Pages that link to "Item:Q1848949"
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The following pages link to Bootstrapping robust estimates of regression (Q1848949):
Displayed 9 items.
- 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)
- Globally robust inference for the location and simple linear regression models (Q1417817) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← 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)
- Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
- Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)