Efficient Bounded-Influence Regression Estimation
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(66)- Fast and robust bootstrap
- Robust AIC with high breakdown scale estimate
- Bounded-influence estimators for the Tobit model
- A Monte Carlo comparison of several high breakdown and efficient estimators
- Robust regression through robust covariances
- Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model
- Robust mixture regression modeling based on the generalized M (GM)-estimation method
- Contamination games in a robust k–sample model
- Robust m-estimators
- Are robust estimators truly robust in practice
- On robust logistic case-control studies with response-dependent weights
- Optimal locally robust M-estimates of regression
- Robust autoregressive estimates using quadratic programming
- Minimax weights for generalised M-estimation in biased regression models
- Exponential method of estimation in sampling theory under robust quantile regression methods
- Robust estimation of matrix-valued time series autoregressive model
- Robust regression diagnostics with data transformations
- A biased-robust regression technique for the combined outlier-multicollinearity problem
- Robust clusterwise linear regression through trimming
- Robust penalized logistic regression with truncated loss functions
- Growth, income distribution, and democracy: what the data say
- High leverage points and vertical outliers resistant model selection in regression
- Methods for recursive robust estimation of AR parameters
- A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
- Change-of-variance sensitivities in regression analysis
- Applications of the jackknife procedure in ridge regression
- Robust Regression with Asymmetric Heavy-Tail Noise Distributions
- Algorithms for bounded-influence estimation
- Robust inference by influence functions
- Influence diagnostics for censored regression models
- Restricted M-estimation
- Poisson regression diagnostics with ridge estimation
- Optimum robust testing in linear models
- Generalized linear modeling methods for selection component experiments
- Trimmed slope estimates for simple linear regression
- Weak convergence of bounded influence regression estimates with applications to repeated significance testing
- Robust weighted LAD regression
- Influence re-weighted g-estimation
- Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments
- A note on high-breakdown estimators
- Bounded influence nonlinear signed-rank regression
- Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
- Robust mixture regression using the \(t\)-distribution
- Deleting outliers in robust regression with mixed integer programming
- Functional stability of one-step GM-estimators in approximately linear regression
- Linear trimmed means for the linear regression with AR(1) errors model
- A gm estimation of the location parameters in a spatial linear model
- Robust linear regression via bounded influence M-estimators
- Robust change detection for large-scale data streams
- A note on the computation of robust, bounded influence estimates and test statistics in regression
- Robust estimation in certain heteroscedastic linear models when there are many parameters
- Robust estimation for the Weibull process applied to eruption records
- Scale calibration for high-dimensional robust regression
- scientific article; zbMATH DE number 4064318 (Why is no real title available?)
- Models as approximations. I. Consequences illustrated with linear regression
- Robust estimators for simultaneous equations models
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- Some small-sample results on a bounded influence rank regression method
- Adaptive robust regression with continuous Gaussian scale mixture errors
- High-breakdown robust multivariate methods
- Robust estimators in semiparametric partly linear regression models.
- M-methods in growth curve analysis
- Optimal B-robust estimators for the parameters of the power Lindley distribution
- Robust versus classical detection of atypical data
- Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
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