Joint modelling location and scale with the LTS estimation method
From MaRDI portal
Cites work
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- A robust coefficient of determination for regression
- A skew-normal mixture of joint location, scale and skewness models
- Bayesian inference in joint modelling of location and scale parameters of the t distribution for longitudinal data
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- High breakdown-point and high efficiency robust estimates for regression
- scientific article; zbMATH DE number 1656898 (Why is no real title available?)
- scientific article; zbMATH DE number 472953 (Why is no real title available?)
- Joint modeling of location and scale parameters of the skew-normal distribution
- Joint modelling of location and scale parameters of the t distribution
- Least Median of Squares Regression
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Robust Estimation of a Location Parameter
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust Statistics
- Robust Statistics
- Robust statistics. Theory and methods (with R)
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- Variable selection in joint location, scale and skewness models of the skew-normal distribution
- Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution
This page was built for publication: Joint modelling location and scale with the LTS estimation method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6967300)
