The \(t\)-information and its use in multivariate problems and time-series analysis

DOI10.1016/J.JSPI.2009.05.028zbMath1169.62304OpenAlexW2082167391MaRDI QIDQ840727

Zdeněk Fabián

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.028

zbMATH Keywords

correlationspectral densityregression\(t\)-scorescalar inference function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• A Primer on Statistical Distributions
• INDUCED CORES AND THEIR USE IN ROBUST PARAMETRIC ESTIMATION
• New Measures of Central Tendency and Variability of Continuous Distributions
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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