Applied regression analysis bibliography update 1994-97 (Q4216805)

scientific article; zbMATH DE number 1218322

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English	Applied regression analysis bibliography update 1994-97	scientific article; zbMATH DE number 1218322

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title

Applied regression analysis bibliography update 1994-97 (English)

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zbMATH Open document ID

1107.62341

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DOI

10.1080/03610929808832244

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author

Norman R. Draper

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published in

Communications in Statistics - Theory and Methods

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publication date

8 December 1998

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610929808832244

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Informative Drop-Out in Longitudinal Data Analysis

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Q4294652

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Q4425809

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Advances in GLIM and statistical modelling. Proceedings of the GLIM '92 conference and the 7th international workshop on statistical modelling, Munich, Germany, 13-17 July, 1992

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Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl

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The bootstrap and Edgeworth expansion

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Applying Generalized Linear Models

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Q4382643

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Q4795591

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Robust asymptotic statistics

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Robust statistics, data analysis, and computer intensive methods. In honor of Peter Huber's 60th birthday

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Q4338926

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Logistic regression with missing values in the covariates

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Q4700589

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Q4342048

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The World of Biometry

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Equivalence to a straight line

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Distribution- free test for slope in linear regression model with replications

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Order-Restricted Inferences in Linear Regression

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Renovated scatterplots for censored data

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Bayesian residual analysis for binary response regression models

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Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression

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Resistant and Test-Based Outlier Rejection: Effects on Gaussian One- and Two-Sample Inference

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On the Interpretation of Regression Plots

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Added-Variable Plots and Curvature in Linear Regression

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Investigating the Geometry of a p-Dimensional Data Set

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Diagnostics in Linear Discriminant Analysis

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Diagnostic Plots to Reveal Functional Form for Covariates in Multiplicative Intensity Models

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The power of d'agostino's d test of normality against a normal mixture alternative

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A comparison of tests of equality of variances

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Checking the assumptions in mixed-model analysis of variance: a residual analysis approach

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A statistical information theory approach to compare the homogeneity of several variances

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Bayesian analysis of outlier problems using divergence measures

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Testing homogeneity of many within-subject variances using small samples

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Confidence intervals for the slope of a regression line when the error term has nonconstant variance

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An Analysis-of-Means-Type Test for Variances from Normal Populations

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Influence Diagnostics for Generalized Linear Measurement Error Models

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Detection of influential observations in functional errors-in-variables model

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Prediction in the Presence of Measurement Error: General Discussion and an Example Predicting Defoliation

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Measurement Error in the Response in the General Linear Model

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Miscellanea. A modified estimating equation approach to correcting for measurement error in regression

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Design Aspects of Calibration Studies in Nutrition, with Analysis of Missing Data in Linear Measurement Error Models

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Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models

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Inferences for the Linear Errors-in-Variables With Changepoint Mode

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Robust Calibration

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Simulation-Extrapolation Estimation in Parametric Measurement Error Models

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Unbiased estimating equations derived from statistics that are functions of a parameter

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Bayesian Analysis of Errors-in-Variables Regression Models

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Bias in Slope Estimates for the Linear Errors in Variables Model by the Variance Ratio Method

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Errors-in-variables and the Box-Cox transformation

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Simultaneous Confidence Bands for Linear Regression with Heteroscedastic Errors

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Robust prediction intervals in a regression setting

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Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model

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Comparison of Prediction Methods When Only a Few Components are Relevant

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A Two-Step Approach to Measurement Error in Time-Dependent Covariates in Nonlinear Mixed-Effects Models, With Application to IGF-I Pharmacokinetics

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Asymptotically honest confidence sets for structural errors-in-variables models

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Combining Independent Studies in a Calibration Problem

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A Review of the Development and Application of Recursive Residuals in Linear Models

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Statistical Analysis of Ligand-Binding Experiments

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Adjusting for Time Trends When Estimating the Relationship between Dietary Intake Obtained from a Food Frequency Questionnaire and True Average Intake

