Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Minimum density power divergence estimator"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Minimum density power divergence estimator
3
Estimation theory
2
Schätztheorie
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
ARCH model
1
ARCH-Modell
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Diffusion processes
1
Discretely observed sample
1
Entropie
1
Entropy
1
Entropy-based goodness-of-fit test
1
Finite mixture model
1
GARCH models
1
Influence function
1
Non-identifiable model
1
Normality test
1
Parametric bootstrap method
1
Penalized minimum density power divergence estimator
1
Power and level influence function
1
Rao test
1
Rao-type test
1
Robust estimator
1
Robustness
1
The Ornstein–Uhlenbeck process
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Undetermined
2
Author
All
Lee, Sangyeol
2
Basu, Ayanendranath
1
Ghosh, Abhik
1
Kim, Byungsoo
1
Lee, Taewook
1
Martin, Nirian
1
Pardo Llorente, Leandro
1
Song, Junmo
1
more ...
less ...
Published in...
All
Annals of the Institute of Statistical Mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Metrika
1
Source
All
ECONIS (ZBW)
2
RePEc
2
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A robust generalization of the Rao test
Basu, Ayanendranath
;
Ghosh, Abhik
;
Martin, Nirian
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 868-879
Persistent link: https://www.econbiz.de/10013534573
Saved in:
2
Robust maximum entropy test for GARCH models based on a
minimum
density
power
divergence
estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
3
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
–Uhlenbeck process based on discrete observations. As a robust estimator, we consider the
minimum
density
power
divergence
estimator
…
Persistent link: https://www.econbiz.de/10011000048
Saved in:
4
Robust estimation for the order of finite mixture models
Lee, Sangyeol
;
Lee, Taewook
- In:
Metrika
68
(
2008
)
3
,
pp. 365-390
Persistent link: https://www.econbiz.de/10005178979
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
