Analytical Methods in Statistics: AMISTAT, Liberec, Czech Republic, September 2019 - Tapa blanda

Sinopsis

Preface.- Y. Güney, J. Jurečková and O. Arslan, Averaged Autoregression Quantiles in Autoregressive Model.- J. Kalina and P. Vidnerová, Regression Neural Networks with a Highly Robust Loss Function.- H. L. Koul and P. Geng, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models.- M. Maciak, M. Pešta and S. Vitali, Implied Volatility Surface Estimation via Quantile Regularization.- I. Mizera, A remark on the Grenander estimator.- U. Radojičić and K. Nordhausen, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace.- P. Vidnerová, J. Kalina and Y. Güney, A Comparison of Robust Model Choice Criteria within a Metalearning Study.- S. Zwanzig and R. Ahmad, On Parameter Estimation for High Dimensional Errors-in-Variables Models.

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