Pages that link to "Item:Q3753278"
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The following pages link to Some New Estimation Methods for Weighted Regression When There Are Possible Outliers (Q3753278):
Displayed 10 items.
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Linear trimmed means for the linear regression with AR(1) errors model (Q989272) (← links)
- Robust linear regression via bounded influence \(M\)-estimators (Q1190567) (← links)
- Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model (Q1260713) (← links)
- Robust autoregressive estimates using quadratic programming (Q1278983) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- Bounded influence nonlinear signed-rank regression (Q3225776) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)