Cargando…

Robust Estimation for Bivariate Poisson INGARCH Models

In the integer-valued generalized autoregressive conditional heteroscedastic (INGARCH) models, parameter estimation is conventionally based on the conditional maximum likelihood estimator (CMLE). However, because the CMLE is sensitive to outliers, we consider a robust estimation method for bivariate...

Descripción completa

Detalles Bibliográficos
Autores principales:	Kim, Byungsoo, Lee, Sangyeol, Kim, Dongwon
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2021
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8003669/ https://www.ncbi.nlm.nih.gov/pubmed/33808839 http://dx.doi.org/10.3390/e23030367

Ejemplares similares

Monitoring parameter change for bivariate time series models of counts
por: Lee, Sangyeol, et al.
Publicado: (2023)

Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence
por: Kim, Byungsoo, et al.
Publicado: (2020)

Forecasting emergency department arrivals using INGARCH models
por: Reboredo, Juan C., et al.
Publicado: (2023)

Bivariate Discrete Poisson–Lindley Distributions
por: Papageorgiou, H., et al.
Publicado: (2022)

A Systematic Review of INGARCH Models for Integer-Valued Time Series
por: Liu, Mengya, et al.
Publicado: (2023)

Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator
por: Lee, Sangyeol, et al.
Publicado: (2020)

Geographically weighted bivariate zero inflated generalized Poisson regression model and its application
por: Purhadi, et al.
Publicado: (2021)

A generalized right truncated bivariate Poisson regression model with applications to health data
por: Islam, M. Ataharul, et al.
Publicado: (2017)

Estimating the change in soccer’s home advantage during the Covid-19 pandemic using bivariate Poisson regression
por: Benz, Luke S., et al.
Publicado: (2021)

Analysis of Blood Transfusion Data Using Bivariate Zero-Inflated Poisson Model: A Bayesian Approach
por: Mohammadi, Tayeb, et al.
Publicado: (2016)

BROJA-2PID: A Robust Estimator for Bivariate Partial Information Decomposition
por: Makkeh, Abdullah, et al.
Publicado: (2018)

Bivariate Markov processes and their estimation
por: Ephraim, Yariv, et al.
Publicado: (2013)

Comparing performance between log-binomial and robust Poisson regression models for estimating risk ratios under model misspecification
por: Chen, Wansu, et al.
Publicado: (2018)

Estimating variances and covariances for bivariate animal models using scaling and transformation
por: Thompson, R, et al.
Publicado: (1995)

Comparison of robustness to outliers between robust poisson models and log-binomial models when estimating relative risks for common binary outcomes: a simulation study
por: Chen, Wansu, et al.
Publicado: (2014)

Problems of Robustness in Poisson–Boltzmann Binding Free Energies
por: Harris, Robert C., et al.
Publicado: (2015)

Estimating genomic breeding values and detecting QTL using univariate and bivariate models
por: Calus, Mario PL, et al.
Publicado: (2011)

Models for association in bivariate survival data.
por: Fujii, Y
Publicado: (1990)

Influence Diagnostic Methods in the Poisson Regression Model with the Liu Estimator
por: Khan, Aamna, et al.
Publicado: (2021)

Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics
por: Li, Dongming, et al.
Publicado: (2017)

Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
por: Wan, Wai-Yin, et al.
Publicado: (2011)

Estimation of Dynamic Bivariate Correlation Using a Weighted Graph Algorithm
por: John, Majnu, et al.
Publicado: (2020)

Bivariate random-effects meta-analysis and the estimation of between-study correlation
por: Riley, Richard D, et al.
Publicado: (2007)

New Bivariate Pareto Type II Models
por: Baharith, Lamya, et al.
Publicado: (2019)

A Bayesian Model for Bivariate Causal Inference
por: Kurthen, Maximilian, et al.
Publicado: (2019)

Continuous Bivariate Distributions
por: Balakrishnan, N, et al.
Publicado: (2009)

Multivariate Analysis of Bivariate Phase-Amplitude Coupling in EEG Data Using Tensor Robust PCA
por: Munia, Tamanna T. K., et al.
Publicado: (2021)

A new estimator for the multicollinear Poisson regression model: simulation and application
por: Lukman, Adewale F., et al.
Publicado: (2021)

On estimating a constrained bivariate random effects model for meta-analysis of test accuracy studies
por: Baragilly, Mohammed, et al.
Publicado: (2022)

A new class of Poisson Ridge-type estimator
por: Ertan, Esra, et al.
Publicado: (2023)

On the Maximum of a Bivariate INMA Model with Integer Innovations
por: Hüsler, J., et al.
Publicado: (2022)

Bivariate joint models for survival and change of cognitive function
por: Pan, Shengning, et al.
Publicado: (2022)

Bivariate copula regression models for semi-competing risks
por: Wei, Yinghui, et al.
Publicado: (2023)

Modified Kibria-Lukman (MKL) estimator for the Poisson Regression Model: application and simulation
por: Aladeitan, Benedicta B., et al.
Publicado: (2021)

Topological and bivariant K-theory
por: Cuntz, Joachim, et al.
Publicado: (2007)

Logistic Regression Model for a Bivariate Binomial Distribution with Applications in Baseball Data Analysis
por: Han, Yewon, et al.
Publicado: (2022)

Biased Adjusted Poisson Ridge Estimators-Method and Application
por: Qasim, Muhammad, et al.
Publicado: (2020)

A more reliable species richness estimator based on the Gamma–Poisson model
por: Chiu, Chun-Huo
Publicado: (2023)

A DFA-based bivariate regression model for estimating the dependence of PM2.5 among neighbouring cities
por: Wang, Fang, et al.
Publicado: (2018)

Fitting additive Poisson models
por: Boshuizen, Hendriek C, et al.
Publicado: (2010)

Cannot write session to /tmp/vufind_sessions/sess_irbfvt1igkqqo1pnnvp8kmvl8c