Pages that link to "Item:Q1825558"
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The following pages link to The ``automatic'' robustness of minimum distance functionals (Q1825558):
Displaying 32 items.
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- Minimum distance estimation in normed linear spaces with Donsker-classes (Q2437895) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← 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)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- Profile Hellinger distance estimation (Q3462118) (← links)
- Minimum-distance methods based on quadratic distances for transforms (Q3788892) (← 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)
- Higher-Order Infinitesimal Robustness (Q4904731) (← links)
- Robust test statsitics induced from the minimum<i>L</i><sub>2</sub>distance estimation (Q4942510) (← links)
- New Insights Into Learning With Correntropy-Based Regression (Q5004288) (← links)
- Robust and efficient estimation of GARCH models based on Hellinger distance (Q5044704) (← links)
- A User-Friendly Computational Framework for Robust Structured Regression with the L<sub>2</sub> Criterion (Q5057231) (← links)
- Regularized robust estimation in binary regression models (Q5085631) (← links)
- Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models (Q5141228) (← links)
- Minimum profile Hellinger distance estimation for a semiparametric mixture model (Q5166413) (← links)
- Semiparametric estimation in copula models (Q5718587) (← links)
- On robustness in risk theory (Q5956044) (← links)
- On Huber's contaminated model (Q6097757) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Robust supervised learning with coordinate gradient descent (Q6172182) (← links)
- Adaptive subsample estimation for multivariate normal distributions (Q6562723) (← links)
- Robust statistics: a selective overview and new directions (Q6604474) (← links)