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Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data

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A Comparison of Uncertainty Criteria for Calibration

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Polynomial measurement error modeling

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Instrumental Variable Estimation in Binary Regression Measurement Error Models

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Standard-Error Estimates for Rates of Change from Indirect Measurements

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Quasilikelihood Estimation in Measurement Error Models with Correlated Replicates

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A note on covariate measurement error in nonlinear mixed effects models

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Updates of statistics in a general linear model: a statistical interpretation and applications

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Use of Estimating Functions for Estimation from Complex Surveys

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Karl Pearson and the Correlation Curve

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A note on hypothesis testing in LAV multiple regression: A small sample comparison

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Correlation Curves as Local Measures of Variance Explained by Regression

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Lower bounds on bayes factors for a linear regression model

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Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model

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Multivariate regression models for discrete and continuous repeated measurements

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Some matrix results related to a partitioned singular linear model

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Testing the equality of regression matrices when some additional data sets are available

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Large classes of proper priors for linear models

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Simultaneous confidence bands for linear regression and smoothing

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P-values from permutation and F-tests

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The exact power function of an exact test of a regression model against multiple separate alternatives

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Testing the Independence Assumption in Linear Models

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A resampling method for regression models with serially correlated errors

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MOSUM tests for parameter constancy

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Information criteria in identifying regression models

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The small-sample power of Durbin's \(h\) test revisited

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Permutation Tests for Correlation in Regression Errors

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Fast Very Robust Methods for the Detection of Multiple Outliers

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Influence Diagnostics for Linear Longitudinal Models

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Seeing a Curve in Multiple Regression

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Detection of outliers in linear model when the regression parameters are stochastic

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Detection of outliers in growth curve models

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Normal Scores, Normal Plots, and Tests for Normality

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Diagnostic Measures for Model Criticism

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ARES plots for generalized linear models

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Graphics for Assessing the Adequacy of Regression Models

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A Consistent Nonparametric Test of Symmetry in Linear Regression Models

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Graphical summaries for influence of multiple observations

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Diagnosing Influential Observations in Quadratic Discriminant Analysis

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The influence of observations for local log-odd in linear discriminant analysis

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Model influence functions based on mixtures

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Local influence and replacement measure

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Reference values for cook's distance

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Local influence in multivariate regression

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Dynamic plots for displaying the roles of variables and observations in regression model

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Sensitivity of pearson's goodness-of-fit statistic in generalized linear models

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Nonlinear confounding in high-dimensional regression

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The Standardized Influence Matrix and Its Applications

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An efficient and high breakdown procedure for model criticism

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Influential observation in the growth curve model with unstructured covariance matrix

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Deletion diagnostics for generalised estimating equations

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Identification of Outliers in Multivariate Data

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Local influence in principal components analysis

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Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

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Nonparametric model checks for regression

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Using Robust Scale Estimates in Detecting Multiple Outliers in Linear Regression

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Detection of outliers and influential observations in regression analysis using stochastic prior information

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Sensitivity analysis of structural equation models with equality functional constraints

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On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse

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A matrix identity and its applications to equivalent hypotheses in linear models

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M-Estimation in Cross-Over Trials

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Reweighting to Achieve Elliptically Contoured Covariates in Regression

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Iterative Generalized Least Squares for Meta-Analysis of Survival Data at Multiple Times

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Generalization of the geometric mean functional relationship

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A Bayesian approach to multivariate and conditional calibration

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An Interpretation of Partial Least Squares

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Randomization tests for multiple regression

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Weighted Least Squares Analysis of Repeated Categorical Measurements with Outcomes Subject to Nonresponse

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Admissibility of inhomogeneous linear estimaiors in linear models with respect to incomplete ellipsoidal restrictions

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Efficiency of Regression Estimates for Clustered Data

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Some results on randomization when observations are spatially dependent and the analysis uses generalized least-squares

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SWEEP operator for least-squares subject to linear constraints

