Nonparametric and robust methods. (Editorial)

DOI10.1016/J.CSDA.2006.10.026MaRDI QIDQ1020166zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.10.026

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric inference (62G99)

Cites work

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• A bi-aspect nonparametric test for the multi-sample location problem
• A data-based method for selecting tuning parameters in minimum distance estimators
• Algorithms for bounded-influence estimation
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Comparing medians
• Computing the constrained M-estimates for regression
• Confidence interval for a coefficient of quartile variation
• Derived components regression using the BACON algorithm
• Fast and robust bootstrap for LTS
• Fast and robust discriminant analysis
• GACV for quantile smoothing splines
• Integrated squared error estimation of normal mixtures
• Inverse boosting for monotone regression functions
• Kernel estimation for adjusted p-values in multiple testing
• Knot selection by boosting techniques
• L1-norm projection pursuit principal component analysis
• Nonparametric Markov chain bootstrap for multiple imputation
• Nonparametric analysis of longitudinal data in factorial experiments
• Nonparametric iterated combined tests for genetic differentiation
• On robust testing for conditional heteroscedasticity in time series models
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
• Pairwise comparisons of dependent groups based on medians
• Robust Statistics
• Robust Statistics
• Robust centroid method
• Robust edge detection in noisy images
• Robust estimation of dimension reduction space
• Robust regression diagnostics with data transformations
• Robust variance estimation for random effects meta-analysis
• Semiparametric and nonparametric modeling for effect modification in matched studies
• Some variants of minimum disparity estimation
• Tests for regression models with heteroskedasticity of unknown form
• The _1 solution of linear inequalities
• The choice of smoothing parameter in nonparametric regression through wild bootstrap
• The iteratively reweighted estimating equation in minimum distance problems
• The specification of rank reducing observation sets in experimental design
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
• Two simple resistant regression estimators
• Using normal quantile plot to select an appropriate transformation to achieve normality

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