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   Articles with "estimates multiplicative" as a keyword



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M-estimates for the multiplicative error model

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recommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2019.1671387

Abstract: ABSTRACT In this paper, we propose two types of robust estimates for the multiplicative error model, M-estimates and BM-estimates, and analyse their estimation effects for different loss functions. According to the Monte Carlo simulation, we… read more here.

Keywords: multiplicative error; estimates multiplicative; error model; loss ... See more keywords