Pages that link to "Item:Q1847122"
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The following pages link to Robust regression: Asymptotics, conjectures and Monte Carlo (Q1847122):
Displayed 50 items.
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Outliers in official statistics (Q830270) (← links)
- Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
- Huber-type principal expectile component analysis (Q830604) (← links)
- \(M\)-type penalized splines with auxiliary scale estimation (Q830684) (← links)
- Semiparametric estimation for average causal effects using propensity score-based spline (Q830691) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- Elliptical regression operationalized (Q899928) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators (Q905107) (← links)
- The impact of Levene's test of equality of variances on statistical theory and practice (Q907960) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) (← links)
- Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
- M-estimation of the accelerated failure time model under a convex discrepancy function (Q974513) (← links)
- Efficient M-estimators with auxiliary information (Q989257) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- Relaxed Lasso (Q1020826) (← links)
- A recipe for robust estimation using pseudo data (Q1031778) (← links)
- Accurate confidence intervals in regression analyses of non-normal data (Q1039838) (← links)
- Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) (← links)
- On the robust rank analysis of linear models with nonsymmetric error distributions (Q1069601) (← links)
- Robust estimation in the linear model with asymmetric error distributions (Q1082742) (← links)
- The place of the \(L_ 1\)-norm in robust estimation (Q1091694) (← links)
- An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) (← links)
- Multiple outliers detection through reweighted least deviances. (Q1128456) (← links)
- A comparison between two robust regression estimators by means of robust covariances (Q1129815) (← links)
- Robust identification (Q1138529) (← links)
- The Monte Carlo method (Q1148097) (← links)
- Sequential procedures based on M-estimators with discontinuous score functions (Q1162780) (← links)
- An alternative derivation of aligned rank tests for regression (Q1174647) (← links)
- A note on high-breakdown estimators (Q1174909) (← links)
- Consistent nonparametric estimation of error distributions in linear model (Q1180503) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
- Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) (← links)
- On the optimality of S-estimators (Q1195586) (← links)
- Edgeworth expansions for \(M\)-estimators of a regression parameter (Q1201117) (← links)
- Algorithms for the Huber estimator in multiple regression (Q1242422) (← links)
- Robust autoregressive estimates using quadratic programming (Q1278983) (← links)
- Asymptotic efficient estimation in semiparametric nonlinear regression models (Q1288286) (← links)