Decision theory for continuous observations Minimax solutions

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Veröffentlicht in:Metrika
1. Verfasser: Irle, A. (VerfasserIn)
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Veröffentlicht: 1977
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Titel Jahr Verfasser
Testing fuzzy linear hypotheses in linear regression models 2003 Arnold, Bernhard
A note on monitoring time-varying parameters in an autoregression 2003 Carsoule, Frédeŕic
Algorithms to compute CM- and S-estimates for regression 2002 Arslan, O.
Robust estimators for estimating discontinuous functions 2002 Müller, Christine H.
An exchange algorithm for computing the least quartile difference estimator 2002 Agulló, J.
A robust Hotelling test 2002 Willems, G.
Asymptotic distributions of some scale estimators in nonlinear models 2002 Koul, Hira L.
On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates 2002 He, Xuming
Robust portfolio optimization 2002 Lauprete, G.J.
Multivariate stable ARMA processes with time dependent coefficients 2001 Shelton Peiris, M.
Maxbias curves of robust scale estimators based on subranges 2001 Croux, Christophe
Simultaneous inspection of several product characteristics 2001 Arts, Gerda R. J.
Use of minimum risk approach in the estimation of regression models with missing observations 2001 Toutenburg, Helge
Variance estimation in the change analysis of a linear regression model 2001 Riedle, M.
Record values from generalized Pareto distribution and associated inference 2000 Sultan, Khalaf S.
Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities 2000 Liu, Shuangzhe
A consistent estimator in general functional errors-in-variables models 2000 Baran, Sándor
On universal admissibility of scale parameter estimators 2000 Kourouklis, Stavros
Extension of the Wald statistic to models with dependent observations 2000
Mean square error estimation in multi-stage sampling 2000 Chaudhuri, Arijit
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