scientific article; zbMATH DE number 3905646
From MaRDI portal
Publication:3683344
Recommendations
Cited in
(only showing first 100 items - show all)- Penalised robust estimators for sparse and high-dimensional linear models
- Robust linear least squares regression
- Robust model selection using fast and robust bootstrap
- Uniform asymptotics for robust location estimates when the scale is unknown
- \(\tau\)-estimators of regression models with structural change of unknown location
- Correcting MM estimates for ``fat data sets
- Best approximations to random variables based on trimming procedures
- Robust tests for linear regression models based on \(\tau\)-estimates
- Robust loss reserving in a log-linear model
- Robust and sparse estimators for linear regression models
- An exponential-type kernel robust regression model for interval-valued variables
- Robust regression based on infinitesimal neighbourhoods
- Deleting outliers in robust regression with mixed integer programming
- Robust and efficient estimation of the residual scale in linear regression
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Regression with outlier shrinkage
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals
- A class of robust and fully efficient regression estimators
- Maximum bias curves for robust regression with non-elliptical regressors
- Optimal robust \(M\)-estimates of location
- On robust testing for conditional heteroscedasticity in time series models
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Robust fuzzy regression analysis
- Robust multivariate mixture regression models with incomplete data
- Regression-free and robust estimation of scale for bivariate data
- High-breakdown robust multivariate methods
- Instrumental variable estimation based on conditional median restriction
- High breakdown estimation for multiple populations with applications to discriminant analysis
- New models for locating a moving service facility
- Cellwise robust M regression
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Robust boosting for regression problems
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Robust nonlinear principal components
- High breakdown point robust regression with censored data
- The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
- Bootstrapping robust estimates of regression
- A model selection method for S‐estimation
- The deepest regression method
- Change point detection with robust control chart
- Robust estimation of the mean vector for high-dimensional data set using robust clustering
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
- Efficient and robust estimation of regression and scale parameters, with outlier detection
- A new Bayesian approach to robustness against outliers in linear regression
- Robust regression with both continuous and binary regressors
- Robust penalized estimators for functional linear regression
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
- Semiparametrically weighted robust estimation of regression models
- Efficient high-breakdown \(M\)-estimators of scale
- A journey in single steps: robust one-step \(M\)-estimation in linear regression
- Robust fitting of mixture regression models
- Econometric applications of high-breakdown robust regression techniques
- Principal component analysis for data containing outliers and missing elements
- A robust inverse regression estimator
- Unconventional features of positive-breakdown estimators
- A parametric framework for the comparison of methods of very robust regression
- Longitudinal data analysis using \(t\)-type regression.
- Fast and robust discriminant analysis
- Multivariate generalized S-estimators
- ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- Robust estimation of the SUR model
- Robust regression using data partitioning and M-estimation
- Multivariate regression \(S\)-estimators for robust estimation and inference
- Sharpening Wald-type inference in robust regression for small samples
- Robust functional regression based on principal components
- The finite-sample performance of robust unit root tests
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
- Optimal locally robust M-estimates of regression
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Robust regression quantiles.
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
- A robust testing procedure for the equality of covariance matrices
- Testing for normality in linear regression models using regression and scale equivariant estimators
- A central limit theorem applicable to robust regression estimators
- High breakdown-point and high efficiency robust estimates for regression
- Robust spectral regression
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood
- On the optimality of S-estimators
- Detecting influential observations in principal components and common principal components
- The shooting S-estimator for robust regression
- \(\sqrt n\)-consistent robust integration-based estimation
- Stability under contamination of robust regression estimators based on differences of residuals.
- Bootstrapping MM-estimators for linear regression with fixed designs
- Computing the constrained M-estimates for regression
- Bounded influence regression using high breakdown scatter matrices
- Strong convergence rate of the least median absolute estimator in linear regression models
- Least sum of squares of trimmed residuals regression
- Outliers in official statistics
- Huber-type principal expectile component analysis
- On consistency factors and efficiency of robust \(S\)-estimators
- A Hausman-type test to detect the presence of influential outliers in regression analysis
- Robust estimation and confidence interval in meta-regression models
- Robust estimation in canonical correlation analysis for multivariate functional data
- Fast cross-validation of high-breakdown resampling methods for PCA
- Some results for robust GM-based estimators in heteroscedastic regression models
- Estimating the \(p\)-values of robust tests for the linear model
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments
- Functional stability of one-step GM-estimators in approximately linear regression
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3683344)