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Weighted estimates of interlaboratory consensus values

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Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression

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Likelihood analysis for errors-in-variables regression with replicate measurements

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Determining the Dimensionality in Sliced Inverse Regression

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A comparison of interval constrained least squares and mixed regression estimators

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Testing Goodness of Fit for a Parametric Family of Link Functions

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On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms

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Miscellanea. Testing the adequacy of regression functions

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Restricted polynomial regression

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Semiparametric Regression Functionals

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Transforming linear functions to normality:optimal component powers

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EDF tests of goodness of fit for transform‐both‐sides models

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Box‐Cox transformed linear models: A parameter‐based asymptotic approach

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Tests following transformations

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The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis

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Transforming a response variable for linearity

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Sensitivity analysis for Box-Cox power transformation model: Contrast parameters

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Transformations to Additivity in Measurement Error Models

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Analysis of Tomato Root Initiation Using a Normal Mixture Distribution

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Estimating the box-cox transformation via an artificial regression model

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Miscellanea. Linear regression after spline transformation

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Confidence intervals following Box‐Cox transformation

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A Note on Box-Cox Transformation Diagnostics

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Transform-Both-Sides Approach for Overdispersed Binomial Data When N is Unobserved

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Equivalent inferences using transformations

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An Analysis of Transformations for Additive Nonparametric Regression

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Diagnostics and Robust Estimation in Multivariate Data Transformations

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A Discriminant Rule under Transformation

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Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model

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Some asymptotic results on box-cox transformation methodology

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Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models

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Effects of Heteroscedasticity Upon Certain Analyses When Regression Lines are Not Parallel

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Fitting Heteroscedastic Regression Models

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Inference on Segmented Polynomial Models

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A simulation study on comparison of prediction methods when only a few components are relevant

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Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression

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Model Selection for Multivariate Regression in Small Samples

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The Intrinsic Bayes Factor for Model Selection and Prediction

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Variable selection in regression models using principal components

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Better Subset Regression Using the Nonnegative Garrote

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Heuristics of instability and stabilization in model selection

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A general Akaike-type criterion for model selection in robust regression

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An alternative approach to variable selection for prediction

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Bayesian variable selection with related predictors

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Prediction Via Orthogonalized Model Mixing

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Selection of components in principal component analysis: A comparison of methods

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The risk inflation criterion for multiple regression

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Modified AIC and Cp in multivariate linear regression

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Conditional p-values for the F-statistic in a forward selection procedure

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A method for simultaneous variable selection and outlier identification in linear regression

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Relative rates of convergence for efficient model selection criteria in linear regression

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A Predictive Approach to the Analysis of Designed Experiments

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A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression

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Equivalence of several methods for efficient best subsets selection in generalized linear models

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A general property among nested, pruned subtrees of a decision-support tree

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Predictive specification of prior model probabilities in variable selection

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More Comments on C P

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Regularization in discriminant analysis: an overview

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Ultrastructural relationships and canonical variates analysis

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Using Kendall's τ b Correlations to Improve Variable Selection Methods in Case-Control Studies

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A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

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Subset Selection with Additional Order Information

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Projection pursuit exploratory data analysis

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Bayesian Model Averaging for Linear Regression Models

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A Robust Version of Mallows's C p

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Neural networks and logistic regression: Part I

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Bootstrap Model Selection

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Variables Selection Using the Wald Test and a Robust C P

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Neural networks and logistic regression. II.

