Period Analysis of Variable Stars by Robust Smoothing
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Cites work
Cited in
(23)- Period analysis of variable stars: temporal dependence and local optima
- Robustness of reweighted least squares kernel based regression
- Multiscale representation for irregularly spaced data
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- Efficient estimation in expectile regression using envelope models
- Computing confidence intervals from massive data via penalized quantile smoothing splines
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- Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data
- Analysis of Long Period Variable Stars With Nonparametric Tests for Trend Detection
- A simple yet accurate method for students to determine asteroid rotation periods from fragmented light curve data
- Nonparametric methods for estimating periodic functions, with applications in astronomy
- Periodicity detection in irregularly sampled light curves by robust regression and outlier detection
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines
- Envelope quantile regression
- Outlier resistant estimation in difference-based semiparametric partially linear models
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- A Review of Envelope Models
- Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
- Estimating functional quantile regression through an eigen-sparse envelope model
- GACV for quantile smoothing splines
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