M-estimator

Results: 410



#Item
111Statistical inference / M-estimators / Signal processing / Markov chain / Estimator / Maximum likelihood / Realized kernel / Robust statistics / Peter Reinhard Hansen / Statistics / Estimation theory / Statistical theory

A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper

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Source URL: pure.au.dk

Language: English - Date: 2015-04-28 07:51:00
112Statistical inference / Statistical theory / Signal processing / Estimator / Sample size determination / Small area estimation / Efficiency / Stratified sampling / Resampling / Statistics / Estimation theory / Sampling

Impact of Sampling on Small Area Estimation in Business Surveys Jan Pablo Burgard, Thomas Zimmermann and Ralf T. M¨ unnich University of Trier, Economic and Social Statistics Department, Universit¨

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:22
113Statistical theory / Estimator / Bias of an estimator / Bootstrapping / Mean squared error / Efficiency / Efficient estimator / Statistics / Statistical inference / Estimation theory

Small area estimation in business information technology Militino, A.F., Ugarte, M.D., Goicoa, T. Departamento de Estad´ıstica e Investigaci´ on Operativa, Universidad P´ ublica de Navarra Campus de Arrosad´ıa, 310

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:22
114Statistical inference / Steganography / M-estimators / Steganalysis / Maximum likelihood / Bias of an estimator / Normal distribution / Multivariate normal distribution / Maximum a posteriori estimation / Statistics / Estimation theory / Statistical theory

A Fusion of Maximum Likelihood and Structural Steganalysis Andrew D. Ker Oxford University Computing Laboratory, Parks Road, Oxford OX1 3QD, England

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Source URL: www.cs.ox.ac.uk

Language: English - Date: 2008-04-17 10:32:29
115Econometrics / Statistical models / Statistical inference / Instrumental variable / Estimator / Latent variable / Normal distribution / Consistent estimator / Sampling / Statistics / Estimation theory / Regression analysis

Handling nonignorable nonresponse using generalized calibration with latent variables M. Giovanna Ranalli1 , Alina Matei2 , Andrea Neri3 , 1 Dept. of Economics, Finance and Statistics, University of Perugia, Italy e-mail

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
116Statistical theory / Statistical inference / M-estimators / Generalized method of moments / Maximum likelihood / Estimator / Method of simulated moments / Asymptotic theory / Instrumental variable / Statistics / Estimation theory / Econometrics

Economics Discussion Paper Series EDP-1505 GMM and Indirect Inference: An appraisal of their connections and new results on their properties

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Source URL: www.socialsciences.manchester.ac.uk

Language: English - Date: 2015-03-25 05:44:42
117Statistical theory / M-estimators / Robust regression / Estimator / Bias of an estimator / Variance / Statistics / Estimation theory / Statistical inference

Optimally Weighted Least-Squares Steganalysis Andrew D. Ker Oxford University Computing Laboratory, Parks Road, Oxford OX1 3QD, England ABSTRACT Quantitative steganalysis aims to estimate the amount of payload in a stego

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Source URL: www.cs.ox.ac.uk

Language: English - Date: 2007-04-03 07:34:22
118Maximum likelihood / Kullback–Leibler divergence / M-estimator / Likelihood function / Reinforcement learning / Divergence / Multi-armed bandit / Marginal likelihood / Extremum estimator / Statistics / Estimation theory / Expectation–maximization algorithm

Expectation Maximization for Weakly Labeled Data Yuri Ivanov MIT Media Laboratory, 20 Ames St., E15-390, Cambridge, MA 02139, USA

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Source URL: characters.media.mit.edu

Language: English - Date: 2003-06-30 17:21:48
119Estimator / Estimation theory / Resampling / Parameter / Parametric statistics / Shape parameter / Statistics / Statistical inference / Bootstrapping

The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value Index1 Frederico Caeiro* Universidade Nova de Lisboa, CMA and FCT, Portugal M. Ivette Gomes Universidade de Lisboa, CEAUL a

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:19
120Robust statistics / Econometrics / Statistical inference / Linear regression / Ordinary least squares / Robust regression / Least squares / M-estimator / Gauss–Markov theorem / Statistics / Regression analysis / Estimation theory

Robust Regression in R An Appendix to An R Companion to Applied Regression, Second Edition John Fox & Sanford Weisberg last revision: 15 December 2010 Abstract

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Source URL: socserv.socsci.mcmaster.ca

Language: English - Date: 2010-12-15 11:17:07
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