Pages that link to "Item:Q1023889"

The following pages link to An adjusted boxplot for skewed distributions (Q1023889):

Displaying 50 items.

• Imbalanced regression and extreme value prediction (Q80300) (← links)
• Robust archetypoids for anomaly detection in big functional data (Q135720) (← links)
• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• Infinitesimally robust estimation in general smoothly parametrized models (Q257566) (← links)
• Constrained test in linear models with multivariate power exponential distribution (Q333396) (← links)
• Reducing the mean squared error of quantile-based estimators by smoothing (Q364179) (← links)
• Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions (Q392070) (← links)
• A generalized boxplot for skewed and heavy-tailed distributions (Q464477) (← links)
• Multivariate functional outlier detection (Q497792) (← links)
• \(k\)-boxplots for mixture data (Q725674) (← links)
• Robust estimators in semi-functional partial linear regression models (Q730425) (← links)
• Multivariate spatial outlier detection using robust geographically weighted methods (Q745726) (← links)
• Robust functional principal components for sparse longitudinal data (Q824965) (← links)
• Estimation of extreme percentiles in Birnbaum-Saunders distributions (Q901543) (← links)
• Robust PCA for skewed data and its outlier map (Q961420) (← links)
• On diagnostics in double generalized linear models (Q1615127) (← links)
• A new Pareto-type distribution with applications in reliability and income data (Q1619590) (← links)
• Box-Cox symmetric distributions and applications to nutritional data (Q1622111) (← links)
• Functional factorial \(K\)-means analysis (Q1623660) (← links)
• A family of autoregressive conditional duration models applied to financial data (Q1623666) (← links)
• Quantile regression for overdispersed count data: a hierarchical method (Q1690081) (← links)
• Enhanced robustness of the hybrid compact-WENO finite difference scheme for hyperbolic conservation laws with multi-resolution analysis and Tukey's boxplot method (Q1691393) (← links)
• A new non-parametric detector of univariate outliers for distributions with unbounded support (Q1693607) (← links)
• Robust sieve estimators for functional canonical correlation analysis (Q1733269) (← links)
• Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
• An adjusted Grubbs' and generalized extreme studentized deviation (Q2075492) (← links)
• Bucket plot: a visual tool for skewness and kurtosis comparisons (Q2083417) (← links)
• A simple and useful regression model for fitting count data (Q2084721) (← links)
• Robust functional principal component analysis based on a new regression framework (Q2102971) (← links)
• Detecting and classifying outliers in big functional data (Q2103860) (← links)
• Generalized log-gamma additive partial linear models with P-spline smoothing (Q2110351) (← links)
• Estimation and computations for Gaussian mixtures with uniform noise under separation constraints (Q2152202) (← links)
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (Q2183770) (← links)
• A class of asymmetric regression models for left-censored data (Q2233639) (← links)
• Partial least squares classification for high dimensional data using the PCOUT algorithm (Q2255855) (← links)
• Component-wise outlier detection methods for robustifying multivariate functional samples (Q2306882) (← links)
• On a new class of skewed Birnbaum-Saunders models (Q2321798) (← links)
• Box-Cox \(t\) random intercept model for estimating usual nutrient intake distributions (Q2324285) (← links)
• Multivariate and functional classification using depth and distance (Q2418318) (← links)
• Shape bias of robust covariance estimators: an empirical study (Q2442689) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Quantum tomography benchmarking (Q2685649) (← links)
• Outlier detection for multivariate skew-normal data: a comparative study (Q2862374) (← links)
• Automated Parameters for Troubled-Cell Indicators Using Outlier Detection (Q3460278) (← links)
• A tutorial on how to do a Mokken scale analysis on your test and questionnaire data (Q4614743) (← links)
• Empirical Bayes Estimation in Regression Models with Generalized Skew-Slash Errors (Q4921661) (← links)
• (Q4997513) (← links)
• A Robustification of the Chain-Ladder Method (Q5029068) (← links)
• On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution (Q5036635) (← links)
• Evaluation of robust outlier detection methods for zero-inflated complex data (Q5037099) (← links)