Image de couverture de livre

Robust Estimation in Step-Stress Experiments under Exponential Lifetime Distributions

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Jaenada, María, Millán, Juan Manuel, Pardo, Leandro
Format:	Preprint
Publié:	2025
Sujets:	Methodology Statistics Theory 62F35 B.8.1
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Robust Estimation in Step-Stress Experiments under Weibull Lifetime Distributions
par: Jaenada, María, et autres
Publié: (2026)

Robust Rao-type tests for step-stress accelerated life-tests under interval-monitoring and Weibull lifetime distributions
par: Balakrishnan, Narayanaswamy, et autres
Publié: (2024)

Robust inference for an interval-monitored step-stress experiment under proportional hazards
par: Balakrishnan, Narayanaswamy, et autres
Publié: (2024)

Robust estimators for the log-logistic model based on ranked set sampling
par: Felipe, Ángel, et autres
Publié: (2024)

Robust inference for an interval-monitored step-stress experiment with competing risks for failure
par: Balakrishnan, Narayanaswamy, et autres
Publié: (2023)

Heavy Tail Robust Estimation and Inference for Average Treatment Effects
par: Hill, Jonathan B., et autres
Publié: (2024)

Robust tests for log-logistic models based on minimum density power divergence estimators
par: Felipe, A., et autres
Publié: (2025)

Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
par: Nikai, Soma, et autres
Publié: (2026)

Robust Penalized Estimators for High--Dimensional Generalized Linear Models
par: Valdora, Marina, et autres
Publié: (2023)

Inference Functionals and Observation Operators for Distributional Statistical Models
par: Labouriau, R.
Publié: (2026)

The Conjugate Domain Dichotomy: Exact Risk of M-Estimators under Infinite-Variance Noise in High Dimensions
par: Agiropoulos, Charalampos
Publié: (2026)

Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
par: Poudyal, Chudamani
Publié: (2024)

Subsample-Based Estimation under Dynamic Contamination
par: Yang, Yukai, et autres
Publié: (2026)

Robust estimation via $γ$-divergence for diffusion processes
par: Nakagawa, Tomoyuki, et autres
Publié: (2026)

Uncertainty Quantification for Noisy Low-tubal-rank Tensor Completion
par: Shang, Jiuqian, et autres
Publié: (2026)

Transversality and Geometric Regularisation in Distributional Statistical Models
par: Labouriau, R.
Publié: (2026)

Robust mean estimation under star-shaped constraints with heavy-tailed noise
par: Peng, Tuorui, et autres
Publié: (2026)

Adaptive Transfer Clustering: A Unified Framework
par: Gu, Yuqi, et autres
Publié: (2024)

Robust Bayesian inference for nondestructive one-shot device testing data under competing risk using Hamiltonian Monte Carlo method
par: Baghel, Shanya, et autres
Publié: (2023)

Robust inference for intermittently-monitored step-stress tests under Weibull lifetime distributions
par: Balakrishnan, Narayanaswamy, et autres
Publié: (2022)

On Generalized Transmuted Lifetime Distribution
par: Pandey, Alok Kumar, et autres
Publié: (2024)

Wasserstein-Cramér-Rao Theory of Unbiased Estimation
par: Trillos, Nicolás García, et autres
Publié: (2025)

Weak Moment Methods for Statistical Inference: with an Application to Robust Estimation
par: Labouriau, R.
Publié: (2026)

Improved Concentration for Mean Estimators via Shrinkage
par: Catão, Antônio, et autres
Publié: (2025)

Robust statistical inference for accelerated life-tests with one-shot devices under log-logistic distributions
par: González-Calderón, María, et autres
Publié: (2025)

Robust Moment-Based Estimation via Spectral Gradient Reweighting
par: Zhang, Liu, et autres
Publié: (2026)

Estimation of the Coefficient of Variation of Weibull Distribution under Type-I Progressively Interval Censoring: A Simulation-based Approach
par: Nongrum, Bankitdor M, et autres
Publié: (2025)

A Stein Characterization-type Omnibus Tests for the Discrete Pareto Distribution
par: Bhati, Deepesh, et autres
Publié: (2026)

Proximal Estimation and Inference
par: Quaini, Alberto, et autres
Publié: (2022)

Estimating the Shannon Entropy Using the Pitman--Yor Process
par: Hashino, Takato, et autres
Publié: (2026)

Vertex misalignment and changepoint localization in network time series
par: Chen, Tianyi, et autres
Publié: (2026)

A method for sparse and robust independent component analysis
par: Heinonen, Lauri, et autres
Publié: (2025)

Robust Estimation under Linear Mixed Models: The Minimum Density Power Divergence Approach
par: Saraceno, Giovanni, et autres
Publié: (2020)

Statistical Inference via T-Posterior Randomised Estimators
par: Baraud, Yannick
Publié: (2026)

On the Spherical Dirichlet Distribution: Corrections and Results
par: Guardiola, Jose H
Publié: (2025)

Robust Estimation in Finite Mixture Models
par: Lecestre, Alexandre
Publié: (2021)

Minimax Robust Designs for M-Estimated Models
par: Hu, Rui, et autres
Publié: (2026)

Efficient Semiparametric Inference for Distributed Data with Blockwise Missingness
par: Huang, Jingyue, et autres
Publié: (2025)

Causal inference under interference: computational barriers and algorithmic solutions
par: Bhattacharya, Sohom, et autres
Publié: (2025)

New financial ratios based on the compositional data methodology
par: Linares-Mustarós, Salvador, et autres
Publié: (2022)