Pages that link to "Item:Q4520229"
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The following pages link to Breakdown points of t-type regression estimators (Q4520229):
Displayed 14 items.
- Student-\(t\) censored regression model: properties and inference (Q257454) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- Longitudinal data analysis using \(t\)-type regression. (Q1429889) (← links)
- Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
- The effect of exit strategy on optimal portfolio selection with birandom returns (Q2375443) (← links)
- Robust testing with generalized partial linear models for longitudinal data (Q2480037) (← links)
- The T-type estimate of a class of partially non linear models (Q2807746) (← links)
- A Robust Variable Selection to<i>t</i>-type Joint Generalized Linear Models via Penalized<i>t</i>-type Pseudo-likelihood (Q2821000) (← links)
- Flexible Distributions as an Approach to Robustness: The Skew-t Case (Q2963604) (← links)
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
- Multivariate calibration with robust signal regression (Q5142255) (← links)
- Generalized M-estimation for the accelerated failure time model (Q5739653) (← links)
- Some quantitative relationships between two types of finite sample breakdown point (Q5933623) (← links)