Pages that link to "Item:Q265297"
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The following pages link to Analysis of the forward search using some new results for martingales and empirical processes (Q265297):
Displayed 14 items.
- Robust methods for heteroskedastic regression (Q1658742) (← links)
- Robust Bayesian regression with the forward search: theory and data analysis (Q1694488) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes'' (Q2325328) (← links)
- The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
- Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815584) (← links)
- Introducing Prior Information into the Forward Search for Regression (Q2963072) (← links)
- How to Marry Robustness and Applied Statistics (Q2963075) (← links)
- Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)