M-estimator

Results: 410



#Item
391Actuarial science / Mathematical finance / Statistical theory / Robust statistics / Estimator / M-estimator / Maximum likelihood / Normal distribution / Expected shortfall / Statistics / Estimation theory / Financial risk

Quantitative Finance, Vol. 10, No. 6, June–July 2010, 593–606 Robustness and sensitivity analysis of risk

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Source URL: www.proba.jussieu.fr

Language: English - Date: 2010-06-16 05:05:12
392Statistical theory / Parametric statistics / Regression analysis / Pearson product-moment correlation coefficient / Correlation and dependence / Variance / Multivariate normal distribution / M-estimator / Normal distribution / Statistics / Estimation theory / Covariance and correlation

A note on modelling cross correlations: hyperbolic secant regression Gordon K. Smyth

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Source URL: www.statsci.org

Language: English - Date: 2002-05-19 09:00:29
393M-estimators / Robust statistics / Statistical inference / Estimator / Nakagami distribution / Maximum likelihood / Median / Efficiency / Statistics / Estimation theory / Statistical theory

TO THE POSSIBILITY OF CALCULATION

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Source URL: www.radioeng.cz

Language: English - Date: 2010-04-10 06:56:11
394Least squares / Statistical theory / Regression analysis / Variance / Estimator / Mean squared error / Coefficient of determination / Loss function / Standard deviation / Statistics / Estimation theory / Data analysis

Variance and bias for general loss functions G ARETH M. J AMES Marshall School of Business, University of Southern California

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Source URL: www-bcf.usc.edu

Language: English - Date: 2003-02-18 20:24:22
395Statistical inference / Bias / Bias of an estimator / Estimator / Variance / Malliavin calculus / Mean squared error / Gauss–Markov theorem / M-estimator / Statistics / Estimation theory / Statistical theory

PDF Document

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Source URL: www.alexschiller.com

Language: English - Date: 2011-03-06 11:14:06
396Density estimation / Kernel / Gaussian function / Histogram / Estimation theory / Normal distribution / Estimator / M-estimator / Multivariate kernel density estimation / Statistics / Non-parametric statistics / Kernel density estimation

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Source URL: isc.temple.edu

Language: English - Date: 2004-01-20 14:19:16
397Statistical inference / M-estimators / Data analysis / Delta method / Consistent estimator / Central limit theorem / Normal distribution / Variance / Estimator / Statistics / Estimation theory / Statistical theory

PDF Document

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Source URL: www.stanford.edu

Language: English - Date: 2012-04-21 16:49:09
398Statistical inference / M-estimators / Econometrics / Estimator / Linear regression / Maximum likelihood / Efficient estimator / Statistics / Estimation theory / Statistical theory

Microsoft Word - Scorus.docx

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Source URL: www.stat.gov.pl

Language: English - Date: 2010-10-01 08:53:20
399Statistical theory / Robust statistics / Statistical inference / M-estimator / Estimator / Bias of an estimator / Errors and residuals in statistics / Median / Robust regression / Statistics / Estimation theory / Regression analysis

Robust.dvi

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

Language: English - Date: 2004-10-10 05:22:58
400Most recent common ancestor / Mean squared error / Estimator / Maximum likelihood / Point estimation / Bias of an estimator / M-estimator / Bayes estimator / T-statistic / Statistics / Estimation theory / Coalescent theory

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Source URL: www.ncbi.nlm.nih.gov

Language: English
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