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| Авторизация |
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| Поиск по указателям |
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| Maddala G.S. (ed.), Rao C.R. (ed.) — Robust Inference |
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| Предметный указатель |
 statistics 107 160
Absolute minimizer 3
Adaptive estimates 279
Additive risk models 602
Akritas' estimator 587 589
ARCH models 196
Arjas — Haara model 605
artificial intelligence 112
Asymptotic, bias 310 315
Asymptotic, data distributions 117
Asymptotic, efficiency 269 279
Asymptotic, independence 292
Asymptotic, level 53
Asymptotic, mean-squared error (MSE) 310
Asymptotic, normality 273—274 280
Asymptotic, power 53
Asymptotic, relative efficiency 150 178
Asymptotic, stationarity 268 284
Asymptotic, variance 279 310 313 317
Autocorrelation 279 280 283 286—288
Autocorrelation, consistent variance estimation 283
Autocorrelation, covariance matrix 272
Autoregressive, approximation 334—335
Autoregressive, moving average (ARMA) 270 308
Autoregressive, time series 116 190
B-optimal estimators 365
Bad leverage points 111
Band-spectrum regression 277
Bandwidth 268 271 285 292 293
Bandwidth, automatic 286
Bandwidth, data dependent 277 282 304—305 321
Bandwidth, parameter 301 303 310
Bandwidth, selection 284 300
Bartlett-Kernel 302 313
Bayes type estimator 501
Berry — Esseen bound 287
Biased sampling model 553
Binary regressors 457
Block procedures 125
Bonferroni inequality 452 454
Bootstrap 71 107 268 286 288 420 430 434 530 538 667
Bounded influence 160 362
Bounded influence, estimation 440—441 443
Bounded influence, methods 113
Bounded influence, test 80
Bounded normal scores test 55
Breakdown 350 538
Breakdown point 49 52—53 56 444
Breakdown point of a test 53—56
Breakdown point, finite sample 445
Breakdown point, power breakdown 56—57
Breakdown, empirical 83
Breakdown, function 538
Breakdown, value 104
Brown — Mood line 113
Brownian motion 289—290 293
Buckley — James estimator 587
Cardinality 226
Case-Cohort design measurements 598
Censored data, doubly censored sample 203
Censored data, monotone estimating equation 593
Censored data, right censoring 551
Censored data, symmetrically type II censoring 231
Censored, quantile regression 405
Censored, regression model 231 392 403 664
Censored, residuals 392
Centering lemma 517
Central composite type 166
Chikkagoudar — Kunchur estimator 203
Chow Robbins procedure 642
Common sense 300
Competing risks 553
Computer algebra 58
Configural polysampling 51
Conjugate density 516
Consistent minimizer 5
contaminants 222
Contaminated 458
Contaminated, sampling 441—443 448
Contamination 104 277 347
Contamination, level 634 637
Contamination, model 448 451—462
Contiguous alternatives 151
Contiguous time process 273
Convaluation-type estimates 278
Convex discrepancy function 2 7
Correlation model 161
Corrupted sampling model 441 443—449
Corruption model 451—455 461—462
Covariance stationary 268 274 279
Coverage probability 642
Cox's logistic model 605
Curse of dimensionality 106
Data perturbations 49
Deficiency measure 287
Delta method 273
Detecting, leverage points 107
Detecting, moving objects 112
Diagnosis 52
Diagnosis, DFFITS 168
Diagnosis, display 111—112
Diagnosis, literature 116
Diagnosis, procedures 146
Diagnosis, tools 89
Difference of convex discrepancy functions 2 7
Difference of two convex functions 13
Directional data 116
Discontinuity-preserving surface 112
Discrete Fourier Transform 272
Discrete models 33
Discriminant analysis 117
Dispersion function 147
Distances, density based 21
Distances, penalized Hellinger 29
Distributed lag 281
Distribution free 280
Diversity of estimates 635
Double exponential 201
Drop-in dispersion test 58 62
Dual likelihood 558
e-contamination 53 59
E-M algorithm 395
E-method 278 279 282
Econometrics 268 280—284 291
Edgeworth, approximation 288
Edgeworth, expansions 282
Edgeworth, saddlepoint approximations 71
Empirical, characteristic function 67
Empirical, distribution 533
Empirical, distribution function 53
Empirical, influence function 546
Empirical, likelihood 531
Empirical, ratio 406
Empirical, saddlepoint 514 526
Endogenously stratified samples 398
Environmetrics 113
Errors in variables (EIV) model 441 457—458 665
Estimating equations 351 354 361—364 367 373
Experimental design 278 291
Exponential distribution 201
Exponential mean 203
Exponential tilt 329
F-rank correlations 190
F-test 50 60 67 107
Factor analysis 113 117
Factorial designs 579
Farewell's mixture model 606
Fast Fourier Transform 272
Fejer's theorem 270
