Linear and nonlinear regression with stable errors
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Publication:528134
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25)
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Cited in
(23)- Linear and non-linear regression models assuminga stable distribution
- On the use of conditional expectation in portfolio selection problems
- Financial modeling with heavy-tailed stable distributions
- Robust nonparametric regression for heavy-tailed data
- scientific article; zbMATH DE number 1215457 (Why is no real title available?)
- Risk tuning with generalized linear regression
- Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility
- On the impact of conditional expectation estimators in portfolio theory
- Stability in linear estimation
- Measure of location-based estimators in simple linear regression
- Linear regression models with slash-elliptical errors
- Applications of a General Stable Law Regression Model
- scientific article; zbMATH DE number 16137 (Why is no real title available?)
- Inference for linear and nonlinear stable error processes via estimating functions
- GTL regression: a linear model with skewed and thick-tailed disturbances
- Heavy tails of OLS
- Linear regression with corrected errors of independent and dependent variables
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- LINEAR REGRESSION WITH NON-NORMAL ERRORS
- Observation-driven filtering of time-varying parameters using moment conditions
- Linear inference under matrix-stable errors
- Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise
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