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A note on the generalised cross-validation criterion in linear model selection

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The Influence of Variable Selection: A Bayesian Diagnostic Perspective

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Multiple Testing of General Contrasts Using Logical Constraints and Correlations

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Consistent Variable Selection in Linear Models

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On the Roles of Observations in Collinearity in the Linear Model

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Length modified ridge regression

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Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study

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Unbiased ridge estimation with prior information and ridge trace

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Shrinkage estimators, Skorokhod's problem and stochastic integration by parts

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On ecological regression and ridge estimation

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Partial least squares algorithm yields shrinkage estimators

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On a class of estimators in the general gauss-markov model

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A comparison of stein-like procedures for estimating linear regression models with multicollinear data

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On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances

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The general expressions for the moments of lawless and wang's ordinary ridge regression estimator

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The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model

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A generalized class of shrinkage estimators in linear regression when disturbances are not normal

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Optimal designs for rational models

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Bayesian selection of log‐linear models

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Interval Estimation of Inverse Dose-Response

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The Use of Logistic Models for the Analysis of Codon Frequencies of DNA Sequences in Terms of Explanatory Variables

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Optimum Dose Levels when Males and Females Differ in Response

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A New Perspective on Priors for Generalized Linear Models

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Fitting long-memory models by generalized linear regression

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An Analysis of Correlated Multivariate Binary Data: Application to Familial Cancers of the Ovary and Breast

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Hearing Impairment and the Log-Normal Distribution

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Bias correction in generalised linear mixed models with a single component of dispersion

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Combined Generalized Linear Modelling-Non-Linear Programming Approach to Robust Process Design-A Case-Study in Circuit Board Quality Improvement

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Efficiency of reduced logistic regression models

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Two-step jackknife bias reduction for logistic regression mles

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D-optimal designs for generalised linear models with variance proportional to the square of the mean

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Instrumental Variable Estimation in Generalized Linear Measurement Error Models

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Estimation in Forest Yield Models Using Composite Link Functions with Random Effects

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Miscellanea. Surprising effects of measurement error on an aggregate data estimator

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Generalized Partially Linear Single-Index Models

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Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects

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Bayesian Analysis of Ordered Categorical Data from Industrial Experiments

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Least median of weighted squares in logistic regression with large strata

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A method for hypothesis tests in polychotomous logistic regression

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Test of Homogeneity of Binary Data with Explanatory Variables

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A Bayesian Method for Combining Results from Several Binomial Experiments

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Graphics for Regressions With a Binary Response

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A bayesian wls approach to generalized linear models

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A Logistic-Bivariate Normal Model for Overdispersed Two-State Markov Processes

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A Logistic Model for Trend in 2 x 2 x K Tables with Applications to Meta- Analyses

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Nonnull asymptotic distributions of three classic criteria in generalised linear models

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Second order asymptotics for score tests in generalised linear models

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A note on nonregular likelihood functions in heteroscedastic regression models

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On the use of a working correlation matrix in using generalised linear models for repeated measures

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Maximum Likelihood Estimation and Mathematica

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An Efficient Estimator for the Generalized Semilinear Model

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Marginal regression analysis of a multivariate binary response

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A Generalized Linear Modeling Approach to Robust Design

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Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

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Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion

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Logistic Regression Models for Binary Panel Data with Attrition

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An Approximate Generalized Linear Model with Random Effects for Informative Missing Data

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Estimators of Odds Ratio Regression Parameters in Matched Case-Control Studies with Covariate Measurement Error

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Variance estimates in logistic regression using the bootstrap

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A New Approach in Modeling a Categorical Response. I. Binary Case

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Utilizing Concentration-Response Data from Individual Components to Detect Statistically Significant Departures from Additivity in Chemical Mixtures

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A class of regression models for multivariate categorical responses

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Optimal Estimation for Response-Dependent Retrospective Sampling

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Improved Approximations for Multilevel Models with Binary Responses

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A Note on Fitting a Marginal Model to Mixed Effects Log-Linear Regression Data via GEE

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Correction for Covariate Measurement Error in Generalized Linear Models-A Bootstrap Approach

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A Random-Effects Ordinal Regression Model for Multilevel Analysis

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Optimal Designs for Bivariate Logistic Regression

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Robust Bounded-Influence Tests in General Parametric Models

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Exact Analysis for Paired Binary Data

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Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes

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A transformation model for two survival curves: An empirical process approach

