Matías Salibián Barrera

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Person:406545

Available identifiers

zbMath Open salibian-barrera.matiasMaRDI QIDQ406545

List of research outcomes





PublicationDate of PublicationType
Methods for preferential sampling in geostatistics2024-11-21Paper
Using artificial censoring to improve extreme tail quantile estimates2024-11-20Paper
Tree-based boosting with functional data2024-07-05Paper
Robust functional principal components for sparse longitudinal data2021-12-16Paper
Robust boosting for regression problems2021-05-07Paper
Robust estimation for semi-functional linear regression models2021-05-07Paper
Robust boosting for regression problems2021-01-01Paper
Robust Model Selection with LARS Based on S-estimators2020-07-14Paper
https://portal.mardi4nfdi.de/entity/Q52163702020-02-17Paper
Robust elastic net estimators for variable selection and identification of proteomic biomarkers2020-01-31Paper
Modelling Ocean temperatures from bio-probes under preferential sampling2019-08-15Paper
Robust Statistics2019-03-13Paper
A probabilistic method for detecting multivariate extreme outliers2018-09-24Paper
Robust tests for linear regression models based on \(\tau\)-estimates2018-08-15Paper
Robust estimators for additive models using backfitting2018-01-05Paper
S-Estimators for Functional Principal Component Analysis2017-10-13Paper
Uniform asymptotics for S- and MM-regression estimators2016-02-01Paper
A characterization of elliptical distributions and some optimality properties of principal components for functional data2014-09-08Paper
Globally robust confidence intervals for simple linear regression2014-04-14Paper
An Outlier-Robust Fit for Generalized Additive Models With Applications to Disease Outbreak Detection2011-10-28Paper
Finding approximate solutions to combinatorial problems with very large data sets using BIRCH2010-04-06Paper
Robust model selection using fast and robust bootstrap2009-06-16Paper
Fast and robust bootstrap2009-06-02Paper
Weighted quantile regression with nonelliptically structured covariates2009-05-22Paper
On tests for multivariate normality and associated simulation studies2008-03-28Paper
High breakdown point robust regression with censored data2008-03-12Paper
Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap2007-08-20Paper
Discussion: Conditional growth charts2007-02-22Paper
The asymptotics of MM-estimators for linear regression with fixed designs2006-08-14Paper
Bootstrapping MM-estimators for linear regression with fixed designs2006-06-30Paper
Estimating the \(p\)-values of robust tests for the linear model2005-02-23Paper
Uniform asymptotics for robust location estimates when the scale is unknown2004-09-15Paper
https://portal.mardi4nfdi.de/entity/Q44562732004-03-16Paper
Globally robust inference for the location and simple linear regression models2004-01-06Paper
Bootstrapping robust estimates of regression2002-11-14Paper
Improving bias-robustness of regression estimates through projections2000-07-25Paper

Research outcomes over time

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