scientific article; zbMATH DE number 3647966

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Robust estimation in simultaneous equations models
Estimates of Regression Coefficients Based on the Sign Covariance Matrix
Robust regression with both continuous and categorical predictors
Combining locally and globally robust estimates for regression
Asymptotic behavior of general M-estimates for regression and scale with random carriers
High-breakdown robust multivariate methods
Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
Robust estimators for generalized linear models
Some results for robust GM-based estimators in heteroscedastic regression models
Robust variable selection via penalized MT-estimator in generalized linear models
M-methods in multivariate linear models
Functional stability of one-step GM-estimators in approximately linear regression
Robust weighted LAD regression
Robust estimation of nonlinear regression with autoregressive errors.
Robust regression through robust covariances
Local and global robustness of regression estimators
Breakdown points of Cauchy regression-scale estimators
Robust estimation of stationary continuous-time ARMA models via indirect inference
A comparison between two robust regression estimators by means of robust covariances
Unconventional features of positive-breakdown estimators
General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
A local breakdown property of robust tests in linear regression
Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation
A note on efficient regression estimators with positive breakdown point
Breakdown points and variation exponents of robust \(M\)-estimators in linear models
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
scientific article; zbMATH DE number 4064318 (Why is no real title available?)
Semiparametric robust estimation of truncated and censored regression models
Optimal locally robust M-estimates of regression
Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood
On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
On the computation and efficiency of a HBP-GM estimator some simulation results

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