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Efficiency of connected binary block designs when a single observation is unavailable

Ghosh, Subir; Kageyama, Sanpei; Mukerjee, Rahul - In: Annals of the Institute of Statistical Mathematics 44 (1992) 3, pp. 593-603

Persistent link: https://www.econbiz.de/10005391512

A nonlinear time series model and estimation of missing observations

Abraham, Bovas; Thavaneswaran, A. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 3, pp. 493-504

Persistent link: https://www.econbiz.de/10005395608

On the robust estimation in poisson processes with periodic intensities

Yoshida, Nakahiro; Hayashi, Toshiharu - In: Annals of the Institute of Statistical Mathematics 42 (1990) 3, pp. 489-507

Persistent link: https://www.econbiz.de/10005395839

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

Consistency of the instrumental weighted variables

Víšek, Jan - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 543-578

Persistent link: https://www.econbiz.de/10005029244

An information-theoretic framework for robustness

Morgenthaler, Stephan; Hurvich, Clifford - In: Annals of the Institute of Statistical Mathematics 43 (1991) 1, pp. 131-146

Persistent link: https://www.econbiz.de/10005616170

Jackknife variance estimators of the location estimator in the one-way random-effects model

Lee, Youngjo - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 707-714

Persistent link: https://www.econbiz.de/10005616181