Pages that link to "Item:Q1848949"

The following pages link to Bootstrapping robust estimates of regression (Q1848949):

Displaying 36 items.

• Robust variable selection with application to quality of life research (Q261561) (← links)
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
• Robust subsampling (Q738145) (← links)
• A computational approach to nonparametric regression: bootstrapping CMARS method (Q890318) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Fast and robust bootstrap for LTS (Q957149) (← links)
• Robust Box-Cox transformations based on minimum residual autocorrelation (Q959359) (← links)
• Multivariate generalized S-estimators (Q1006669) (← links)
• Fast and robust bootstrap (Q1019492) (← links)
• Robust model selection using fast and robust bootstrap (Q1023882) (← links)
• Globally robust inference for the location and simple linear regression models (Q1417817) (← links)
• Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
• Robust inference for seemingly unrelated regression models (Q1661346) (← links)
• Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
• Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
• Classical and robust regression analysis with compositional data (Q2238072) (← links)
• Robust functional regression based on principal components (Q2274953) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128 (Q2359453) (← links)
• Frequentist standard errors of Bayes estimators (Q2403394) (← links)
• Inference for robust canonical variate analysis (Q2442782) (← links)
• Fast robust estimation of prediction error based on resampling (Q2445765) (← links)
• Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
• The asymptotics of MM-estimators for linear regression with fixed designs (Q2499568) (← links)
• A survey of robust statistics (Q2655553) (← links)
• Classical and robust orthogonal regression between parts of compositional data (Q2953972) (← links)
• Robust estimation and inference for bivariate line-fitting in allometry (Q3013949) (← links)
• Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
• Robust Model Selection with LARS Based on S-estimators (Q3298448) (← links)
• GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
• Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (Q5087940) (← links)
• Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)