The following pages link to (Q3998530):
Displayed 50 items.
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- MMLEs are as good as M-estimators or better (Q118833) (← links)
- A von Mises approximation to the small sample distribution of the trimmed mean (Q288100) (← links)
- Quantile versions of the Lorenz curve (Q309552) (← links)
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates (Q333398) (← links)
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations (Q358890) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Robust explicit estimators of Weibull parameters (Q626418) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Robust weighted one-way ANOVA: improved approximation and efficiency (Q861213) (← links)
- Multivariate trimmed means based on the Tukey depth (Q958794) (← links)
- Pairwise comparisons of dependent groups based on medians (Q959382) (← links)
- On a fast, robust estimator of the mode: comparisons to other robust estimators with applications (Q959431) (← links)
- Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal (Q1019111) (← links)
- Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
- Robust analysis of variance: an approach based on the forward search (Q1020192) (← links)
- On rank tests for shift detection in time series (Q1020806) (← links)
- On the robust detection of edges in time series filtering (Q1020908) (← links)
- Robust centroid based classification with minimum error rates for high dimension, low sample size data (Q1021991) (← links)
- Trimming influential observations for improved single-index model estimated sufficient summary plots (Q1023907) (← links)
- Accurate confidence intervals in regression analyses of non-normal data (Q1039838) (← links)
- A quantile-based approach to system selection (Q1041001) (← links)
- Outlier detection by means of robust regression estimators for use in engineering science (Q1048353) (← links)
- Simulations of the Theil-Sen regression estimator with right-censored data (Q1266000) (← links)
- Robust principal component analysis for functional data. (With comments) (Q1302060) (← links)
- Robust and adaptive tests for the two-sample location problem (Q1326790) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- Robust edge detection. (Q1400504) (← links)
- An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality (Q1579528) (← links)
- Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem (Q1591486) (← links)
- Bootstrap tests for robust means of asymmetric distributions with unequal shapes. (Q1603680) (← links)
- Robust inference for generalized linear models with application to logistic regression (Q1612949) (← links)
- Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
- TSVR: an efficient twin support vector machine for regression (Q1784563) (← links)
- Validation of linear regression models (Q1807092) (← links)
- Optimum robust testing in linear models (Q1807108) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- The scaled \(\alpha\)-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions. (Q1871269) (← links)
- A one-way random effects model for trimmed means (Q1901346) (← links)
- The percentage bend correlation coefficient (Q1901369) (← links)
- Sign regularity of a generalized Cauchy kernel with applications (Q1918225) (← links)
- The sample breakdown points of tests (Q1918227) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- ANCOVA: an approach based on a robust heteroscedastic measure of effect size (Q2091338) (← links)
- Statistical inference based on a new weighted likelihood approach (Q2227198) (← links)
- Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity (Q2259780) (← links)
- Data science vs. statistics: two cultures? (Q2329839) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)