scientific article; zbMATH DE number 6159446
From MaRDI portal
Publication:4917419
Recommendations
- Robust and efficient estimation by minimising a density power divergence
- Robust estimation in generalized linear models: the density power divergence approach
- scientific article; zbMATH DE number 1210546
- Robust estimation in nonlinear regression via minimum distance method
- Robust Bayes estimation using the density power divergence
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
Cited in
(22)- Minimum density power divergence estimator for Poisson autoregressive models
- Robust estimation in stochastic frontier models
- Robust test for dispersion parameter change in discretely observed diffusion processes
- Robust estimation for general integer-valued time series models
- Robust test for structural instability in dynamic factor models
- Sequential change point test in the presence of outliers: the density power divergence based approach
- Recent progress in parameter change test for integer-valued time series models
- The heuristic approach in finding initial values for minimum density power divergence estimators
- Clusters detection in regression problems: a similarity test between estimated models
- Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model
- Test for parameter change in the presence of outliers: the density power divergence-based approach
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
- A discrete probabilistic model for analyzing pairwise comparison matrices
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Robust estimation of average treatment effects from panel data
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- Robustness in stochastic frontier analysis
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- Modeling and inferences for bivariate signed integer-valued autoregressive models
- Modeling and inferences for bounded multivariate time series of counts
- Comparative analysis of two new hyperparameter selection methods for MDPD estimator in the presence of outliers
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4917419)
