Pages that link to "Item:Q5940888"
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The following pages link to Econometric applications of high-breakdown robust regression techniques (Q5940888):
Displayed 15 items.
- Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
- Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
- Robust regression diagnostics with data transformations (Q957255) (← links)
- A resistant learning procedure for coping with outliers (Q987487) (← links)
- Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data (Q1023535) (← links)
- Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
- Robust tests for normality of errors in regression models (Q1927718) (← links)
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation (Q2087410) (← links)
- Robust estimation of dynamic fixed-effects panel data models (Q2442685) (← links)
- Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
- Robust Estimation with Discrete Explanatory Variables (Q3298738) (← links)
- Valid Inference Corrected for Outlier Removal (Q3391429) (← links)
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics (Q3615075) (← links)
- Robust estimators for the fixed effects panel data model (Q5433622) (← links)