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Goodness of Fit for Generalized Linear Latent Variables Models

Conne, David; Ronchetti, Elvezio; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association 105 (2010) 491, pp. 1126-1134

Persistent link: https://www.econbiz.de/10008784107

Fast Robust Model Selection in Large Datasets

Dupuis, Debbie J.; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association 106 (2011) 493, pp. 203-212

Persistent link: https://www.econbiz.de/10009358135

Wavelet-Variance-Based Estimation for Composite Stochastic Processes

Guerrier, Stéphane; Skaloud, Jan; Stebler, Yannick; … - In: Journal of the American Statistical Association 108 (2013) 503, pp. 1021-1030

This article presents a new estimation method for the parameters of a time series model. We consider here composite Gaussian processes that are the sum of independent Gaussian processes which, in turn, explain an important aspect of the time series, as is the case in engineering and natural...

Persistent link: https://www.econbiz.de/10010824043

High-Breakdown Inference for Mixed Linear Models

Copt, Samuel; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association 101 (2006) March, pp. 292-300

Persistent link: https://www.econbiz.de/10005238616

Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models

Moustaki, Irini; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association 101 (2006) June, pp. 644-653

Persistent link: https://www.econbiz.de/10005734026