Pages that link to "Item:Q3803994"

The following pages link to Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point (Q3803994):

Displayed 16 items.

• Asymptotic relations between L- and M-estimators in the linear model (Q808576) ‎ (← links)
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) ‎ (← links)
• A local breakdown property of robust tests in linear regression (Q1175671) ‎ (← links)
• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) ‎ (← links)
• On the optimality of S-estimators (Q1195586) ‎ (← links)
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators (Q1324556) ‎ (← links)
• Unconventional features of positive-breakdown estimators (Q1324567) ‎ (← links)
• The bias of \(k\)-step M-estimators (Q1336930) ‎ (← links)
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics (Q1361648) ‎ (← links)
• Robust regression with high coverage. (Q1423178) ‎ (← links)
• On the diversity of estimates. (Q1589460) ‎ (← links)
• A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) ‎ (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) ‎ (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) ‎ (← links)
• Breakdown bounds and expected test resistance (Q3432314) ‎ (← links)
• The asymptotics for studentized K-Step M-Estimators of location (Q4865165) ‎ (← links)