Pages that link to "Item:Q1390961"

The following pages link to Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms (Q1390961):

Displaying 29 items.

• Robust estimation and regression with parametric quantile functions (Q111833) (← links)
• Robust fitting of mixtures using the trimmed likelihood estimator (Q135707) (← links)
• Pointwise probability reinforcements for robust statistical inference (Q470187) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← links)
• Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
• Robust regression diagnostics with data transformations (Q957255) (← links)
• Bounding maximum likelihood estimates based on incomplete ordered data (Q959288) (← links)
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data (Q1023535) (← links)
• Multiple outliers detection through reweighted least deviances. (Q1128456) (← links)
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. (Q1408739) (← links)
• Outlier detection in interval data (Q1630889) (← links)
• Robust descriptive discriminant analysis for repeated measures data (Q1927058) (← links)
• Trimmed LASSO regression estimator for binary response data (Q1987665) (← links)
• Integrative survival analysis with uncertain event times in application to a suicide risk study (Q2179942) (← links)
• Outlier detection and robust regression for correlated data (Q2308767) (← links)
• Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
• Derivative-free optimization and neural networks for robust regression (Q3145056) (← links)
• Issues of robustness and high dimensionality in cluster analysis (Q3298582) (← links)
• GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
• (Q4778795) (← links)
• Global non-smooth optimization in robust multivariate regression (Q4924107) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• Robust estimation and variable selection in heteroscedastic linear regression (Q5742594) (← links)
• Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies (Q5881134) (← links)
• Discussion: The forward search: theory and data analysis (Q5971305) (← links)
• Simultaneous feature selection and outlier detection with optimality guarantees (Q6055709) (← links)
• A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering (Q6099134) (← links)
• Minimum covariance determinant and extensions (Q6602189) (← links)
• Robust bivariate error detection in skewed data with application to historical radiosonde winds (Q6625845) (← links)