Pages that link to "Item:Q4540805"
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The following pages link to Theory & Methods: Weighted Wilcoxon Estimates for Autoregression (Q4540805):
Displaying 13 items.
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
- Weighted symmetric estimators of autoregressive models (Q2795818) (← links)
- Weighted Wilcoxon estimators in nonlinear regression (Q2803538) (← links)
- Weighted <i>L</i><sub>1</sub>-estimates for the First-order Bifurcating Autoregressive Model (Q2821069) (← links)
- Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models (Q2921818) (← links)
- A multivariate Wilcoxon regression estimate (Q3068109) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method (Q3637007) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso (Q5107441) (← links)
- On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process (Q5280261) (← links)
- Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271) (← links)