Pages that link to "Item:Q1848950"
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The following pages link to A class of robust and fully efficient regression estimators (Q1848950):
Displaying 50 items.
- Generalized method of trimmed moments (Q254204) (← links)
- Consistency, efficiency and robustness of conditional disparity methods (Q265273) (← links)
- Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (Q497850) (← links)
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood (Q499439) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- A fast algorithm for robust regression with penalised trimmed squares (Q650724) (← links)
- Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Efficient robust estimation of time-series regression models. (Q834023) (← links)
- An entropy-like estimator for robust parameter identification (Q845427) (← links)
- Robust regression credibility: The influence function approach (Q939364) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Robust estimators in semiparametric partly linear regression models. (Q1429888) (← links)
- Adaptively truncated maximum likelihood regression with asymmetric errors. (Q1429890) (← links)
- High finite-sample efficiency and robustness based on distance-constrained maximum likelihood (Q1623799) (← links)
- Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
- Robust estimators of accelerated failure time regression with generalized log-gamma errors (Q1658482) (← links)
- Robust regression estimation and inference in the presence of cellwise and casewise contamination (Q1659174) (← links)
- Robust adaptive estimators for binary regression models (Q1772675) (← links)
- A class of robust and fully efficient regression estimators (Q1848950) (← links)
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
- Implicitly weighted methods in robust image analysis (Q1932999) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- Robust multivariate estimation based on statistical depth filters (Q2074682) (← links)
- Penalized unimodal spline density estimation with application to \(M\)-estimation (Q2112259) (← links)
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
- A new Bayesian approach to robustness against outliers in linear regression (Q2226686) (← links)
- Statistical inference based on a new weighted likelihood approach (Q2227198) (← links)
- A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter (Q2273152) (← links)
- Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
- One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Optimal robust estimates using the Hellinger distance (Q2442781) (← links)
- Statistical inference based on robust low-rank data matrix approximation (Q2448728) (← links)
- A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
- High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
- Formulas for the Exact LMS and LQS Estimators (Q2903839) (← links)
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis (Q2965569) (← links)
- Derivative-free optimization and neural networks for robust regression (Q3145056) (← links)
- Minimizing Sum of Truncated Convex Functions and Its Applications (Q3391176) (← links)
- Robust and Accurate Inference via a Mixture of Gaussian and Student’s <i>t</i> Errors (Q3391251) (← links)
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
- Robust variable selection in the logistic regression model (Q5071994) (← links)
