M-estimator

Results: 410



#Item
301Asymptotic theory / Fisher information / Estimator / Observed information / M-estimator / Score / Normal distribution / Asymptotic distribution / Likelihood function / Estimation theory / Statistics / Statistical theory

First-Order Asymptotic Theory Statistical Asymptotics Part II: First-Order Theory Andrew Wood School of Mathematical Sciences

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Source URL: www2.warwick.ac.uk

Language: English - Date: 2014-04-08 02:59:55
302Statistical inference / M-estimators / Maximum likelihood / Bias of an estimator / Estimator / Likelihood function / Extremum estimator / Bayes estimator / Statistics / Estimation theory / Statistical theory

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Source URL: courses.ncssm.edu

Language: English - Date: 2002-12-20 12:21:00
303Econometrics / M-estimators / Maximum likelihood / Autoregressive conditional heteroskedasticity / Bayes estimator / Asymptotic theory / Fisher information / Normal distribution / Statistics / Estimation theory / Statistical theory

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Source URL: www.ier.hit-u.ac.jp

Language: English - Date: 2014-08-06 02:50:11
304Estimator / Method of moments / M-estimator / Expected utility hypothesis / Estimation theory / Statistics / Generalized method of moments

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Source URL: www3.imperial.ac.uk

Language: English
305Estimation theory / Model selection / Nested sampling algorithm / Sufficient statistic / Loss function / Importance sampling / Bayesian inference / M-estimator / Gamma distribution / Statistics / Bayesian statistics / Statistical theory

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Source URL: www.utstat.utoronto.ca

Language: English - Date: 2006-08-14 21:33:27
306Maximum likelihood / Expectation–maximization algorithm / Maximum a posteriori estimation / Bayes estimator / Bayesian inference / M-estimator / Mixture model / Likelihood function / Wavelet transform / Statistics / Estimation theory / Empirical Bayes method

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2008-09-21 11:53:54
307Mathematical optimization / Robust statistics / Numerical linear algebra / Linear algebra / Estimation theory / M-estimator / Convex optimization / Singular value decomposition / Principal component analysis / Algebra / Statistics / Mathematics

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Source URL: www.samsi.info

Language: English - Date: 2013-02-05 15:46:33
308Covariance and correlation / Data analysis / Summary statistics / Maximum likelihood / Robust statistics / Estimation of covariance matrices / M-estimator / Estimator / Multivariate normal distribution / Statistics / Estimation theory / Statistical theory

Journal of Multivariate Analysis 78, 1136[removed]doi:[removed]jmva[removed], available online at http:www.idealibrary.com on Highly Robust Estimation of Dispersion Matrices Yanyuan Ma and Marc G. Genton Massachusetts

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:20
309Signal processing / Covariance and correlation / Statistical theory / M-estimator / Robust statistics / Estimator / Diaeresis / Normal distribution / Covariance / Statistics / Estimation theory / Statistical inference

HIGHLY ROBUST ESTIMATION OF THE AUTOCOVARIANCE FUNCTION By Yanyuan Ma and Marc G. Genton Massachusetts Institute of Technology First version received August 1998 Abstract. In this paper, the problem of the robustness of

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Source URL: www.stat.tamu.edu

Language: English - Date: 2011-05-30 22:00:56
310Estimation theory / Statistical theory / Parametric statistics / Instrumental variable / Errors-in-variables models / Logistic regression / Ordinary least squares / Consistent estimator / Least squares / Statistics / Regression analysis / Econometrics

INSTRUMENT ASSISTED REGRESSION Instrument Assisted Regression for Errors in Variables Models with Binary Response KUN XU Department of Statistics, Texas A&M University

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Source URL: www.stat.tamu.edu

Language: English - Date: 2014-02-27 10:44:23
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