The integrated squared error estimation of parameters
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Publication:4139466
DOI10.1093/BIOMET/64.2.255zbMATH Open0364.62025OpenAlexW2018129319WikidataQ29544645 ScholiaQ29544645MaRDI QIDQ4139466FDOQ4139466
Authors: Christopher R. Heathcote
Publication date: 1977
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/64.2.255
Cited In (44)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
- Inference for the positive stable laws based on a special quadratic distance
- Fast goodness-of-fit tests based on the characteristic function
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
- Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes
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- Integrated squared error estimation of normal mixtures
- An iterative procedure for the estimation of the parameters of stable laws
- Density based tests for goodness-of-fit
- Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function
- The weak approximation of the empirical characteristic function process when parameters are estimated
- Minimum distance estimators for count data based on the probability generating function with applications
- Integrated squared error estimation of Cauchy parameters
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations
- Statistical methods of estimation and testing of hypotheses. Transl. from the Russian
- Empirical Characteristic Function Estimation and Its Applications
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
- On Robust and Efficient Estimation of the Center of Symmetry
- Estimation of the stochastic conditional duration model via alternative methods
- Methods of characteristic functions in problems of statistical estimation by censored samples
- Robust scale estimation based on the empirical characteristic function
- An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
- Asymptotic distribution of regression type estimators of parameters of stable laws
- Empirical cumulant function based parameter estimation in stable laws
- Minimum-Distance Estimator for Stable Exponent
- A comparison of various methods for estimating the parameters in mixtures of von mises distributions
- Inference for the generalized normal Laplace distribution
- A characteristic function approach to the biased sampling model, with application to robust logistic regression
- Adaptive estimation of the center of symmetry based on the empirical characteristic function
- Properties of two tests for outliers in multivariate data
- Comparison of estimators in stable models.
- Econometrics with privacy preservation
- Fourier methods for model selection
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan
- Estimation of mixing proportions via distance between characteristic functions
- Robust and efficient parametric estimation for censored survival data
- Influence for empirical transforms
- An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions
- Estimating mixtures of normal distributions via empirical characteristic function
- On statistical transform methods and their efficiency
- Continuous empirical characteristic function estimation of mixtures of normal parameters
- Multivariate empirical characteristic functions
- Geometric stable laws: Estimation and applications
- An omnibus test for the two-sample problem using the empirical characteristic function
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