Pages that link to "Item:Q3135591"
From MaRDI portal
The following pages link to On the tiku-suresh method of estimation (Q3135591):
Displaying 49 items.
- MMLEs are as good as M-estimators or better (Q118833) (← links)
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Parameter estimation in geometric process with Weibull distribution (Q606835) (← links)
- Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions (Q869547) (← links)
- Analysis of variance and linear contrasts in experimental design with generalized secant hyperbolic distribution (Q929957) (← links)
- Estimation and hypothesis testing in BIB design and robustness (Q961804) (← links)
- Short-tailed distributions and inliers (Q1019106) (← links)
- Estimation in bivariate nonnormal distributions with stochastic variance functions (Q1023502) (← links)
- Bayesian inference in location-scale distributions with independent bivariate priors (Q1367091) (← links)
- Modified minimum distance estimators: definition, properties and applications (Q2095699) (← links)
- The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling (Q2155008) (← links)
- Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution (Q2164795) (← links)
- Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods (Q2228238) (← links)
- Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution (Q2229815) (← links)
- Estimation in multivariate nonnormal distributions with stochastic variance function (Q2252743) (← links)
- Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data (Q2315937) (← links)
- Robust estimation and hypothesis testing under short-tailedness and inliers (Q2387140) (← links)
- Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution (Q2673839) (← links)
- Multiple Linear Regression Model Under Nonnormality (Q3155409) (← links)
- <i>R</i>-Estimator of Location of the Generalized Secant Hyperbolic Distribution (Q3378017) (← links)
- Estimation and hypothesis testing in the two-stage nested design under nonnormality (Q3390601) (← links)
- Binary Regression with Stochastic Covariates (Q3424170) (← links)
- Robust 2<sup><i>k</i></sup>factorial design with Weibull error distributions (Q3592056) (← links)
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
- Time series models with asymmetric innovations (Q4266711) (← links)
- Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions (Q4337766) (← links)
- Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions (Q4351766) (← links)
- Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440) (← links)
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS (Q4540640) (← links)
- NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS (Q4540641) (← links)
- ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS (Q4540661) (← links)
- THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES (Q4540716) (← links)
- Hodges-Lehmann Scale Estimator for Cauchy Distribution (Q4648650) (← links)
- The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution (Q4864213) (← links)
- A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling (Q4966755) (← links)
- A robust adaptive modified maximum likelihood estimator for the linear regression model (Q5065292) (← links)
- The modified maximum likelihood regression type estimators using bivariate ranked set sampling (Q5082803) (← links)
- Modeling binary responses with stochastic covariates (Q5083446) (← links)
- Estimation of the parameters of the gamma geometric process (Q5096669) (← links)
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters (Q5107352) (← links)
- Inference in multivariate linear regression models with elliptically distributed errors (Q5128678) (← links)
- One-step<i>M</i>-estimators: Jones and Faddy's skewed<i>t</i>-distribution (Q5129051) (← links)
- Mahalanobis distance under non-normality (Q5400848) (← links)
- Bayesian Inference in Generalized Error and Generalized Student-<i>t</i>Regression Models (Q5457969) (← links)
- Modified maximum likelihood estimator under the Jones and Faddy's skew <i>t</i>-error distribution for censored regression model (Q5861461) (← links)
- Testing the equality of treatment means in one-way ANOVA: Short-tailed symmetric error terms with heterogeneous variances (Q5876495) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications (Q5938272) (← links)
- Analysis of covariance with non-normal errors (Q6573840) (← links)
