Pages that link to "Item:Q1847122"
From MaRDI portal
The following pages link to Robust regression: Asymptotics, conjectures and Monte Carlo (Q1847122):
Displayed 50 items.
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Confidence intervals based on robust regression (Q1399271) (← links)
- The best constant in the Topchii-Vatutin inequality for martingales. (Q1423077) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- On parameters of increasing dimensions (Q1570293) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
- Fast approximate \(L_\infty\) minimization: speeding up robust regression (Q1623573) (← links)
- An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- Sharpening Wald-type inference in robust regression for small samples (Q1658340) (← links)
- A semiparametric scale-mixture regression model and predictive recursion maximum likelihood (Q1660139) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- Quantile regression for overdispersed count data: a hierarchical method (Q1690081) (← links)
- The Shannon total variation (Q1703959) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Linear mixed model with Laplace distribution (LLMM) (Q1706473) (← links)
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Weak fault detection of tapered rolling bearing based on penalty regularization approach (Q1712040) (← links)
- Subset selection in multiple linear regression in the presence of outlier and multicollinearity (Q1731209) (← links)
- Consistency of M-estimators of nonlinear signal processing models (Q1731423) (← links)
- Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging (Q1736549) (← links)
- Robust Hessian locally linear embedding techniques for high-dimensional data (Q1736797) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images (Q1765621) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) (Q1820539) (← links)
- Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
- Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
- On multivariate quantile regression (Q1869072) (← links)
- Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model (Q1873107) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities (Q1882951) (← links)
- Robust confidence intervals for contrasts based upon a likelihood ratio test (Q1901786) (← links)
- Rank regression for current status data (Q1903171) (← links)
- The landscape of empirical risk for nonconvex losses (Q1991675) (← links)
- Huber's M-estimation-based cubature Kalman filter for an INS/DVL integrated system (Q2004089) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- A phase model using the Huber norm for estimating point spread function under frozen flow hypothesis (Q2033091) (← links)