Pages that link to "Item:Q1600727"

The following pages link to A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727):

Displaying 26 items.

• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757) (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
• A robust version of the hurdle model (Q619790) (← links)
• One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic (Q764475) (← links)
• Robust estimation of dimension reduction space (Q1010389) (← links)
• Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) (← links)
• Robust variable selection through MAVE (Q1800060) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
• DELETE-2 AND DELETE-3 JACKKNIFE PROCEDURES FOR UNMASKING IN REGRESSION (Q2810411) (← links)
• Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
• Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen (Q2815582) (← links)
• Valid Inference Corrected for Outlier Removal (Q3391429) (← links)
• Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression (Q4580419) (← links)
• Asymptotic properties of one-step <i>M</i>-estimators (Q5076887) (← links)
• One-step<i>M</i>-estimators: Jones and Faddy's skewed<i>t</i>-distribution (Q5129051) (← links)
• Robust fitting of hidden Markov regression models under a longitudinal setting (Q5219389) (← links)
• Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
• Heteroscedasticity testing after outlier removal (Q5861048) (← links)
• Discussion: The forward search: theory and data analysis (Q5971304) (← links)
• Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
• Robust and flexible inference for the covariate-specific receiver operating characteristic curve (Q6628264) (← links)