All articles by "Goryainova E.R."
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 Robust Modification Quality for Principal Component Analysis to Perform Correlated Data Compression
| Authors: Goryainov V.B., Goryainova E.R. | Published: 23.06.2021 |
| Published in issue: #3(96)/2021 | |
| DOI: 10.18698/1812-3368-2021-3-23-45 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: robust principal component analysis, MCD estimate, Gnanadesikan --- Kettenring estimate, Olive --- Hawkins estimate | |
Maximum Likelihood Estimation in Threshold Autoregression
| Authors: Goryainov V.B., Goryainova E.R. | Published: 08.06.2018 |
| Published in issue: #3(78)/2018 | |
| DOI: 10.18698/1812-3368-2018-3-13-23 | |
| Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
| Keywords: robust estimation, convex objective, maximum likelihood estimation, least squares estimation, least absolute deviation estimation | |
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 | |
The influence of anomalous observations on the least squares estimate of the parameter of the autoregressive equation with random coefficient
| Authors: Goryainov V.B., Goryainova E.R. | Published: 04.04.2016 |
| Published in issue: #2(65)/2016 | |
| DOI: 10.18698/1812-3368-2016-2-16-24 | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Logics, Algebra, and Theory of Numbers | |
| Keywords: random coefficient autoregressive model, influence functional, gross-error sensitivity, additive outliers, replacement outliers | |
Comparison of Maximum Likelihood and Least Absolute Deviate Estimation in Random Coefficients Autoregressive Model
| Authors: Goryainov V.B., Goryainova E.R. | Published: 17.06.2015 |
| Published in issue: #3(60)/2015 | |
| DOI: 10.18698/1812-3368-2015-3-20-30 | |
| Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
| Keywords: random coefficient autoregressive model, least absolute deviations estimate, maximum likelihood estimate, asymptotic relative efficiency | |
Sign Tests in Moving-Average Model
| Authors: Goryainova E.R., Goryainov V.B. | Published: 05.03.2014 |
| Published in issue: #1(28)/2008 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: | |
Sign Tests of Observation Independence in Model of Spatial Autoregression of (1,1) Order
| Authors: Goryainova E.R., Goryainov V.B. | Published: 24.02.2014 |
| Published in issue: #2(33)/2009 | |
| DOI: | |
| Category: Applied Mathematics and Methods of Mathematical Simulation | |
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