M-estimators

Results: 330



#Item
271Estimator / 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
272Econometrics / 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
273Covariance and correlation / M-estimators / Statistical theory / Covariance / Maximum likelihood / Sample mean and sample covariance / Multivariate normal distribution / Delta method / Least squares / Statistics / Estimation theory / Statistical inference

Stat (wileyonlinelibrary.com) DOI: [removed]sta4.10 The ISI’s Journal for the Rapid Dissemination of Statistics Research

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Source URL: www.stat.tamu.edu

Language: English - Date: 2012-12-08 18:06:16
274Statistical 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
275Robust 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
276Econometrics / Maximum likelihood / Statistical theory / Generalized method of moments / Statistics / Estimation theory / M-estimators

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2005-06-08 16:26:03
277Econometrics / M-estimators / Statistical inference / Generalized method of moments / Maximum likelihood / Linear least squares / Estimator / Instrumental variable / Spectral density / Statistics / Estimation theory / Regression analysis

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:41:49
278Parametric statistics / Statistical theory / M-estimators / Asymptotic theory / Linear regression / Regression analysis / Estimator / T-statistic / Generalized method of moments / Statistics / Estimation theory / Econometrics

Essays on Weak Identi…cation and Cointegrating Rank Selection A Dissertation Presented to the Faculty of the Graduate School of

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Source URL: www.amstat.org

Language: English - Date: 2011-08-19 07:10:40
279Statistical inference / Regression analysis / Statistical theory / Maximum likelihood / Generalized estimating equation / Wald test / Likelihood function / ADMB / Bootstrapping / Statistics / Estimation theory / M-estimators

C:_STM_BOOKS_MILLAR_FTOC_16C.dvi

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Source URL: media.wiley.com

Language: English - Date: 2013-08-25 10:14:00
280Statistical theory / M-estimators / Regression analysis / Linear regression / Statistical inference / Delta method / Maximum likelihood / Statistics / Econometrics / Estimation theory

Introduction to Probability, Statistics and Econometrics EUI September 2014 Course outline: version of June 30, 2014

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Source URL: www.eui.eu

Language: English - Date: 2014-07-01 04:52:44
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