|
|
 |
| Авторизация |
|
|
|
| Поиск по указателям |
|
|
|
|
|
|
|
 |
|
|
|
| Maddala G.S. (ed.), Rao C.R. (ed.) — Robust Inference |
|
|
|
| Предметный указатель |
Minimum, volume ellipsoid estimator (MVE) 109
Minitab 143
Misclassification 437 459
Misspecification 158 422
Mixed linear model 343
Mixed LS and LD 2
Mixing conditions 284 291
Mixture 104
Mixture, distributions 395
MM estimators 114
Model criticism 171
Model of contamination 639
Model selection criteria 333
Model selection criteria, AIC 307 333
Model selection criteria, BIC 307 318 333
Models for, duration data 394
Models for, grouped data 604
Models for, longitudinal data 604
Moment condition 407 416
Moment estimators 392
Multivariate, location estimator 109
Multivariate, M-estimators 114
Multivariate, methods 666
Multivariate, regression model 1
Multivariate, stratified data 597
Nadaraya — Watson estimate 293
Negative exponential disparity 37
Nelson — Aalen estimator 557
Nested model 344
Newton Raphson 152 382 400
Non stationary processes 268
Non-nested hypotheses 78
Non-normal limit distribution 290
Non-parametric 268 282 301
Non-parametric estimates 292
Non-parametric hypotheses 581
Non-parametric maximum likelihood 385 387
Non-parametric methods 284
Non-parametric probability density function 291
Non-parametric regression 116 293 585
Non-parametric regression function 283 291
Non-parametric spectrum estimation 268 270 283
Non-parametric tests 55
Nonlinear models 65
Nonlinear regression 116 219 281
Nonlinear transformation 279
Normal approximation 287
Normal scores statistics 145
Normal scores test 55
NW-PW estimator 305
Nyquist band 285
One-step identification 125
One-step reweighted mean and covariance matrix 110
Optimal linear estimator 203
Optimal robust estimator 55
Optimal robust one sample rank test 55
Optimal scores 165
Optimality criterion 321
Order statistics 201 203 280
Outlier detection 106 107
Outlier detection, additive outliers 195 238
Outlier detection, Balke — Fomby approach 245
Outlier detection, Bayesian approaches 241
Outlier detection, classical methods 238
Outlier detection, exchangeable outlier model 203
Outlier detection, extreme outliers 223
Outlier detection, innovative outliers 195 238
Outlier detection, masking effect 108
Outlier detection, multiple outliers 201 204
Outlier detection, regression outliers 102
Outlier detection, single outlier model 203
Outlier detection, vertical outliers 111
Outlier Identification 123
Outlier-generating models 123
Outliers 101 145—146 278—279 347
Outliers and nonlinearities 260
Outliers in first differences 244
Outliers in state-space models 251
Outliers, additive outlier 238
Outliers, effects on unit root tests 243
Outliers, innovation outliers 238
p-values 107 224
Paired data 68 576 665
Parametric estimators 302 310 332
Parametric models 270 283
Parseval's equality 275
Periodogram 270 271
Permutation tests 572
PH model 595 596
Pillai's test 655
Pilot estimates 285—286
Pitman efficiency 53
Pitman-type estimates 467 501
PL-estimator 308
Positive breakdown methods 56 104 116
Prewhitening 272 284 300 302 319 328
Principal components 117
Product limit estimators 555
progress 107
Projection estimators 115
Proportional hazard model 580
Pseudo log-likelihood criterion 286
Pseudo-norm 147
Q-Q plot 224
Q-S kernel 302 311 313 320
QS-PW estimator 302
Quadrant-count test 165
Quantile functional 481
Quantile regression in PH model 595
Quantile regression, censored 405—406
Quantile regression, non-linear 426
R-estimators 145 309 467
R-estimators of location and regression 490
R-estimators of simple regression in linear models 496
Randomization tests 51
Rank, dispersion 497
Rank, generating functions 180
Rank, linear statistics 179
Rank, tests 145 175 568
