scientific article

zbMath0706.62037MaRDI QIDQ3998530

Simon J. Sheather, R. G. jun. Staudte

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric tolerance and confidence regions (62G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (92)

Automatic bandwidth selection in robust nonparametric regression ⋮ Robust inference for generalized linear models with application to logistic regression ⋮ \(M\)-estimators for regression with changing scale ⋮ Robust and adaptive tests for the two-sample location problem ⋮ A combined bootstrap test for the two-sample location problem ⋮ An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means ⋮ Perturbed robust linear estimating equations for confidentiality protection in remote analysis ⋮ The main contributions of robust statistics to statistical science and a new challenge ⋮ Post-hocanalyses in multiple regression based on prediction error ⋮ A von Mises approximation to the small sample distribution of the trimmed mean ⋮ A Re-Weighted Least Squares Method for Robust Regression Estimation ⋮ Quantile versions of the Lorenz curve ⋮ Robust williams trent test ⋮ A one-way random effects model for trimmed means ⋮ The percentage bend correlation coefficient ⋮ ANCOVA: a heteroscedastic global test when there is curvature and two covariates ⋮ Robust inference by influence functions ⋮ Robust weighted one-way ANOVA: improved approximation and efficiency ⋮ Estimating extreme tail risk measures with generalized Pareto distribution ⋮ A note on least squares sensitivity in single-index model estimation and the benefits of response transformations ⋮ Sign regularity of a generalized Cauchy kernel with applications ⋮ The sample breakdown points of tests ⋮ Comparing J independent groups with a method based on trimmed means ⋮ Interval estimators for ratios of independent quantiles and interquantile ranges ⋮ The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters ⋮ Robust edge detection. ⋮ Characteristic function-based hypothesis tests under weak dependence ⋮ Robust explicit estimators of Weibull parameters ⋮ Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency ⋮ Some Results on the Tukey‐Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed ⋮ Robustness of the Standard Deviation and Other Measures of Dispersion ⋮ Three Multiple Comparison Procedures for Trimmed Means ⋮ Comparison of estimation methods for the finite population mean in simple random sampling: symmetric super-populations ⋮ The total bootstrap median: a robust and efficient estimator of location and scale for small samples ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Robust panel unit root tests for cross-sectionally dependent multiple time series ⋮ Credibility theory based on trimming ⋮ Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage ⋮ Robust regression: an inferential method for determining which independent variables are most important ⋮ Statistical inference based on a new weighted likelihood approach ⋮ Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Pairwise comparisons of dependent groups based on medians ⋮ On a fast, robust estimator of the mode: comparisons to other robust estimators with applications ⋮ Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity ⋮ Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators ⋮ A regression model selection criterion based on bootstrap bumping for use with resistant fitting. ⋮ Robustness and the robust estimate ⋮ Robustness and power of modified Lepage, Kolmogorov-Smirnov and Crame´r-von Mises two-sample tests ⋮ Multiple comparisons based on a modified one-step M-estimator ⋮ Studentized bootstrap confidence intervals based onM-estimates ⋮ Symmetric quantiles and their applications ⋮ Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality ⋮ A simple and efficient method for finding the closest generalized lambda distribution to a specific model ⋮ Robust estimation and regression with parametric quantile functions ⋮ TSVR: an efficient twin support vector machine for regression ⋮ On robustness in risk theory ⋮ MMLEs are as good as M-estimators or better ⋮ Pairwise comparisons of trimmed means for two or more groups ⋮ Robust Testing Procedures in Heteroscedastic Linear Models ⋮ The p-value Line: A Way to Choose from Different Test Results ⋮ An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models ⋮ Credible risk measures with applications in actuarial sciences and finance ⋮ Validation of linear regression models ⋮ Optimum robust testing in linear models ⋮ Influence Functions for Sliced Inverse Regression ⋮ Simulations of the Theil-Sen regression estimator with right-censored data ⋮ Robust and efficient estimation of the mode of continuous data: the mode as a viable measure of central tendency ⋮ Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal ⋮ Nonparametric and robust methods. (Editorial) ⋮ Robust analysis of variance: an approach based on the forward search ⋮ On rank tests for shift detection in time series ⋮ On the robust detection of edges in time series filtering ⋮ Robust centroid based classification with minimum error rates for high dimension, low sample size data ⋮ A Note on Testing Hypotheses about Trimmed Means ⋮ Trimming influential observations for improved single-index model estimated sufficient summary plots ⋮ A robust Sharpe ratio ⋮ Approximate transformation trimmed mean methods to the test of simple linear regression slope equality ⋮ Accurate confidence intervals in regression analyses of non-normal data ⋮ A quantile-based approach to system selection ⋮ An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality ⋮ Data science vs. statistics: two cultures? ⋮ Outlier detection by means of robust regression estimators for use in engineering science ⋮ ANCOVA: an approach based on a robust heteroscedastic measure of effect size ⋮ Robust principal component analysis for functional data. (With comments) ⋮ Nonparametric analysis of covariance. ⋮ Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem ⋮ An adaptive two-sample location-scale test of lepage type for symmetric distributions ⋮ Robust analogs to the coefficient of variation ⋮ Simulation results on extensions of the theil-sen regression estimator ⋮ Bootstrap tests for robust means of asymmetric distributions with unequal shapes. ⋮ The scaled \(\alpha\)-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions.

This page was built for publication: