Pages that link to "Item:Q4031152"

The following pages link to On One-Step GM Estimates and Stability of Inferences in Linear Regression (Q4031152):

Displayed 50 items.

• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) ‎ (← links)
• Robust ridge estimator in restricted semiparametric regression models (Q272065) ‎ (← links)
• Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757) ‎ (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) ‎ (← links)
• A note on the behaviour of residual plots in regression (Q449899) ‎ (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) ‎ (← links)
• On the least trimmed squares estimator (Q472475) ‎ (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) ‎ (← links)
• On the weighted multivariate Wilcoxon rank regression estimate (Q534429) ‎ (← links)
• A resampling design for computing high-breakdown regression (Q689489) ‎ (← links)
• High-breakdown robust multivariate methods (Q900488) ‎ (← links)
• Uniform asymptotics for S- and MM-regression estimators (Q907023) ‎ (← links)
• Robust regression diagnostics with data transformations (Q957255) ‎ (← links)
• Robustness of reweighted least squares kernel based regression (Q1049548) ‎ (← links)
• Asymptotics of generalized \(M\)-estimation of regression and scale with fixed carriers, in an approximately linear model (Q1129429) ‎ (← links)
• A local breakdown property of robust tests in linear regression (Q1175671) ‎ (← links)
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators (Q1324556) ‎ (← links)
• Desirable properties, breakdown and efficiency in the linear regression model (Q1324560) ‎ (← links)
• Effect of leverage on the finite sample efficiencies of high breakdown estimators (Q1324565) ‎ (← links)
• Unconventional features of positive-breakdown estimators (Q1324567) ‎ (← links)
• On robust logistic case-control studies with response-dependent weights (Q1344183) ‎ (← links)
• An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) ‎ (← links)
• Robust estimation in structured linear regression (Q1354471) ‎ (← links)
• Robust inference by influence functions (Q1361607) ‎ (← links)
• Local and global robustness of regression estimators (Q1361608) ‎ (← links)
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics (Q1361648) ‎ (← links)
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme (Q1387682) ‎ (← links)
• Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms (Q1390961) ‎ (← links)
• On the computation and efficiency of a HBP-GM estimator some simulation results (Q1391324) ‎ (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) ‎ (← links)
• Bias robustness of three median-based regression estimates. (Q1429887) ‎ (← links)
• Longitudinal data analysis using \(t\)-type regression. (Q1429889) ‎ (← links)
• Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) ‎ (← links)
• On the diversity of estimates. (Q1589460) ‎ (← links)
• A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) ‎ (← links)
• A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) ‎ (← links)
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) ‎ (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) ‎ (← links)
• Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) ‎ (← links)
• On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) ‎ (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) ‎ (← links)
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) ‎ (← links)
• Combining locally and globally robust estimates for regression (Q1873100) ‎ (← links)
• Robust trend parameters in a multivariate spatial linear model (Q1875700) ‎ (← links)
• Breakdown points for designed experiments (Q1895368) ‎ (← links)
• Positive-breakdown regression by minimizing nested scale estimators (Q1923438) ‎ (← links)
• Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation (Q1970820) ‎ (← links)
• An efficient Gehan-type estimation for the accelerated failure time model with clustered and censored data (Q2074084) ‎ (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) ‎ (← links)
• Robustness by reweighting for kernel estimators: an overview (Q2075710) ‎ (← links)