scientific article; zbMATH DE number 3905646
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Publication:3683344
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- Numerical Methods for Robust Regression: Linear Models
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- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
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- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
- Partial influence functions
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- Robust model selection in linear regression models using information complexity
- Robust Box-Cox transformations based on minimum residual autocorrelation
- Comparison of the robust methods in the general linear regression model
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- 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
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- An exponential-type kernel robust regression model for interval-valued variables
- Robust regression based on infinitesimal neighbourhoods
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- 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
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- Robust fuzzy regression analysis
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- New models for locating a moving service facility
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- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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- 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
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