Covariance matrices of S robust regression estimators
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Cites work
- A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
- Bounded influence regression using high breakdown scatter matrices
- Correcting MM estimates for ``fat data sets
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Fitting Heteroscedastic Regression Models
- scientific article; zbMATH DE number 3990579 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Least trimmed squares ridge estimation in partially linear regression models
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Monitoring robust regression
- On consistency factors and efficiency of robust S-estimators
- Quantile regression for the single-index coefficient model
- Reliable Robust Regression Diagnostics
- Robust clustering around regression lines with high density regions
- Robust diagnostics for the heteroscedastic regression model
- Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
- Robust estimators of accelerated failure time regression with generalized log-gamma errors
- Robust joint modeling of mean and dispersion through trimming
- Robust methods for heteroskedastic regression
- Robust ridge estimator in restricted semiparametric regression models
- Robust Statistics
- Robust statistics. Theory and methods (with R)
- Robust tests for linear regression models based on \(\tau\)-estimates
- Robustness theory and application
- Sharpening Wald-type inference in robust regression for small samples
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- The power of monitoring: how to make the most of a contaminated multivariate sample
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