Pages that link to "Item:Q3142129"

The following pages link to A Bounded Influence, High Breakdown, Efficient Regression Estimator (Q3142129):

Displaying 32 items.

• Robust estimation for ordinal regression (Q394562) (← links)
• A note on the behaviour of residual plots in regression (Q449899) (← links)
• On the least trimmed squares estimator (Q472475) (← links)
• A fast algorithm for robust regression with penalised trimmed squares (Q650724) (← links)
• Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
• Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
• Outliers in official statistics (Q830270) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Resampling methods for variable selection in robust regression (Q951933) (← links)
• Robust regression diagnostics with data transformations (Q957255) (← links)
• Robust learning from bites for data mining (Q1020821) (← links)
• Asymptotics of generalized \(M\)-estimation of regression and scale with fixed carriers, in an approximately linear model (Q1129429) (← links)
• Effect of leverage on the finite sample efficiencies of high breakdown estimators (Q1324565) (← links)
• Unconventional features of positive-breakdown estimators (Q1324567) (← links)
• Robust estimation in structured linear regression (Q1354471) (← links)
• Local and global robustness of regression estimators (Q1361608) (← links)
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics (Q1361648) (← links)
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme (Q1387682) (← links)
• Bias robustness of three median-based regression estimates. (Q1429887) (← links)
• A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
• Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
• On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) (← links)
• Robust trend parameters in a multivariate spatial linear model (Q1875700) (← links)
• Positive-breakdown regression by minimizing nested scale estimators (Q1923438) (← links)
• Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation (Q1970820) (← links)
• Deleting outliers in robust regression with mixed integer programming (Q2508026) (← links)
• Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
• <b><i>Post-hoc</i></b>analyses in multiple regression based on prediction error (Q3161659) (← links)
• Bounded influence nonlinear signed-rank regression (Q3225776) (← links)
• High leverage points and vertical outliers resistant model selection in regression (Q5073782) (← links)
• Robust Model Averaging Method Based on LOF Algorithm (Q6122956) (← links)