Results 41 to 50 of about 137 (88)

The cost of not knowing the radius

, 2008
Symmetric location and contamination, Infinitesimal asymmetric neighborhoods, Total variation, contamination, Asymptotically linear estimators, Influence curves, Maximum asymptotic variance and mean square error, Relative risk, Inefficiency, Least ...
Peter Ruckdeschel, Ruckdeschel, Peter, Rieder, Helmut, Matthias Kohl, Kohl, Matthias, Helmut Rieder   +5 more
core   +1 more source

Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information

Consistent estimation, Measurement errors, Reliability matrix, Stochastic linear restriction, Ultrastructural model, 62J05, 62H12, 62P20,
Shalabh, Gaurav Garg, Neeraj Misra
core   +1 more source

Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

, 2005
Primary 60G70, 62G10, 62G32, 62M02, secondary 60F10, 60G15, 62J05, Change-point problem, Quality control, Regression models, Partial sums processes, Signal-plus-noise model, Brownian motion with trend, Tests of Kolmogorov type, Extreme values, Large ...
Jürg Hüsler, Enkelejd Hashorva, Wolfgang Bischoff, Hashorva, Enkelejd, Hüsler, Jürg, Miller, Frank, Frank Miller, Bischoff, Wolfgang   +7 more
core   +1 more source

On the consistency of M-estimate in a linear model obtained through an estimating equation

, 1992
We consider the linear model yi = x'iβ + ei, i = 1,...,n, and an estimating equation of the form ψ(y1-x'1β)x1 + ... + ψ(yn - X'nβ)xn = 0 and prove the consistency of the estimator β under some mild conditions on ψ.
Zhaoa, L.C., Radhakrishna Rao, C., LC. Zhao, C. Radhakrishna Rao   +3 more
core   +1 more source

Maximum likelihood estimators in regression models with infinite variance innovations

60E07, 60P17, 62F12, 62J05, Autoregression, stable distributions, Lévy processes, maximum likelihood estimators,
Svetlozar Rachev, Vygantas Paulaauskas
core   +1 more source

A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error

Linear regression model, Covariance matrix, Elliptically symmetric distribution, Generalized least squares estimator, Heteroscedastic model, 62J05, 62H12,
Hiroshi Kurata
core   +1 more source

Strong convergence rate of the least median absolute estimator in linear regression models

linear regression, median absolute deviation, strong convergence rate, LMA estimator, 62J05, 62F12,
P. Kwan, Y. Kwan, Ying Yang, W. Ip
core   +1 more source

Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach [PDF]

AMS classifications: 62G10, 62G20; 62J05.aligned rank statistics;orthonormal design matrix;repeated measurements;Chernoff-Savage ...
Einmahl, J.H.J., Puri, M.L., Ruymgaart, F.H., Omolo, B.O.   +3 more
core  

Admissibility and linear sufficiency in linear model with nuisance parameters

Admissibility, BLUE, Linear sufficiency, Partitioned linear model, Nuisance parameters, Reduced model, 15A42, 62J05, 62F10, 62H12, 62H20,
Simo Puntanen, Augustyn Markiewicz
core   +1 more source

On nested block designs geometry

Orthogonal designs, Orthogonal block structure, General balance, Commutativity of projectors, Commutative quadratic subspace, Primary 62J05, Secondary 05A15, 15A18,
Radosław Kala
core   +1 more source