Pages that link to "Item:Q372131"

The following pages link to Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131):

Displaying 50 items.

• Influence analysis of robust Wald-type tests (Q272063) (← links)
• Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator (Q723446) (← links)
• Higher-order asymptotics for scoring rules (Q894781) (← links)
• Robust bounded influence tests against one-sided hypoptheses in general parametric models (Q1359697) (← links)
• Testing composite hypothesis based on the density power divergence (Q1711614) (← links)
• Power and level robustness of a test for composite hypotheses under independent non-homogeneous data (Q1726912) (← links)
• Hyperlink regression via Bregman divergence (Q1980417) (← links)
• Rothman-Woodroofe symmetry test statistic revisited (Q2008128) (← links)
• Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
• Robust semiparametric inference for polytomous logistic regression with complex survey design (Q2051581) (← links)
• On distance-type Gaussian estimation (Q2062781) (← links)
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator (Q2066536) (← links)
• On the choice of the optimal tuning parameter in robust one-shot device testing analysis (Q2087079) (← links)
• Robust Lasso and its applications in healthcare data (Q2087104) (← links)
• Power divergence approach for one-shot device testing under competing risks (Q2088826) (← links)
• Robust parametric inference for finite Markov chains (Q2125477) (← links)
• Robust inference using the exponential-polynomial divergence (Q2241528) (← links)
• A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter (Q2273152) (← links)
• Objective Bayesian inference with proper scoring rules (Q2273176) (← links)
• Minimum phi-divergence estimators for multinomial logistic regression with complex sample design (Q2316741) (← links)
• The B-exponential divergence and its generalizations with applications to parametric estimation (Q2324302) (← links)
• Robust estimators for one-shot device testing data under gamma lifetime model with an application to a tumor toxicological data (Q2338101) (← links)
• Robust tests for the equality of two normal means based on the density power divergence (Q2352403) (← links)
• The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach (Q2359161) (← links)
• Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
• Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
• Robust estimation in generalized linear models: the density power divergence approach (Q2629368) (← links)
• Robust Statistical Engineering by Means of Scaled Bregman Distances (Q2963609) (← links)
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models (Q4305726) (← links)
• (Q4571202) (redirect page) (← links)
• A robust generalization and asymptotic properties of the model selection criterion family (Q4638724) (← links)
• (Q4917419) (← links)
• Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model (Q4987645) (← links)
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
• Robust confidence distributions from proper scoring rules (Q5072995) (← links)
• On the consistency and the robustness in model selection criteria (Q5078016) (← links)
• Testing linear hypotheses in logistic regression analysis with complex sample survey data based on phi-divergence measures (Q5079132) (← links)
• Maximum Lq-likelihood Estimation in Functional Measurement Error Models (Q5089467) (← links)
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach (Q5130319) (← links)
• Generalized Wald-type tests based on minimum density power divergence estimators (Q5739647) (← links)
• On the ‘optimal’ density power divergence tuning parameter (Q5861532) (← links)
• Robust inference for skewed data in health sciences (Q5865434) (← links)
• A discrete probabilistic model for analyzing pairwise comparison matrices (Q5866116) (← links)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks (Q6049270) (← links)
• Robust sure independence screening for nonpolynomial dimensional generalized linear models (Q6049792) (← links)
• Robust and efficient estimation of nonparametric generalized linear models (Q6064244) (← links)
• Robust density power divergence estimates for panel data models (Q6175877) (← links)