Robust Likelihood Methods Based on the Skew‐t and Related Distributions
暂无分享,去创建一个
[1] Francis Galton F.R.S.. IV. Statistics by intercomparison, with remarks on the law of frequency of error , 1875 .
[2] W. R. Buckland,et al. Statistical Theory and Methodology in Science and Engineering. , 1960 .
[3] K. Miller. Some Multivariate $t$-Distributions , 1968 .
[4] G. C. Tiao,et al. Bayesian inference in statistical analysis , 1973 .
[5] S. Stigler. Do Robust Estimators Work with Real Data , 1977 .
[6] L. Denby,et al. Robust Estimation of the First-Order Autoregressive Parameter , 1979 .
[7] Peter J. Huber,et al. Robust Statistics , 2005, Wiley Series in Probability and Statistics.
[8] W. Dixon,et al. Robustness in real life: a study of clinical laboratory data. , 1982, Biometrics.
[9] H. Künsch. Infinitesimal Robustness for Autoregressive Processes , 1984 .
[10] A. Azzalini. A class of distributions which includes the normal ones , 1985 .
[11] Peter J. Rousseeuw,et al. Robust regression and outlier detection , 1987 .
[12] Peter J. Rousseeuw,et al. Robust Regression and Outlier Detection , 2005, Wiley Series in Probability and Statistics.
[13] Thomas A. Herring,et al. Blowing in the wind , 1988, Nature.
[14] Jeremy MG Taylor,et al. Robust Statistical Modeling Using the t Distribution , 1989 .
[15] R. Tibshirani,et al. Flexible Discriminant Analysis by Optimal Scoring , 1994 .
[16] A. Goldman. An Introduction to Regression Graphics , 1995 .
[17] Yadolah Dodge,et al. The Guinea Pig of Multiple Regression , 1996 .
[18] A. Azzalini,et al. The multivariate skew-normal distribution , 1996 .
[19] M. Steel,et al. Multivariate Student -t Regression Models : Pitfalls and Inference , 1999 .
[20] A. Azzalini,et al. Statistical applications of the multivariate skew normal distribution , 2009, 0911.2093.
[21] M. Genton,et al. Highly Robust Estimation of the Autocovariance Function , 2000 .
[22] A. Pewsey. Problems of inference for Azzalini's skewnormal distribution , 2000 .
[23] D. Dey,et al. A General Class of Multivariate Skew-Elliptical Distributions , 2001 .
[24] Trevor Hastie,et al. The Elements of Statistical Learning , 2001 .
[25] M. C. Jones. A dependent bivariate t distribution with marginals on different degrees of freedom , 2002 .
[26] B. Mallick,et al. Moments of random vectors with skew t distribution and their quadratic forms , 2003 .
[27] Arjun K. Gupta. Multivariate skew t-distribution , 2003 .
[28] A. Azzalini,et al. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution , 2003, 0911.2342.
[29] M. C. Jones,et al. A skew extension of the t‐distribution, with applications , 2003 .
[30] Marc G. Genton,et al. Comprehensive definitions of breakdown points for independent and dependent observations , 2003 .
[31] S. Sahu,et al. A new class of multivariate skew distributions with applications to bayesian regression models , 2003 .
[32] Arjun K. Gupta,et al. A multivariate skew normal distribution , 2004 .
[33] M. Genton,et al. Flexible Class of Skew‐Symmetric Distributions , 2004 .
[34] Samuel Kotz,et al. Multivariate T-Distributions and Their Applications , 2004 .
[35] Anna Clara Monti,et al. Inferential Aspects of the Skew Exponential Power Distribution , 2004 .
[36] Ananda Sen,et al. Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality , 2005, Technometrics.
[37] Monica Chiogna. A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution , 2005, Stat. Methods Appl..
[38] A. Azzalini. The Skew‐normal Distribution and Related Multivariate Families * , 2005 .
[39] A. Tsiatis,et al. Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions , 2005 .
[40] B. Liseo,et al. A note on reference priors for the scalar skew-normal distribution , 2006 .
[41] Eric M. Aldrich,et al. Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center , 2006 .
[42] N. Sartori. Bias prevention of maximum likelihood estimates for scalar skew normal and skew t distributions , 2006 .
[43] Arthur Pewsey. Some Observations on a Simple Means of Generating Skew Distributions , 2006 .
[44] Marc G. Genton,et al. On Gauss’s characterization of the normal distribution , 2007 .
[45] Yanyuan Ma,et al. Constrained local likelihood estimators for semiparametric skew-normal distributions , 2007 .
[46] C. Bayes. Bayesian inference for the skewness parameter of the scalar skew-normal distribution , 2007 .
[47] R. Arellano-Valle,et al. The centred parametrization for the multivariate skew-normal distribution , 2008 .
[48] Reinaldo Boris Arellano-Valle,et al. Shape mixtures of multivariate skew-normal distributions , 2009, J. Multivar. Anal..
[49] Hsiu J. Ho,et al. Analysis of multivariate skew normal models with incomplete data , 2009, J. Multivar. Anal..
[50] Olcay Arslan,et al. An alternative multivariate skew Laplace distribution: properties and estimation , 2010 .
[51] Marc G. Genton,et al. Visualizing Influential Observations in Dependent Data , 2010 .
[52] Christophe Ley,et al. On the singularity of multivariate skew-symmetric models , 2010, J. Multivar. Anal..
[53] M. Genton,et al. Multivariate extended skew-t distributions and related families , 2010 .
[54] Christophe Ley,et al. On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models , 2010 .
[55] William N. Venables,et al. Modern Applied Statistics with S , 2010 .