M-estimator

Results: 410



#Item
321M-estimator / Efficient estimator / Maximum likelihood / Consistent estimator / Least squares / Linear regression / Redescending M-estimator / Hájek–Le Cam convolution theorem / Statistics / Estimation theory / Estimator

Efficient distribution estimation for data with unobserved sub-population identifiers

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Source URL: www.stat.tamu.edu

Language: English - Date: 2012-05-04 11:41:09
322Estimator / Robust statistics / Maximum likelihood / Variance / Normal distribution / Multivariate normal distribution / Covariance / Correlation and dependence / Fisher information / Statistics / Estimation theory / M-estimator

Statistics & Probability Letters[removed] – 350 www.elsevier.nl/locate/stapro Robustness properties of dispersion estimators Marc G. Genton ∗ , Yanyuan Ma

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:22
323Statistical theory / Least squares / Statistical inference / Gauss–Markov theorem / Normal distribution / Ordinary least squares / Mean squared error / Efficient estimator / Bias of an estimator / Statistics / Estimation theory / Regression analysis

Bernoulli 19(5A), 2013, 1839–1854 DOI: [removed]BEJ432 Optimal variance estimation without estimating the mean function T I E J U N TO N G 1 , YA N Y UA N M A 2 and Y U E D O N G WA N G 3

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Source URL: www.stat.tamu.edu

Language: English - Date: 2013-11-05 11:24:58
324Econometrics / Regression analysis / Errors-in-variables models / Bias of an estimator / Linear regression / Estimator / Consistent estimator / Efficient estimator / Loss function / Statistics / Estimation theory / Statistical theory

Locally Efficient Estimators for Semiparametric Models With Measurement Error Yanyuan M A and Raymond J. C ARROLL We derive constructive locally efficient estimators in semiparametric measurement error models. The settin

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:26
325Statistical inference / M-estimators / Econometrics / Consistent estimator / Parametric model / Confidence interval / Completeness / Wald test / Entailment / Statistics / Estimation theory / Statistical theory

Saddlepoint Test in Measurement Error Models

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Source URL: www.stat.tamu.edu

Language: English - Date: 2011-05-23 10:38:27
326Data analysis / Statistical theory / Regression analysis / Estimator / Mean squared error / Variance / Linear regression / M-estimator / Normal distribution / Statistics / Estimation theory / Statistical inference

Algorithms Used in the LCMRL Calculator

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Source URL: water.epa.gov

Language: English - Date: 2011-09-10 15:20:51
327Robust statistics / Statistical inference / M-estimators / Estimator / Bias of an estimator / L-estimator / Volatility / Statistics / Estimation theory / Statistical theory

A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-04-09 15:51:23
328Statistical theory / Econometrics / Statistical inference / Gravity model of trade / Instrumental variable / Estimator / Tobit model / Maximum likelihood / M-estimator / Statistics / Estimation theory / Regression analysis

Microsoft Word - working_paper_Xiong_Chen_0906

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Source URL: ageconsearch.umn.edu

Language: English - Date: 2012-09-11 10:24:52
329Maximum likelihood / Likelihood function / Score / Estimator / Linear regression / M-estimator / Psychometric software / Computerized classification test / Statistics / Estimation theory / Item response theory

Item Response Theory Parameterization of the Multistate Bar Exam Nathan A. Thompson and David J. Weiss University of Minnesota Final Report

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Source URL: www.ncbex.org

Language: English - Date: 2013-10-02 09:21:12
330Investment / Behavioral finance / Equity premium puzzle / Stock market / Stock and flow / Value premium / Forward contract / M-estimator / Financial economics / Economics / Statistics

Housing, Home Production, and the Equity and Value Premium Puzzles

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-06-20 10:57:20
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