Pages that link to "Item:Q1378822"
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The following pages link to Optimal locally robust M-estimates of regression (Q1378822):
Displaying 15 items.
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression (Q997368) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Bias robustness of three median-based regression estimates. (Q1429887) (← links)
- Sharpening Wald-type inference in robust regression for small samples (Q1658340) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals (Q1880269) (← links)
- Monitoring robust regression (Q2452110) (← links)
- On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
- A robust proposal of estimation for the sufficient dimension reduction problem (Q2666070) (← links)
- Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
- A novel robust control chart for monitoring multiple linear profiles in phase II (Q5055117) (← links)
- Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
