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M-Smoothers in Testing and Estimating
M-Smoothers in Testing and Estimating...
BA - Obecná matematika
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
M-estimators of structural changes in regression models
M-estimators of structural changes in regression models...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Selected algorithms for M- and L-estimators.
Selected algorithms for M- and L-estimators.
BA - Obecná matematika
- 2002 •
- C
Rok uplatnění
C - Kapitola v odborné knize
M-estimates for nonregular densities
M-estimates for nonregular densities...
BA - Obecná matematika
- 1999 •
- D
Rok uplatnění
D - Stať ve sborníku
M-estimation of Nonlinear AR Time Series.
Basic themes in document: nonlinear time series; autoregressive model; M-estimation. ? § " & / 5 9 Ž...
BA - Obecná matematika
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Selected algorithms for Robust M- and L- estimators
Selected algorithms for Robust M- and L- estimators...
BA - Obecná matematika
- 2003 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Estimates of the tail index based on nonparametric tests
Inverting the tests on the Pareto-type tail index m in the Hodges-Lehmann manner, we obtain strongly consistent estimate of m. The simulation study demonstrates surprisingly good estimation of m....
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
On estimation and testing by means of disparities based on m-spacings
The a.s. converegence of disparity statistics based on m-spacings of data is proved. This convergence enables to construct unbiased estimates of some functionals of probability distributions and also goodness-of-fit tests based on <...
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Non-parametric estimation of a GARCH-M model with heuristic
Main topics of the document: Non-parametric GARCH-M; maximum likelihood estimation; differential evaluation...
BB - Aplikovaná statistika, operační výzkum
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
On the second-order asymptotic distribution of M-estimation
In the paper under some smoothness conditions the rate of convergence in the second-order asymptotic representation for M-estimators is estimated....
BA - Obecná matematika
- 2000 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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