financial markets 172
| Financial time series 280
Finite sample, approximation 71 292
Finite sample, correction factor 105
First-order asymptotics 268
Fisher-consistency 471
Fourth-order cumulants 313
Fractional ARIMA 289
Frailty models 600
Frechet differentiability 54
Friedman statistic 145
Fydenson and Zhou's estimators 588
Gastwirth mean 229
Gateaux derivative 539
Generalized, derivative 311 322
Generalized, distributions 663
Generalized, linear hypotheses 146
Generalized, linear models 67 78
Generalized, M-estimators 60 113
Generalized, method of moments (GMM) 283 300
Generalized, S-estimators 114
Genetic algorithms 116
Geometric primitives 112
Global minimizer 3
Global reliability 50—53 56
GM-estimators 60
Good leverage prints 111
Goodness of fit testing 559
Greenwood formula 558
Gross error sensitivity (GES) 539
Group invariance 649
HAC covariance matrix 301 310
Hannan — Rissanen recursion 308
Hat matrix 109
Heavy-tailed distributions 278
Hellinger deviance test 27
Hellinger distance 538
Henderson — Harville algorithm 375
Hermite rank 289
Hertzsprung — Russell diagram 102
Heteroscedasticity 168 186 299 410 414 416—417 419 421
Heteroscedasticity and autocorrelation consistent (HAC) 299 420
Heteroscedasticity and autocorrelation consistent variance estimation 283
High breakdown 146
High breakdown, estimation 440—441 443
High breakdown, point estimators 104 253
High breakdown, regression 106
Higher-order asymptotics 286
Higher-order expansions 58
Higher-order spectra 287
Hjort's model 605
HMA 440—441 444—447 458—459
HMb 454 461—465
Hodges — Lehmann estimate 280 573
HRRS 440 443—445
Huber's minimax theory 52
Huber's proposal 2 60
Identifiability 344
Identification analysis 442 445 448
Identification breakdown point 444—446
Imputed values 440
Incomplete data 551
Influence function (IF) 49 52—53 59 77 115—115 146 350 539
Information matrix 352 355 360
Interlaboratory studies 117
Interpolation 225 423
Interval censored 553
Invariance 349
Inward and outward testing methods 125
IRRE algorithm 41
Jackknife 273 488 546
JHB approach 273 278 280 283 285 291
K-sample problems 568
Kaplan — Meier estimator 555
Kendall's rank correlation coefficient 577 578
kernels 300—301 311 320
Kernels, based estimators 300—301 310 319
Kernels, methods 420
Kernels, truncated 312—313
Kolmogorov — Smirnov 197
Koul, Susaria and Van Ryzin's estimator 588
Kruskel — Wallis statistic 145
Kullback — Leibler information 500
L-estimators 468 480
L-estimators in linear models 483
L-statistics 189 543
Lag order selection 306
Laplace distribution 204
Lawley — Hotelling's test 655
Least absolute deviations (LAD) 2 407
Least absolute values 113
Least distances 2
Least favorable pair 640
Least squares 2 101 146 268 269 586
Least squares, functional 67
Least squares, iteratively reweighted 382
Least squares, least median squares (LMS) 105
Least squares, least trimmed squares (LTS) 105
Least squares, methods 586
Least squares, reweighted (RLS) 107
Least squares, weighted 60
Leurgan's estimator 588
Level breakdown point 56
Leverage diagnosis 109
Leverage points 103 107 168
Likelihood ratio tests 57 204
Likelihood scores 54
Likelihood type test 58 62 153
Linearly weighted means 278
Local minimizer 4
Local robustness 113
Local stability 49 52—53
Location 203
Location parameter 267
Location scale-exponential model 203
Location shift 176
Log p-value 54
Logistic models 664
Long-range dependence 268 288 291 293
Long-run variance estimation 283
Lynden-Bell estimator 560
M-estimates 1 60 268 278—279 291 516
M-estimators 2 12 57 60 78 113 288 467 469
M-estimators in linear models 478
M-estimators in non-linear regression 65
M-estimators, deviance based 69
M-estimators, multivariate 114
M-estimators, one-step 113
M-estimators, stratified 476
MAD estimator 60 167
Mahalonobis distance 108
Mallows' weights 157
Mann — Whitney — Wilcoxin rank statistic 145
Marginal densities, general 524
Marginal densities, M-estimates 523
Maximum likelihood (ML) 203 269 351
Maximum likelihood (ML), modified (MML) estimator 228
Maximum likelihood (ML), non-parametric 385
Maximum likelihood (ML), pseudo (PML) 399
Maximum likelihood (ML), restricted (REML) estimator 367
Maximum likelihood (ML), T-REML 371
Measurement error models 603
Minimal power 54
Minimax, approach 32 227 280
Minimax, asymptotic variance 116
Minimum distance 281 430
Minimum distance, estimation 21 413 467 500
Minimum, covariance determinant (MCD) estimator 114
Minimum, disparity estimators 32
Minimum, Hellinger distance estimator 22 56
Minimum, variance unbiased estimation 109 203
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