Similar Search Results

Asymptotics of the Expected Posterior

Clarke, Bertrand; Sun, Dongchu - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 163-185

Persistent link: https://www.econbiz.de/10005760239

Latent class analysis variable selection

Dean, Nema; Raftery, Adrian - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 11-35

Persistent link: https://www.econbiz.de/10008497335

Optimal volume-corrected laplace-metropolis method

Huang, Su-Yun; Hsiao, Chuhsing; Chang, Ching-Wei - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 655-670

Persistent link: https://www.econbiz.de/10005616395

Pointwise optimality of Bayesian wavelet estimators

Abramovich, Felix; Angelini, Claudia; Canditiis, Daniela - In: Annals of the Institute of Statistical Mathematics 59 (2007) 3, pp. 425-434

Persistent link: https://www.econbiz.de/10005395515

Robust estimation in joint mean–covariance regression model for longitudinal data

Zheng, Xueying; Fung, Wing; Zhu, Zhongyi - In: Annals of the Institute of Statistical Mathematics 65 (2013) 4, pp. 617-638

leverage-based weights are employed for the mean and covariance to achieve robustness against outliers. The resulting …

Persistent link: https://www.econbiz.de/10010848628

Testing statistical hypotheses based on the density power divergence

Basu, A.; Mandal, A.; Martin, N.; Pardo, L. - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 319-348

The family of density power divergences is an useful class which generates robust parameter estimates with high efficiency. None of these divergences require any non-parametric density estimate to carry out the inference procedure. However, these divergences have so far not been used effectively...

Persistent link: https://www.econbiz.de/10010848682

Minimum density power divergence estimator for diffusion processes

Lee, Sangyeol; Song, Junmo - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 213-236

the MDPDE is consistent and asymptotically normal. A simulation study demonstrates the strong robustness of the MDPDE …

Persistent link: https://www.econbiz.de/10011000048

The harmonic moment tail index estimator: asymptotic distribution and robustness

Beran, Jan; Schell, Dieter; Stehlík, Milan - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 193-220

tails. The estimator shows good robustness properties and stands out for its simplicity. A tuning parameter allows for … regulating the trade-off between robustness and efficiency. Small sample properties are illustrated by a simulation study …

Persistent link: https://www.econbiz.de/10011000050

Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs

Aoki, Satoshi - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 699-716

Persistent link: https://www.econbiz.de/10008456205

Robustness for Inhomogeneous Poisson Point Processes

Assunção, Renato; Guttorp, Peter - In: Annals of the Institute of Statistical Mathematics 51 (1999) 4, pp. 657-678

Persistent link: https://www.econbiz.de/10005760264