Search by keyword: "Tukey distribution"
Study of the Principal Components Method Modifications Resistance to Abnormal Observations
| Authors: Goryainov V.B., Goryainova E.R. | Published: 22.05.2023 |
| Published in issue: #2(107)/2023 | |
| DOI: 10.18698/1812-3368-2023-2-17-34 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: principal components method, correlation matrix robust evaluation, MCD estimate, Gnanadesikan --- Ketenring estimate, Olive --- Hawkins estimate, Tukey distribution, bimodal distribution | |
Comparative Analysis of the Various Methods Stability in Evaluation of the Bilinear Autoregression Model Parameters
| Authors: Andreychik N.L., Goryainov V.B. | Published: 05.01.2023 |
| Published in issue: #6(105)/2022 | |
| DOI: 10.18698/1812-3368-2022-6-4-16 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: bilinear autoregression, least squares estimate, least absolute deviations estimate, M-estimate, normal distribution, Student’s distribution, Tukey distribution | |
Robust Estimation in Threshold Autoregression
| Authors: Goryainov V.B., Goryainova E.R. | Published: 22.11.2017 |
| Published in issue: #6(75)/2017 | |
| DOI: 10.18698/1812-3368-2017-6-19-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: threshold autoregression model, M-estimates, asymptotic normality, asymptotic relative efficiency, Tukey distribution | |
Sign Test for Hypothesis about the Order of Equation in Moving Average Model
| Authors: Goryainov V.B., Goryainova E.R. | Published: 06.12.2016 |
| Published in issue: #6(69)/2016 | |
| DOI: 10.18698/1812-3368-2016-6-4-15 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: moving average model, hypothesis about the order of the equation, sign test, Tukey distribution | |