Pages that link to "Item:Q1023889"
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The following pages link to An adjusted boxplot for skewed distributions (Q1023889):
Displayed 15 items.
- Infinitesimally robust estimation in general smoothly parametrized models (Q257566) (← links)
- Reducing the mean squared error of quantile-based estimators by smoothing (Q364179) (← links)
- Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions (Q392070) (← links)
- A generalized boxplot for skewed and heavy-tailed distributions (Q464477) (← links)
- Multivariate functional outlier detection (Q497792) (← links)
- Multivariate spatial outlier detection using robust geographically weighted methods (Q745726) (← links)
- Estimation of extreme percentiles in Birnbaum-Saunders distributions (Q901543) (← links)
- Robust PCA for skewed data and its outlier map (Q961420) (← links)
- Partial least squares classification for high dimensional data using the PCOUT algorithm (Q2255855) (← links)
- Shape bias of robust covariance estimators: an empirical study (Q2442689) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Outlier detection for multivariate skew-normal data: a comparative study (Q2862374) (← links)
- Automated Parameters for Troubled-Cell Indicators Using Outlier Detection (Q3460278) (← links)
- Empirical Bayes Estimation in Regression Models with Generalized Skew-Slash Errors (Q4921661) (← links)
- Robust statistical modeling using the Birnbaum‐Saunders‐<i>t</i> distribution applied to insurance (Q5414494) (← links)