Robust inference for nonlinear regression models
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Publication:2273158
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Cites work
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- A robust asymptotic testing model
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- Correcting MM estimates for ``fat data sets
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- Estimating Michaelis-Menten Parameters: Bias, Variance and Experimental Design
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- Nonlinear Regression
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- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
- Robust Bounded-Influence Tests in General Parametric Models
- Robust estimation and testing for general nonlinear regression models
- Robust estimation in nonlinear regression via minimum distance method
- Robust estimators for generalized linear models
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- Robust location estimation with missing data
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Cited in
(14)- Robust inference for seemingly unrelated regression models
- Robust consistent estimators for ROC curves with covariates
- Robust doubly protected estimators for quantiles with missing data
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Robust estimation and inference for general varying coefficient models with missing observations
- Some new approaches to generating and certification of robust estimators in nonlinear regression
- Weighted Wilcoxon estimators in nonlinear regression
- Robust Priors in Nonlinear Panel Data Models
- Robust location estimators in regression models with covariates and responses missing at random
- A robust class of homoscedastic nonlinear regression models
- Robust estimation in partially nonlinear models
- Nonlinear kernel mode‐based regression for dependent data
- A robust proposal for heteroscedastic dose-response models with an application to interaction analysis
- Robust estimation of heteroscedastic regression models: a brief overview and new proposals
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