Pages that link to "Item:Q2500649"
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The following pages link to Least trimmed squares in nonlinear regression under dependence (Q2500649):
Displaying 17 items.
- Generalized method of trimmed moments (Q254204) (← links)
- Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- A comparison of robust estimators based on two types of trimming (Q734449) (← links)
- Efficient robust estimation of time-series regression models. (Q834023) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
- Continuity and differentiability of regression M functionals (Q1932230) (← links)
- Robust inference for nonlinear regression models (Q2273158) (← links)
- One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models (Q5106841) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- Trimmed likelihood estimators for lifetime experiments and their influence functions (Q5739680) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)