Pages that link to "Item:Q1747582"
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The following pages link to An exponential-squared estimator in the autoregressive model with heavy-tailed errors (Q1747582):
Displaying 8 items.
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Robust estimation for the varying coefficient partially nonlinear models (Q2012585) (← links)
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
- Estimation and tests for TGTACH$\bm{(1, 1)}$ models with heavy-tailed errors: A uniform framework (Q5063704) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- S-estimator in partially linear regression models (Q5138592) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
- Robust Estimation Using Modified Huber’s Functions With New Tails (Q6621625) (← links)
