The following pages link to (Q3497944):
Displayed 10 items.
- Reducing the mean squared error of quantile-based estimators by smoothing (Q364179) (← links)
- Goodness-of-fit tests based on a robust measure of skewness (Q626221) (← links)
- Robust measures of tail weight (Q959200) (← links)
- Nonparametric multivariate descriptive measures based on spatial quantiles (Q1877835) (← links)
- Bucket plot: a visual tool for skewness and kurtosis comparisons (Q2083417) (← links)
- L-logistic regression models: prior sensitivity analysis, robustness to outliers and applications (Q2318624) (← links)
- Quantum tomography benchmarking (Q2685649) (← links)
- Robust inference for skewed data in health sciences (Q5865434) (← links)
- Penalized power properties of the normality tests in the presence of outliers (Q6050488) (← links)
- Assessing skewness in financial markets (Q6068052) (← links)