Robust inference for nonlinear regression models
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Publication:2273158
DOI10.1007/S11749-017-0570-2zbMATH Open1420.62129OpenAlexW2775246221MaRDI QIDQ2273158FDOQ2273158
Authors: Ana M. Bianco, Paula M. Spano
Publication date: 18 September 2019
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0570-2
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Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (12)
- Robust doubly protected estimators for quantiles with missing data
- Robust consistent estimators for ROC curves with covariates
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Weighted Wilcoxon estimators in nonlinear regression
- Robust location estimators in regression models with covariates and responses missing at random
- Robust inference for seemingly unrelated regression models
- Nonlinear kernel mode‐based regression for dependent data
- Robust estimation and inference for general varying coefficient models with missing observations
- A robust class of homoscedastic nonlinear regression models
- Robust Priors in Nonlinear Panel Data Models
- Robust estimation in partially nonlinear models
- Some new approaches to generating and certification of robust estimators in nonlinear regression
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