Search Results - subject:"minimum distance"

Dependence and the dimensionality reduction principle

Yatracos, Yannis - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 265-277

Persistent link: https://www.econbiz.de/10005395675

Nonparametric density estimates consistent of the order of n <Superscript>−1/2</Superscript> in the L <Subscript>1</Subscript>–norm

Kůs, Václav - In: Metrika 60 (2004) 1, pp. 1-14

We introduce an approximate minimum Kolmogorov distance density estimate [InlineMediaObject not available: see fulltext.] of a probability density f <Subscript>0</Subscript> on the real line and study its rate of consistency for n→∞. We define a degree of variations of a nonparametric family [InlineMediaObject not...</subscript>

Persistent link: https://www.econbiz.de/10005602839

A new class of metric divergences on probability spaces and its applicability in statistics

Österreicher, Ferdinand; Vajda, Igor - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 639-653

Persistent link: https://www.econbiz.de/10005395599

Goodnes-of-fit tests for location and scale families based on a weighted L<Subscript>2</Subscript>-Wasserstein distance measure

Wet, T. - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10005390581

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

A New Minimum Distance Estimation Procedure of ARFIMA Processes

Mayoral, Laura - Barcelona Graduate School of Economics (Barcelona GSE) - 2001

A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed …

Persistent link: https://www.econbiz.de/10010851421

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

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