Pages that link to "Item:Q2513931"
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The following pages link to On consistency factors and efficiency of robust \(S\)-estimators (Q2513931):
Displaying 13 items.
- S-estimation of hidden Markov models (Q736987) (← links)
- Robust Bayesian regression with the forward search: theory and data analysis (Q1694488) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Monitoring robust regression (Q2452110) (← links)
- Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen (Q2815577) (← links)
- Introducing Prior Information into the Forward Search for Regression (Q2963072) (← links)
- How to Marry Robustness and Applied Statistics (Q2963075) (← links)
- Covariance matrices of S robust regression estimators (Q3390582) (← links)
- Outlier-free merging of homogeneous groups of pre-classified observations under contamination (Q5106986) (← links)
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971031) (← links)
- Reliable Robust Regression Diagnostics (Q6064626) (← links)
- An impartial trimming algorithm for robust circle fitting (Q6113738) (← links)