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Hierarchical Bayesian semiparametric procedures for logistic regression

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Tests of Homogeneity for Generalized Linear Models

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Regression analysis for long-term survival rate

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Maximum likelihood estimation of link function parameters

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A Region-Based Segmentation Method for Multichannel Image Data

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Overdispersion Diagnostics for Generalized Linear Models

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Modeling of Nonlinear Growth Curve on Series of Correlated Count Data Measured at Unequally Spaced Times: A Full Likelihood Based Approach

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On the Partitioning of Goodness-of-Fit Statistics for Multivariate Categorical Response Models

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Maximum likelihood methods for a generalized class of log-linear models

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Logistic Regression for Correlated Binary Data

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Testing the Fit of a Regression Model Via Score Tests in Random Effects Models

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Confirmation of multiple outliers in generalized linear and nonlinear regressions

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Analysis of overdispersed paired count data

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Time Series Models Based on Generalized Linear Models: Some Further Results

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Asymptotically linear estimation in a generalized linear model

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Variance component testing in generalised linear models with random effects

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Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion

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Fitting Parametric Counting Processes by Using Log-Linear Models

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Goodness-of-Fit Tests for Ordinal Response Regression Models

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Logistic regression with random coefficients

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A family of partially correlated Poisson models for overdispersion

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Generalized linear models with unknown link functions

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Penalized quasi-likelihood estimation in partial linear models

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Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression

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Overdispersed poisson regression models for studies of air pollution and human health

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A Parametric Model for Cluster Correlated Categorical Data

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A One-Step Gauss-Newton Estimator for Modelling Categorical Data with Extraneous Variation

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A Mixture Model with Detection Limits for Regression Analyses of Antibody Response to Vaccine

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Dirichlet Process Mixed Generalized Linear Models

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On a semiparametric variance function model and a test for heteroscedasticity

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A geometric approach to assess bias due to omitted covariates in generalized linear models

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Bayesian Inference for Semiparametric Binary Regression

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Fitting generalized linear models to retrospectively sampled clusters with categorical responses

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The em algorithm for the quasi-likelihood regression model

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Quasi-likelihood regression models with missing covariates

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Log-linear models for a binary response with nonignorable nonresponse

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Analysis of Proportions in the Presence of over-/under-Dispersion

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Bias correction and improved residuals for non-exponential family nonlinear models

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One-Sided Tests in Generalized Linear Models with Parallel Regression Lines

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Generalised linear model selection by the predictive least quasi-deviance criterion

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A goodness-of-fit test for logistic regression models based on case-control data

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Approximate Bayes factors and accounting for model uncertainty in generalised linear models

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Simultaneous prediction intervals for multinomial logistic regression models

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Likelihood analysis for probit regression with measurement errors

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Bayesian analysis of two overdispersed poisson regression models

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Fitting regression models to case-control data by maximum likelihood

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Comparing the Contributions of Groups of Predictors: Which Outcomes Vary With Hospital Rather Than Patient Characteristics

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On Tests Against One-Sided Hypotheses in Some Generalized Linear Models

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Weighted logistic regression and robust analysis of diverse toxicology data

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The Effect of Incomplete Knowledge of Parameter Values on Single- and Multiple-Stage Designs for Logistic Regression

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A Modified EM Algorithm for Estimation in Generalized Mixed Models

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Practical Small-Sample Asymptotics for Regression Problems

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Estimation of regression parameters in generalized linear models for cluster correlated data with measurement error

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Random effects in ordinal regression models

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Multiplicative Interaction in Generalized Linear Models

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Likelihood-based measures of influence for generalized linear models

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Flexible Maximum Likelihood Methods for Assessing Joint Effects in Case- Control Studies with Complex Sampling

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To analyze binary data from mixed-level orthogonal arrays

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A Quasi-Likelihood Approach for Ordered Categorical Data with Overdispersion

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Models Relating the Timing of Intercourse to the Probability of Conception and the Sex of the Baby

