Pages that link to "Item:Q477987"

The following pages link to Fast calibrations of the forward search for testing multiple outliers in regression (Q477987):

Displaying 11 items.

• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• New robust dynamic plots for regression mixture detection (Q481921) (← links)
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS (Q693263) (← links)
• Density estimation of a unimodal continuous distribution in the presence of outliers (Q1787820) (← links)
• Robust analysis of default intensity (Q1927110) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Detecting atypical observations in financial data: the forward search for elliptical copulas (Q2442791) (← links)
• A diagnostic method for simultaneous feature selection and outlier identification in linear regression (Q2445773) (← links)
• Robust model selection with flexible trimming (Q2445783) (← links)
• The forward search: theory and data analysis (Q2511326) (← links)
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression (Q6163486) (← links)