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Generalized minimum distance estimators of a linear model with correlated errors

Fernández, J.; Manteiga, W. - In: Statistical Papers 42 (2001) 3, pp. 353-373

Persistent link: https://www.econbiz.de/10005167216

Simultaneous Equations with Covariance Restrictions

Rothenberg, Thomas J.; Ruud, Paul A. - Institute of Business and Economic Research (IBER), … - 1989

Persistent link: https://www.econbiz.de/10010677772

Mixtures of conditional mean- and covariance-structure models

Arminger, Gerhard; Stein, Petra; Wittenberg, Jörg - In: Psychometrika 64 (1999) 4, pp. 475-494

Persistent link: https://www.econbiz.de/10005603637

On Minimum Distance Estimation in Recurrent Markov Step Processes II

Höpfner, R.; Kutoyants, Yu. - In: Annals of the Institute of Statistical Mathematics 50 (1998) 3, pp. 493-502

Persistent link: https://www.econbiz.de/10005395678

Universal smoothing factor selection in density estimation: theory and practice

Devroye, Duc; Beirlant, J.; Cao, R.; Fraiman, R.; Hall, P. - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 2, pp. 223-320

Persistent link: https://www.econbiz.de/10005759584

Minimum distance regression-type estimates with rates under weak dependence

Roussas, George; Yatracos, Yannis - In: Annals of the Institute of Statistical Mathematics 48 (1996) 2, pp. 267-281

Persistent link: https://www.econbiz.de/10005395705

Minimum distance estimation and testing for interest rate models

Fournié, Eric - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 1, pp. 143-150

diffusion processes. We extend the results to the case where some parameters are estimated. Thereafter, we study a minimum … distance estimator, based on the Lμ2 norm of the empirical process, which can be more robust than the usual ones (MLE, Bayes …

Persistent link: https://www.econbiz.de/10011050710

Robust estimation ofk-component univariate normal mixtures

Clarke, B.; Heathcote, C. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 83-93

Persistent link: https://www.econbiz.de/10005616439

Semiparametric random coefficient regression models

Beran, Rudolf - In: Annals of the Institute of Statistical Mathematics 45 (1993) 4, pp. 639-654

Persistent link: https://www.econbiz.de/10005616128

Upper bounds for the L <Subscript>1</Subscript>-risk of the minimum L <Subscript>1</Subscript>-distance regression estimator

Gajek, L.; Kaluszka, M. - In: Annals of the Institute of Statistical Mathematics 44 (1992) 4, pp. 737-744

Persistent link: https://www.econbiz.de/10005616496

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