Time series models with asymmetric innovations
- Estimation of the parameters of the gamma geometric process
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
- Testing the equality of treatment means in one-way ANOVA: Short-tailed symmetric error terms with heterogeneous variances
- Estimating parameters in autoregressive models with asymmetric innovations
- Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions
- Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
- Parameter estimation in geometric process with Weibull distribution
- Multiple Linear Regression Model Under Nonnormality
- Short-tailed distributions and inliers
- The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling
- Binary Regression with Stochastic Covariates
- Bayesian inference in location-scale distributions with independent bivariate priors
- Robust 2kfactorial design with Weibull error distributions
- A robust adaptive modified maximum likelihood estimator for the linear regression model
- Adaptive location and scale estimation with kernel-weighted averages
- Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
- Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions
- R-Estimator of Location of the Generalized Secant Hyperbolic Distribution
- Hodges-Lehmann scale estimator for Cauchy distribution
- ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS
- THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
- Estimation and hypothesis testing in the two-stage nested design under nonnormality
- Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution
- MMLEs are as good as M-estimators or better
- Analysis of variance and linear contrasts in experimental design with generalized secant hyperbolic distribution
- Robust estimation and hypothesis testing under short-tailedness and inliers
- Mahalanobis distance under non-normality
- One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
- Estimation in multivariate nonnormal distributions with stochastic variance function
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
- Modeling binary responses with stochastic covariates
- Modified minimum distance estimators: definition, properties and applications
- Estimation in bivariate nonnormal distributions with stochastic variance functions
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