Introduction to robust estimation and hypothesis testing
ANCOVA (analysis of covariance)ANOVA (analysis of variance)comparing quantilesheteroscedasticityoutliersparametric and nonparametric techniquesregression methodsrobust methodsskewed distribution curvaturesoftware R
Central limit and other weak theorems (60F05) Gaussian processes (60G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10)
- Robust Wald-type methods for testing equality between two populations regression parameters: a comparative study under the logistic model
- Detecting a structural change in functional time series using local Wilcoxon statistic
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- Estimating asymptotic variance of M-estimators in ranked set sampling
- Simplified estimation and testing in unbalanced repeated measures designs
- A novel robust approach for analysis of longitudinal data
- Introduction to robust estimation and hypothesis testing
- Robust nonlinear regression: with applications using R
- Robustness theory and application
- Modern statistics for the social and behavioral sciences. A practical introduction
- Robust statistics. Theory and methods (with R)
- Robust Statistical Methods with R
- Improved methods for making inferences about multiple skipped correlations
- scientific article; zbMATH DE number 7383840 (Why is no real title available?)
- A combined bootstrap test for the two-sample location problem
- Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
- A comparison of recent nonparametric methods for testing effects in two-by-two factorial designs
- Comparing the variances or robust measures of scale of two dependent variables
- Removing skewness and kurtosis by transformation when testing for mean equality
- Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
- Impact of Imputation Strategies on Fairness in Machine Learning
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage
- Robust regression: an inferential method for determining which independent variables are most important
- scientific article; zbMATH DE number 2209079 (Why is no real title available?)
- Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
- Distance-based directional depth classifiers: a robustness study
- Nonequivalence of two least-absolute-deviation estimators for mediation effects
- Highly robust training of regularized radial basis function networks.
- Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism
- Estimation of distribution parameters by mean absolute deviations of a truncated distribution using quantile functions
- Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
- A new test for comparing J independent groups by using one-step M-estimator and bootstrap-t
- Quantile-based classification trees for ordinal responses
- Semiparametric estimation for linear regression with symmetric errors
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