The following pages link to (Q3998530):
Displayed 42 items.
- Perturbed robust linear estimating equations for confidentiality protection in remote analysis (Q2361456) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators (Q2488395) (← links)
- Pairwise comparisons of trimmed means for two or more groups (Q2511842) (← links)
- Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
- The p-value Line: A Way to Choose from Different Test Results (Q2805793) (← links)
- An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models (Q2808107) (← links)
- A Re-Weighted Least Squares Method for Robust Regression Estimation (Q2903217) (← links)
- An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means (Q3155679) (← links)
- <b><i>Post-hoc</i></b>analyses in multiple regression based on prediction error (Q3161659) (← links)
- Robustness and power of modified Lepage, Kolmogorov-Smirnov and Crame´r-von Mises two-sample tests (Q3591753) (← links)
- Multiple comparisons based on a modified one-step M-estimator (Q3591894) (← links)
- Studentized bootstrap confidence intervals based on<i>M</i>-estimates (Q3592000) (← links)
- Symmetric quantiles and their applications (Q3592620) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Simulation results on extensions of the theil-sen regression estimator (Q4232111) (← links)
- Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups (Q4369716) (← links)
- Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality (Q4407099) (← links)
- Robust and efficient estimation of the mode of continuous data: the mode as a viable measure of central tendency (Q4453888) (← links)
- Approximate transformation trimmed mean methods to the test of simple linear regression slope equality (Q4463299) (← links)
- An adaptive two-sample location-scale test of lepage type for symmetric distributions (Q4500667) (← links)
- Automatic bandwidth selection in robust nonparametric regression (Q4519155) (← links)
- Robust williams trent test (Q4550627) (← links)
- A Note on Testing Hypotheses about Trimmed Means (Q4717727) (← links)
- Some Results on the Tukey‐Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed (Q4862373) (← links)
- Robustness of the Standard Deviation and Other Measures of Dispersion (Q4862384) (← links)
- Three Multiple Comparison Procedures for Trimmed Means (Q4865264) (← links)
- A combined bootstrap test for the two-sample location problem (Q5033973) (← links)
- Comparing J independent groups with a method based on trimmed means (Q5084749) (← links)
- Interval estimators for ratios of independent quantiles and interquantile ranges (Q5086366) (← links)
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters (Q5107352) (← links)
- Comparison of estimation methods for the finite population mean in simple random sampling: symmetric super-populations (Q5124847) (← links)
- The total bootstrap median: a robust and efficient estimator of location and scale for small samples (Q5130250) (← links)
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage (Q5138727) (← links)
- Robust regression: an inferential method for determining which independent variables are most important (Q5139088) (← links)
- A simple and efficient method for finding the closest generalized lambda distribution to a specific model (Q5193309) (← links)
- Influence Functions for Sliced Inverse Regression (Q5467700) (← links)
- Robust analogs to the coefficient of variation (Q5861247) (← links)
- A regression model selection criterion based on bootstrap bumping for use with resistant fitting. (Q5940722) (← links)
- Robustness and the robust estimate (Q5941593) (← links)
- On robustness in risk theory (Q5956044) (← links)