Pages that link to "Item:Q528134"
From MaRDI portal
The following pages link to Linear and nonlinear regression with stable errors (Q528134):
Displaying 18 items.
- Heavy tails of OLS (Q528137) (← links)
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility (Q1623460) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Linear regression models with slash-elliptical errors (Q1800085) (← links)
- Inference for linear and nonlinear stable error processes via estimating functions (Q1931373) (← links)
- Robust nonparametric regression for heavy-tailed data (Q2209868) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Linear regression with corrected errors of independent and dependent variables (Q2824560) (← links)
- Risk Tuning with Generalized Linear Regression (Q3168990) (← links)
- Numerical computation of non-linear stable regression functions (Q3972785) (← links)
- Stability in linear estimation (Q3991383) (← links)
- Measure of location-based estimators in simple linear regression (Q5222438) (← links)
- LINEAR REGRESSION WITH NON-NORMAL ERRORS (Q5229440) (← links)
- GTL regression: a linear model with skewed and thick-tailed disturbances (Q6172587) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
- Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise (Q6586754) (← links)
- Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)
