Results 81 to 90 of about 2,036 (106)

Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator

Statistical Papers, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
E. Castilla, N. Martín, L. Pardo, K. Zografos   +3 more
semanticscholar   +5 more sources

Minimum density power divergence estimator for GARCH models

TEST, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lee, Sangyeol, Song, Junmo
semanticscholar   +5 more sources

Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models

TEST
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mingyu Sun, Kai Yang, Ang Li
semanticscholar   +4 more sources

Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution

Statistical Methods & Applications, 2014
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Kim, Byungsoo, Lee, Sangyeol
openaire   +2 more sources

The Minimum Density Power Divergence Estimation for the Lognormal Density

Communications in Statistics - Theory and Methods, 2014
In this article, we implement the minimum density power divergence estimation for estimating the parameters of the lognormal density. We compare the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) in terms of robustness and asymptotic distribution.
R. Pak
openaire   +2 more sources

Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator

Economics Letters, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Byungsoo Kim
openaire   +2 more sources

Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence

Journal of Statistical Computation and Simulation, 2023
Sangyeol Lee, Minyoung Jo
openaire   +2 more sources

Robust Fit to the Log-Logistic Distribution by Minimum Density Power Divergence Estimator

Journal of the Indian Society for Probability and Statistics
Angel Felipe, Maria Jaenada, Pedro Miranda, Leandro Pardo   +3 more
openaire   +2 more sources

Robust density power divergence estimates for panel data models

Annals of the Institute of Statistical Mathematics, 2021
The panel data regression models have become one of the most widely applied statistical approaches in different fields of research, including social, behavioral, environmental sciences, and econometrics.
A. Mandal, B. H. Beyaztaş, S. Bandyopadhyay   +2 more
semanticscholar   +1 more source

Asymptotic breakdown point analysis for a general class of minimum divergence estimators

Bernoulli, 2023
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to classical techniques based on maximum likelihood and related methods. Basu et al.
Subhrajyoty Roy, A. Sarkar, A. Ghosh, A. Basu   +3 more
semanticscholar   +1 more source