Pages that link to "Item:Q5667862"
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The following pages link to Robust Estimates of Location: Survey and Advances (Q5667862):
Displaying 50 items.
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
- The use of a common location measure in the invariant coordinate selection and projection pursuit (Q321924) (← links)
- Stability (Q373542) (← links)
- A smoothing principle for the Huber and other location \(M\)-estimators (Q452579) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
- The beta Laplace distribution (Q552987) (← links)
- Mode regression (Q583812) (← links)
- Kinetic theory and Lax equations for shock clustering and Burgers turbulence (Q643717) (← links)
- Convergence of the feasible solution algorithm for least median of squares regression (Q673454) (← links)
- On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
- M-estimators and gnostical estimators for identification of a regression model (Q750398) (← links)
- Robust regression function estimation (Q793460) (← links)
- Are robust estimation methods useful in the structural errors-in- variables model? (Q794087) (← links)
- Quasi-Bayesian estimation of Stigler's data sets (Q804139) (← links)
- The influence curve approach in data envelopment analysis (Q804456) (← links)
- Editorial, special issue on ``Advances in robust statistics'' (Q824960) (← links)
- Outliers in official statistics (Q830270) (← links)
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions (Q885781) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- The impact of Levene's test of equality of variances on statistical theory and practice (Q907960) (← links)
- Robust tests in genome-wide scans under incomplete linkage disequilibrium (Q908129) (← links)
- Peak-insensitive parametric spectrum estimation (Q913429) (← links)
- Redescending \(M\)-estimators (Q935423) (← links)
- Statistical scoring procedures applicable to laboratory performance evaluation (Q947239) (← links)
- Inferences based on multiple skipped correlations (Q956750) (← links)
- Maximum likelihood estimation for Tukey's three corners (Q956972) (← links)
- On a fast, robust estimator of the mode: comparisons to other robust estimators with applications (Q959431) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Asymptotics of the shorth plot (Q988931) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Global robust estimation and its application to GPS positioning (Q1004727) (← links)
- A simple forward selection procedure based on false discovery rate control (Q1018611) (← links)
- Robust directed tests of normality against heavy-tailed alternatives (Q1019899) (← links)
- A reinvestigation of robust scale estimation in finite samples (Q1023867) (← links)
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators (Q1070698) (← links)
- Robust estimation in the linear model with asymmetric error distributions (Q1082742) (← links)
- An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) (← links)
- Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators (Q1110951) (← links)
- Robust identification (Q1138529) (← links)
- Robustness of MML estimators based on censored samples and robust test statistics (Q1143093) (← links)
- Approximate confidence intervals for a robust scale parameter (Q1145965) (← links)
- Large sample properties of Jaeckel's adaptive trimmed mean (Q1162321) (← links)
- Nonparametric estimation of the location and scale parameters based on density estimation (Q1164926) (← links)
- Some asymptotic distributions in the location-scale model (Q1166858) (← links)
- Weak convergence of bounded influence regression estimates with applications to repeated significance testing (Q1169771) (← links)
