Pages that link to "Item:Q1847122"

The following pages link to Robust regression: Asymptotics, conjectures and Monte Carlo (Q1847122):

Displaying 50 items.

• Decomposing Treatment Effect Variation (Q75398) (← links)
• Robust fitting of mixture regression models (Q135710) (← links)
• On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
• Infimal convolution regularisation functionals of BV and \(\mathrm{L}^p\) spaces. I: The finite \(p\) case (Q294403) (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates (Q311288) (← links)
• Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
• High dimensional robust M-estimation: asymptotic variance via approximate message passing (Q343797) (← links)
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
• Parameter estimation for operator scaling random fields (Q391927) (← links)
• Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
• Robust principal component analysis via ES-algorithm (Q395949) (← links)
• A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← links)
• Robust fuzzy regression analysis (Q433071) (← links)
• A note on the behaviour of residual plots in regression (Q449899) (← links)
• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• Least quantile regression via modern optimization (Q482902) (← links)
• The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
• Robust loss reserving in a log-linear model (Q495440) (← links)
• Spectral gradient method for impulse noise removal (Q499691) (← links)
• Adaptive robust regression with continuous Gaussian scale mixture errors (Q508114) (← links)
• Partial identification in statistical matching with misclassification (Q511657) (← links)
• Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
• Robust inference in nonstationary time series models (Q527996) (← links)
• Regression towards the mode (Q528024) (← links)
• On multivariate quantiles under partial orders (Q548551) (← links)
• Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
• Correspondence analysis with least absolute residuals (Q578805) (← links)
• A central limit theorem applicable to robust regression estimators (Q580843) (← links)
• Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
• \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
• Hellinger distance estimation of stationary Gaussian strongly dependent processes (Q640902) (← links)
• M-estimator with asymmetric influence function for estimating the Burr type III parameters with outliers (Q660822) (← links)
• Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model (Q683458) (← links)
• Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals (Q718607) (← links)
• Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)
• A regularized variable selection procedure in additive hazards model with stratified case-cohort design (Q725417) (← links)
• M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (Q745533) (← links)
• Between moving least-squares and moving least-\(\ell_1\) (Q747639) (← links)
• The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (Q760111) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• Are robust estimation methods useful in the structural errors-in- variables model? (Q794087) (← links)
• The strong consistency of M-estimators in linear models (Q795448) (← links)
• Asymptotic relations between L- and M-estimators in the linear model (Q808576) (← links)