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Adapting for the missing link

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Laplace's approximation for nonlinear mixed models

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On the estimation of prediction errors in logistic regression models

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Dimension of the singular sets of plane-fitters

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Robust multiple confidence intervals for contrasts

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Exact Confidence Intervals for a Variance Ratio (or Heritability) in a Mixed Linear Model

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Sensitivity analysis of upper confidence bounds on the range of treatment effects

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Exact Tests for Variance Components

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A Note on Exact Tests for Variance Components in Unbalanced Random and Mixed Linear Models

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Average Information REML: An Efficient Algorithm for Variance Parameter Estimation in Linear Mixed Models

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Maximum likelihood estimation in simple linear regression with one fold nested error

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The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models

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REML estimation: Asymptotic behavior and related topics

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Some tests for linear trend of variances

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Computing the Wald Interval for a Variance Ratio

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Linear Mixed Models with Heterogeneous within-Cluster Variances

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Prediction in Repeated-Measures Models with Engineering Applications

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Maximum Likelihood Algorithms for Generalized Linear Mixed Models

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The derivation of blup, ML, REML estimation methods for generalised linear mixed models

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Optimal design in random-effects regression models

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Estimation in mixed models via layer triangular transformation

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Confidence intervals on the regression coefficient in a simple linear regression model with a balanced one-fold nestederror structure

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Analyzing Genotype-Environment Data by Mixed Models with Multiplicative Terms

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Robust Restricted Maximum Likelihood in Mixed Linear Models

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Regression rank scores estimation in ANOCOVA

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Regression Models for the Analysis of Pretest/Posttest Data

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Variance Components in the Two-Way Nested Model with Incomplete Nesting Information

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Concentration of estimators of coefficients in mixed regression model

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A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population

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Regional Optimization of Fertilization Using a Hierarchical Linear Model

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Fieller's Theorem, Scheffe Simultaneous Confidence Intervals, and Ratios of Parameters of Linear and Nonlinear Mixed-Effects Models

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Confidence intervals on variance components in regression models with balanced (q-1)-fold nested error structure

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Some Tests for Variance Components Using Generalized p Values

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Experimental Design for a Class of Accelerated Degradation Tests

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Testing goodness-of-fit for nonlinear regression models with heterogeneous variances

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Detecting parameter redundancy

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Transformations for Improving Linearization Confidence Intervals in Nonlinear Regression

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Diagnostics for Linearization Confidence Intervals in Nonlinear Regression

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Nonlinear quasi-likelihood models: applications to continuous proportions

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Asymptotic Confidence Bands for Generalized Nonlinear Regression Models

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Archetypal Analysis

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On the existence of the least squares estimate in nonlinear growth curve models of exponential type

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E-optimal designs for linear and nonlinear models with two parameters

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Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models

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Bayesian Approach for Nonlinear Random Effects Models

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A cubic smoothing spline based lack of fit test for nonlinear regression models

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Uniqueness of the least‐distances estimator in regression models with multivariate response

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A New Method to Explore the Distribution of Interindividual Random Effects in Non-Linear Mixed Effects Models

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Curvature measures for multiresponse regression models

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A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs

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Random effects and variances as a synthesis of nonlinear regression analyses of mitochondrial electron transport

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An Application of Nonlinear Regression in Research and Development: A Case Study from the Electronics Industry

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Some diagnostics of maximum likelihood and posterior nonnormality

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Model estimation in nonlinear regression under shape invariance

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Nonlinear Regression Analysis of the Joint-Regression Model

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The robustness against parameter variation of exact locally optimum designs in nonlinear regression -- a case study

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Generalized least squares estimation of multivariate nonlinear models with missing data

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Neural Networks in Applied Statistics

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Resistant lower rank approximation of matrices by iterative majorization

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An EM Algorithm for Nonlinear Random Effects Models

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Asymptotics of least-squares estimators for constrained nonlinear regression

