Pages that link to "Item:Q1825558"
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The following pages link to The ``automatic'' robustness of minimum distance functionals (Q1825558):
Displayed 38 items.
- The iteratively reweighted estimating equation in minimum distance problems (Q956819) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Minimum Hellinger distance estimation in a two-sample semiparametric model (Q962207) (← links)
- Minimum Hellinger distance estimation in a nonparametric mixture model (Q1007495) (← links)
- Bias bound for the minimax estimator (Q1015869) (← links)
- Robust estimation for circular data (Q1020687) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Minimum distance estimation in imprecise probability models (Q1039485) (← links)
- Distribution-free consistency of empirical risk minimization and support vector regression (Q1047919) (← links)
- A note on bias robustness of the median (Q1265989) (← links)
- Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
- Indices of empirical robustness (Q1380563) (← links)
- Minimum distance estimation in doubly censored two sample scale model (Q1399285) (← links)
- A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates. (Q1400121) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- Bias robustness of three median-based regression estimates. (Q1429887) (← links)
- Breakdown point of Schuster-Narvarte's location estimator (Q1573126) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- Reliable estimation via simulation (Q1892648) (← links)
- Minimum distance estimation of the center of symmetry with randomly censored data (Q1893381) (← links)
- Minimum Hellinger distance estimation of mixture proportions (Q1907667) (← links)
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions (Q1922598) (← links)
- A characteristic function approach to the biased sampling model, with application to robust logistic regression (Q2475754) (← links)
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system (Q2475760) (← links)
- Estimation in two sample randomly truncated scale model (Q2498753) (← links)
- Distortion in statistical inference: the distinction between data contamination and model deviation (Q2499558) (← links)
- Semiparametric inference for the proportional odds model with time-dependent covariates (Q2581884) (← links)
- Stochastic Ordering of Likelihood Ratios and Partial Sufficiency (Q3989503) (← links)
- Computation of certain minimum L<sub>2</sub>–distance type estimators under the linear model (Q4019343) (← links)
- Asymptotics of minimum distance estimator in linear regression models under strong mixing (Q4214005) (← links)
- Simultaneous robust estimation of location and scale parameters: A minimum-distance approach (Q4223822) (← links)
- On the choice of a discrepancy functional for model selection (Q4337107) (← links)
- Minimum cramér-von mises distance methods for complete and grouped data (Q4337325) (← links)
- Robust test statsitics induced from the minimum<i>L</i><sub>2</sub>distance estimation (Q4942510) (← links)
- Semiparametric estimation in copula models (Q5718587) (← links)
- On robustness in risk theory (Q5956044) (← links)