Special issue on robust analysis of complex data
From MaRDI portal
Publication:1800103
DOI10.1016/j.csda.2013.04.007zbMath1471.00014OpenAlexW4242405378MaRDI QIDQ1800103
No author found.
Publication date: 19 October 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.04.007
Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
Related Items (1)
Cites Work
- Robust fitting of mixture regression models
- Detecting influential data points for the Hill estimator in Pareto-type distributions
- A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity
- Robust joint modeling of mean and dispersion through trimming
- Bandwidth choice for robust nonparametric scale function estimation
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- The robust estimation method for a finite mixture of Poisson mixed-effect models
- Robust accelerated failure time regression
- Weighted and robust archetypal analysis
- Robust diagnostics for the heteroscedastic regression model
- Editorial: Machine learning and robust data mining
- Robust estimators and tests for bivariate copulas based on likelihood depth
- Density estimation for data with rounding errors
- Robust distances for outlier-free goodness-of-fit testing
- Robust functional linear regression based on splines
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Robust estimation for vector autoregressive models
- Robust tests in generalized linear models with missing responses
- Robust minimum information loss estimation
- Model-based replacement of rounded zeros in compositional data: classical and robust approaches
- Robust descriptive discriminant analysis for repeated measures data
- Jump robust daily covariance estimation by disentangling variance and correlation components
- Robust small sample accurate inference in moment condition models
- Robust analysis of default intensity
- On robust tail index estimation
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
- The robustness of the hyperbolic efficiency estimator
- One-step robust estimation of fixed-effects panel data models
- Resistant estimates for high dimensional and functional data based on random projections
- Special issue on variable selection and robust procedures
This page was built for publication: Special issue on robust analysis of complex data
