Pages that link to "Item:Q1895424"
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The following pages link to Minimum disparity estimation for continuous models: Efficiency, distributions and robustness (Q1895424):
Displaying 50 items.
- Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions (Q261471) (← links)
- Consistency, efficiency and robustness of conditional disparity methods (Q265273) (← links)
- Testing composite null hypotheses based on \(S\)-divergences (Q277266) (← links)
- Minimum distance estimation in a finite mixture regression model (Q391814) (← links)
- Efficient Hellinger distance estimates for semiparametric models (Q413737) (← links)
- Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions (Q452610) (← links)
- Dual divergence estimators and tests: robustness results (Q608319) (← links)
- Minimum density power divergence estimator for GARCH models (Q619106) (← links)
- Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance (Q665031) (← links)
- Two-sample homogeneity tests based on divergence measures (Q736593) (← links)
- Robust estimation for multivariate wrapped models (Q824974) (← links)
- Cluster analysis using different correlation coefficients (Q840941) (← links)
- The iteratively reweighted estimating equation in minimum distance problems (Q956819) (← links)
- Some variants of minimum disparity estimation (Q956877) (← links)
- Parametric estimation and tests through divergences and the duality technique (Q958904) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Probabilistic equivalence and stochastic model reduction in multiscale analysis (Q995316) (← links)
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms (Q1020662) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach (Q1126145) (← links)
- Minimum disparity estimation in the errors-in-variables model (Q1332861) (← links)
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression (Q1361643) (← links)
- Minimum negative exponential disparity estimation in parametric models (Q1361763) (← links)
- Robust estimation in the errors variables model via weighted likelihood estimating equations (Q1367094) (← links)
- Improving predictive inference under covariate shift by weighting the log-likelihood function (Q1591282) (← links)
- The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators. (Q1608620) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Minimum distance method for directional data and outlier detection (Q1630878) (← links)
- A Jensen-Gini measure of divergence with application in parameter estimation (Q1640659) (← links)
- On second order efficient robust inference (Q1663293) (← links)
- Towards a better understanding of the dual representation of phi divergences (Q1785825) (← links)
- On robustness and efficiency of minimum divergence estimators (Q1872833) (← links)
- A new class of metric divergences on probability spaces and its applicability in statistics (Q1881424) (← links)
- Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency (Q1914312) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- One-step minimum Hellinger distance estimation (Q1942895) (← links)
- Multinomial goodness-of-fit tests under inlier modification (Q1952252) (← links)
- Statistical inference based on bridge divergences (Q2000745) (← links)
- Weighted likelihood latent class linear regression (Q2059118) (← links)
- Statistical distances in goodness-of-fit (Q2087084) (← links)
- Robust fitting of mixtures of GLMs by weighted likelihood (Q2125729) (← links)
- Statistical inference based on a new weighted likelihood approach (Q2227198) (← links)
- A weighted strategy to handle likelihood uncertainty in Bayesian inference (Q2255789) (← links)
- Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
- Weighted likelihood mixture modeling and model-based clustering (Q2302489) (← links)
- Robust statistical inference based on the \(C\)-divergence family (Q2330537) (← links)
- A general set up for minimum disparity estimation (Q2339526) (← links)
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach (Q2359161) (← links)
- Minimum quadratic distance density estimation using nonparametric mixtures (Q2359451) (← links)
- Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results (Q2382303) (← links)