Rank, transform 156
Rank, transform tests 571
Rao-scores type test 57 62 78 153
Rational expectations 299
Real-time estimation 112
Recurrence relations 201
Redescent 280
Regression 524 529 584
| Regression, alternating 116
Regression, in-scale 187
Regression, linear 101 268 281 291
Regression, logistic 116
Regression, models 268 278—279
Regression, multiple 274
Regression, orthogonal 116
Regression, quantiles 182
Regression, rank scores 467 498
Regression, residuals 299
Regression, variable selection 114
Regression, zero intercept 116
Relative efficiencies 203 280
Repeated median estimator 104
Residuals in Euler equations 332
Residuals, externally standardized 168
Residuals, internal R-studentized 167
Residuals, Pearson residuals 71
Residuals, scatter plots 102
Residuals, studentized 103
Resistance 49 56
RGLM 145
Ritov's M-estimators 592
ROBETH 63 107
Robust, Bayesian analysis 668
Robust, distances 109
Robust, estimation 49 89 201
Robust, estimators 125
Robust, inference 1
Robust, interrelationships between estimators 501
Robust, likelihoods 69
Robust, methods 101 146 298 590
Robust, ML 358 362
Robust, model choice 78
Robust, nearly optimal estimators 225
Robust, REML 373 374
Robust, standardization 146
Robust, statistics 49 51
Robust, tests 50 57 62
Robustness of efficiency 50 54
Robustness of validity 50 54
Robustness, global 115
Robustness, null 653
Robustness, optimality 654
Rockefellar theorems 6 9 14 15
Roy's test 655
Runs tests 165
S-estimators 114
S-Plus 107 110
Saddlepoint approximations 513 515 520
Sample autocorrelations 273
Sample median score function 280
SAS 107 110
Scale equivalence 113
Scale invariance 325
Scatter matrix estimator 109
Seasonal frequencies 277
Semi-parametric methods 663
Sensitivity analysis 66 546
Shrinking neighborhoods 52
Signal-noise ratio 277
Signed rank statistic 145
Simulation studies 224 382
Simultaneous equations models 61 666
Size and power of tests, dependency and deviation 640
Size and power of tests, robustified likelihood ratio tests 634
Slippage 201
Smoothed, non-parametric estimates 271 283
Smoothed, probability density 268
Smoothing 272
Smoothness 49
Spectral density 268 279 311
Spectral density, estimation 300 310
Spectral density, matrix 278 282—283 291
Spectrum 274 279
Spectrum, estimates 284 285 291
Spectrum, estimation 268 272 292
Statistical functional 487
Steepest descent 515
Stochastic complexity 286
Stochastic dominance 447
Strictly stationary 279 292
Studentizing 270 273 287 290 293
Subsampling algorithm 115
Successive approximation 382
Supermodel 51
t-distribution 354
t-statistics 107
Tabu search 116
Tail areas 526
Tarone — Ware tests 570
Temporal dependence 299 310
Tests of hypotheses 114 203 281
Tests of hypotheses, about independence 571 656
Tests of hypotheses, about unidentified parameters 451 453 455 461—462
Theil — Sen slope 113
Time-dependent parameters 593 603
Tobit models, maximum likelihood 405 430
Tobit models, two-limit tobit 406 407
Toeplitz matrices 315
Tolerance band 103 105
Tolerance ellipse 108
Transformation models 462
Trimmed mean 202 280 542
Truncation 283 552
Tsiatis' rank estimators 591
Turkey's resistance line 113
Unit root tests 196
Univariate scale estimation 116
Unobserved heterogeneity 397
Validation data 440 448
VAR spectral estimator 332
VARHAC estimator 306
Variance components 343
Varma 302
Von Mises expansion 53
Wald-type test statistic 57 62 78 153
Weak dependence 270 292—293
Weighted autocovariance estimates 271 283 284
Weighted likelihood estimation 41—43
Weighted score equations 69
Weighting matrix 303 305 323 326
Wilcoxin rank test 51 55
Wilcoxin two-sample statistic 280
Window closing 285
Winsorized mean 202
Yule — Walker equations 316—317
|
|
|
| Реклама |
|
|
|
|
|
О проекте