Pages that link to "Item:Q1568279"
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The following pages link to Breakdown points and variation exponents of robust \(M\)-estimators in linear models (Q1568279):
Displaying 15 items.
- Data depth for simple orthogonal regression with application to crack orientation (Q641760) (← links)
- Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators (Q905107) (← links)
- Outlier robust corner-preserving methods for reconstructing noisy images (Q997375) (← links)
- Robust signal extraction for on-line monitoring data. (Q1429876) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Tail behavior of the least-squares estimator (Q1612945) (← links)
- Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Explaining the seismic moment of large earthquakes by heavy and extremely heavy tailed models (Q1761420) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- A constrained-optimization based half-quadratic algorithm for robustly Fitting sets of linearly parametrized curves (Q2442764) (← links)
- A Revisited Half-Quadratic Approach for Simultaneous Robust Fitting of Multiple Curves (Q3612843) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- Asymptotic and Finite-Sample Properties in Statistical Estimation (Q5272957) (← links)
- M-estimation for linear models with exchangeable errors (Q6667621) (← links)