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Bootstrap-Adjusted Calibration Confidence Intervals for Immunoassay

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Recursive robust regression computational aspects and comparison

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Robust estimation of parameters in a mixed unbalanced model

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Linear programming approach to LMS-estimation

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Identification of outliers by means of \(L_{1}\) regression: Safe and unsafe configurations

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An Anscombe type robust regression statistic

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Regular Redescending Rank Estimates

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Permutation Tests for Least Absolute Deviation Regression

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The determination of a ``least quantile of squares regression line'' for all quantiles

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Consistency ofl1estimates in censored linear regression models

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Generalized S-Estimators

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A bootstrap approach to hypothesis testing in least absolute value regression

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Rank-Based Analysis of the Heteroscedastic Linear Model

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Approximations for marginal densities of M‐estimators

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On hyperplanes of closest fit

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The historical development of the linear minimax absolute residual estimation procedure 1786--1960

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Robust Estimation: A Weighted Maximum Likelihood Approach

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One‐step M‐estimators in the linear model, with dependent errors

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On the asymptotics of constrained \(M\)-estimation

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Recursive Generalized M-Estimators of System Parameters

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A nonparametric calibration analysis

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The feasible solution algorithm for least trimmed squares regression

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The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data

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Convergence of the feasible solution algorithm for least median of squares regression

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An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates

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The Exact Amount of t-ness That the Normal Model Can Tolerate

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Rank-Based Estimates in the Linear Model with High Breakdown Point

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Variance Components Models for Dependent Cell Populations

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Generalised information criteria in model selection

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M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result

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Quantile regression with censored data using generalized \(L_1\) minimization

0 references

Robust statistical inference: weighted likelihoods or usual m-estimation?

0 references

Bounded Influence and High Breakdown Point Testing Procedures in Linear Models

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Robust scale estimation in the error‐components model using the empirical characteristic function

0 references

Robust and High-Breakdown Fits of Polynomial Models

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A comparative study of some robust methods for coefficient-estimation in linear regression

0 references

Robust estimation in structured linear regression

0 references

The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

0 references

The structure of isotonic regression class for LAD problems with quasi- order constraints

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On L-estimation in linear models

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Regression \(M\)-estimators with doubly censored data

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Bounded Influence Estimation in the Mixed Linear Model

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Robust Linear Model Selection by Cross-Validation

0 references

Regression-free and robust estimation of scale for bivariate data

0 references

Robust regression with a distributed intercept using least median of squares

0 references

An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators

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Measures of the Sensitivity of Regression Estimates to the Choice of Estimator

0 references

On optimal b-robust influence functions in multidimensional parametric models

0 references

The minimalL1isotonic regression

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On the rates of convergence of “minimum l1-norm” estimates in a partly linear model

0 references

A robust adjustment of the profile likelihood

0 references

Consistency of the least median of squares estimator in nonlinear regression

0 references

Robust Estimation of the Process Standard Deviation for Control Charts

0 references

Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation

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Robust methods for personal‐income distribution models

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Robust Estimation for Grouped Data

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Robust Regression Applied to Optical-Fiber Dimensional Quality Control

0 references

The L 1 Method for Robust Nonparametric Regression

0 references

Bounded‐influence rank estimation in the linear model

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Some small-sample results on a bounded influence rank regression method

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Estimation in the simple linear regression model when there is heteroscedasticity of unknown form

0 references

Breakdown points for redescending m-estimates of location

0 references

On the estimation of the influence curve

0 references

Bootstrap confidence intervals. With comments and a rejoinder by the authors

0 references

On general resampling algorithms and their performance in distribution estimation

0 references

A bootstrap based on the estimating equations of the linear model

0 references

t-distribution modeling using the available statistical software

0 references

Combining Estiamates in Regression and Classification

0 references

Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap

0 references

Bootstrapping and empirical edgeworth expansions in multiple linear regression models

