The following pages link to (Q3723487):
Displaying 50 items.
- Invariant Co-Ordinate Selection (Q82621) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics (Q104865) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- MMLEs are as good as M-estimators or better (Q118833) (← links)
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Robust fitting of mixtures using the trimmed likelihood estimator (Q135707) (← links)
- Robust fitting of mixture regression models (Q135710) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules (Q147964) (← links)
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- Robust approximate Bayesian inference (Q151900) (← links)
- A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Snipping for robust \(k\)-means clustering under component-wise contamination (Q260978) (← links)
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- On the Schoenberg transformations in data analysis: theory and illustrations (Q263290) (← links)
- Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
- Robust efficient method of moments (Q265015) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Influence analysis of robust Wald-type tests (Q272063) (← links)
- Weighted \(M\)-estimators for multivariate clustered data (Q273770) (← links)
- Testing composite null hypotheses based on \(S\)-divergences (Q277266) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- Accounting for contamination and outliers in covariates for open population capture-recapture models (Q286477) (← links)
- A von Mises approximation to the small sample distribution of the trimmed mean (Q288100) (← links)
- Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
- Income distribution and inequality measurement: the problem of extreme values (Q289196) (← links)
- Partial identification of probability distributions with misclassified data (Q292139) (← links)
- Generalized maximum entropy analysis of the linear simultaneous equations model (Q296445) (← links)
- Quantile versions of the Lorenz curve (Q309552) (← links)
- On the robustness of regularized pairwise learning methods based on kernels (Q325147) (← links)
- A framework for analyzing the robustness of movement models to variable step discretization (Q329358) (← links)
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates (Q333398) (← links)
- Robustness of movement models: can models bridge the gap between temporal scales of data sets and behavioural processes? (Q338370) (← links)
- Asymptotic normality of DHD estimators in a partially linear model (Q345349) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Low-order control-oriented modeling of piezoelectric actuator using Huberian function with low threshold: pseudolinear and neural network models (Q347300) (← links)
- Strategies for securing evidence through model criticism (Q351161) (← links)
- Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
- Robustness of sign tests in autoregression (Q355271) (← links)
- Robustness of GM-tests in autoregression against outliers (Q355295) (← links)
- Asymptotic properties of weighted M-estimators for clustered data (Q367202) (← links)
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
- Stability (Q373542) (← links)
