Pages that link to "Item:Q3909857"

The following pages link to Trimmed Least Squares Estimation in the Linear Model (Q3909857):

Displaying 50 items.

• Robust estimation and regression with parametric quantile functions (Q111833) (← links)
• Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
• Valuating residential real estate using parametric programming (Q439341) (← links)
• Pointwise probability reinforcements for robust statistical inference (Q470187) (← links)
• A note on L-estimates for linear models (Q580842) (← links)
• Local linear spatial quantile regression (Q605017) (← links)
• Finite-sample distribution of regression quantiles (Q613188) (← links)
• Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
• Robust penalized quantile regression estimation for panel data (Q736536) (← links)
• Sequential estimation in regression models using analogues of trimmed means (Q753363) (← links)
• Trimmed slope estimates for simple linear regression (Q756333) (← links)
• Empirical regression quantile processes. (Q778555) (← links)
• Regression quantiles and trimmed least squares estimator in the nonlinear regression model (Q804171) (← links)
• A p-subset property of \(L_ 1\) and regression quantile estimates (Q804175) (← links)
• Asymptotic relations between L- and M-estimators in the linear model (Q808576) (← links)
• Local linear quantile estimation for nonstationary time series (Q834360) (← links)
• Hierarchical linear regression models for conditional quantiles (Q870725) (← links)
• Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
• Peak-insensitive parametric spectrum estimation (Q913429) (← links)
• Testing for parameter stability in quantile regression models (Q952875) (← links)
• Linear trimmed means for the linear regression with AR(1) errors model (Q989272) (← links)
• Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
• Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
• A note on Levene's tests for equality of variances (Q1065481) (← links)
• Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
• Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
• On M-methods in growth curve analysis with asymmetric errors (Q1200658) (← links)
• Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
• Pairwise difference estimators of censored and truncated regression models (Q1341196) (← links)
• Classifying and controlling errors in forecasting using multiple criteria goal programming (Q1342305) (← links)
• Local and global robustness of regression estimators (Q1361608) (← links)
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics (Q1361648) (← links)
• Adaptive choice of trimming proportion in trimmed least-squares estimation. (Q1380584) (← links)
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme (Q1387682) (← links)
• A comparative study of some robust methods for coefficient-estimation in linear regression (Q1391996) (← links)
• A random least-trimmed-squares identification algorithm (Q1400949) (← links)
• On local influence for elliptical linear models (Q1567080) (← links)
• Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
• Glejser's test revisited (Q1580345) (← links)
• On the diversity of estimates. (Q1589460) (← links)
• A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
• Tests for structural break in quantile regressions (Q1633260) (← links)
• Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model (Q1771293) (← links)
• Linear regression models with slash-elliptical errors (Q1800085) (← links)
• Quadratic mode regression (Q1801409) (← links)