0 references

Simulation-Extrapolation: The Measurement Error Jackknife

0 references

Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author

0 references

Log-gamma regression modeling 'through regression trees

0 references

Log-normal regression modeling through recursive partitioning

0 references

The Theil-Sen Estimator With Doubly Censored Data and Applications to Astronomy

0 references

Pearson‐type goodness‐of‐fit tests for regression

0 references

Moderate projection pursuit regression for multivariate response data

0 references

Imputation techniques in regression analysis: Looking closely at their implementation

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Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics

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Minimum distance estimation in random coefficient regression models

0 references

Joint Continuum Regression for Multiple Predictands

0 references

\(M\)-estimates of rigid body motion on the sphere and in Euclidean space

0 references

On the doubly noncentral F distribution

0 references

The Product-Moment Correlation Coefficient and Linear Regression for Truncated Data

0 references

Adjusted Least Squares Estimates for the Scaled Regression Coefficients with Censored Data

0 references

On the effects of predictor misclassification in multiple linear regression analysis

0 references

Least Squares with Simulated Means for a Problem in Fibre Strength Testing

0 references

Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression

0 references

Extremal properties of principal curves in the plane

0 references

A predictive approach to the Bayesian design problem with application to normal regression models

0 references

Regression Analysis for a Functional Response

0 references

Protection against outliers in empirical bayes estimation

0 references

Regression Models for a Bivariate Discrete and Continuous Outcome with Clustering

0 references

Regression Models for Mixed Discrete and Continuous Responses with Potentially Missing Values

0 references

On using stratification in the analysis of linear regression models with right censoring

0 references

Partial Least Squares Regression on Smooth Factors

0 references

On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms

0 references

Testing for Polynomial Regression Using Nonparametric Regression Techniques

0 references

Indicator and Stratification Methods for Missing Explanatory Variables in Multiple Linear Regression

0 references

Quasi-Likelihood for Median Regression Models

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An alternative approach for the numerical solution of seemingly unrelated regression equations models

0 references

On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors

0 references

Comparison of Regression Curves Using Quasi-Residuals

0 references

On the consistency of rank transformed regression

0 references

Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus

0 references

Regression for censored survival data with lag effects

0 references

Empirical process of residuals for high-dimensional linear models

0 references

New Pedagogy and New Content: The Case of Statistics

0 references

Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators

0 references

A study of least squares and maximum likelihood for image reconstruction in positron emission tomography

0 references

Linear model estimation errors with estimated design parameters

0 references

On restricted hypotheses in extreme value regression models

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Using Projection for Testing Goodness-of-Fit in Regression Models for Repeated Measures

0 references

Regression with interval-censored data

0 references

A Split Questionnaire Survey Design

0 references

A mean score method for missing and auxiliary covariate data in regression models

0 references

Semiparametric Efficiency in Multivariate Regression Models with Missing Data

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Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data

0 references

Comparing Non-Nested Regression Models

0 references

Sensitivity analysis of model output. Performance of the iterated fractional factorial design method

0 references

Variance Estimation for the Regression Estimator in Two-Phase Sampling

0 references

Nonregular regression

0 references

On efficient estimation in regression models

0 references

Regression Analysis for Complex Survey Data with Missing Values of a Covariate

0 references

Comparison of the inverse and classical estimators in multi-univariate linear calibration

0 references

Polynomial splines and their tensor products in extended linear modeling. (With discussions)

0 references

On Spiring's normal loss function

0 references

The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data

0 references

The L2risk of an isotonic estimate

0 references

Extended Weighted Log-Rank Estimating Functions in Censored Regression

0 references

Survival Analysis with Median Regression Models

0 references

A comparison of local constant and local linear regression quantile estimators

0 references

Asymptotics for kernel estimate of sliced inverse regression

0 references

Regression Analysis with Missing Covariate Data Using Estimating Equations

0 references

Inference for the Association between Coefficients in a Multivariate Growth Curve Model

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Sitelinks

Mathematics(1 entry)

mardi Publication:4216805