Search by keyword: "least absolute deviations estimate"
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 | |
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 | |