scientific article; zbMATH DE number 47406
asymptotic normality of estimatorsasymptotic power functionasymptotic resultsbootstrap estimatesbreakdown pointconfidence intervalsconsistencycontaminated exponential distributiondistribution- freeefficiencyfinite sample properties of estimatorsfirst-order autoregressive dependenceinfluence functionjoint location-scale estimatorsL-estimatorslarge sample approximate intervalslocation parameterM-estimatorsM-testmedianone-sample caseR-estimatorsrobust testingrobustnessrobustness against outliersscale parametersStudent t-testtrimmed t-testtwo- sample problemunequal variancesWeighted least squaresWelch-test
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric tolerance and confidence regions (62G15) Linear regression; mixed models (62J05)
- Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
- Nonparametric and robust methods. (Editorial)
- Robust analysis of variance: an approach based on the forward search
- On rank tests for shift detection in time series
- On the robust detection of edges in time series filtering
- Robust centroid based classification with minimum error rates for high dimension, low sample size data
- Trimming influential observations for improved single-index model estimated sufficient summary plots
- Accurate confidence intervals in regression analyses of non-normal data
- A quantile-based approach to system selection
- Outlier detection by means of robust regression estimators for use in engineering science
- Stochastic estimation and testing
- Robust estimation and regression with parametric quantile functions
- MMLEs are as good as M-estimators or better
- Simulations of the Theil-Sen regression estimator with right-censored data
- Robust principal component analysis for functional data. (With comments)
- Robust and adaptive tests for the two-sample location problem
- Robust inference by influence functions
- Robust edge detection.
- An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality
- Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem
- Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
- Robust inference for generalized linear models with application to logistic regression
- Estimating extreme tail risk measures with generalized Pareto distribution
- TSVR: an efficient twin support vector machine for regression
- Validation of linear regression models
- Optimum robust testing in linear models
- Nonparametric analysis of covariance.
- Robust estimation in very small samples.
- The scaled \(\alpha\)-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions.
- A one-way random effects model for trimmed means
- The percentage bend correlation coefficient
- Sign regularity of a generalized Cauchy kernel with applications
- The sample breakdown points of tests
- A robust Sharpe ratio
- Estimating robustness
- ANCOVA: an approach based on a robust heteroscedastic measure of effect size
- Statistical inference based on a new weighted likelihood approach
- Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
- Data science vs. statistics: two cultures?
- M-estimators for regression with changing scale
- Perturbed robust linear estimating equations for confidentiality protection in remote analysis
- Robust panel unit root tests for cross-sectionally dependent multiple time series
- Credibility theory based on trimming
- Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators
- Pairwise comparisons of trimmed means for two or more groups
- Credible risk measures with applications in actuarial sciences and finance
- Some recent developments in robust estimation and tests.
- The p-value Line: A Way to Choose from Different Test Results
- An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
- A von Mises approximation to the small sample distribution of the trimmed mean
- A Re-Weighted Least Squares Method for Robust Regression Estimation
- scientific article; zbMATH DE number 4013763 (Why is no real title available?)
- Quantile versions of the Lorenz curve
- An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means
- Post-hoc analyses in multiple regression based on prediction error
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates
- scientific article; zbMATH DE number 4211277 (Why is no real title available?)
- Robust estimates of location parameters in two-way layouts with interaction
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
- Robustness and power of modified Lepage, Kolmogorov-Smirnov and Crame´r-von Mises two-sample tests
- Multiple comparisons based on a modified one-step M-estimator
- Studentized bootstrap confidence intervals based onM-estimates
- Symmetric quantiles and their applications
- Robust Testing Procedures in Heteroscedastic Linear Models
- scientific article; zbMATH DE number 3917459 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3956214 (Why is no real title available?)
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- scientific article; zbMATH DE number 3967642 (Why is no real title available?)
- scientific article; zbMATH DE number 4078509 (Why is no real title available?)
- scientific article; zbMATH DE number 19010 (Why is no real title available?)
- scientific article; zbMATH DE number 51206 (Why is no real title available?)
- Characteristic function-based hypothesis tests under weak dependence
- Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Simulation results on extensions of the theil-sen regression estimator
- scientific article; zbMATH DE number 1082456 (Why is no real title available?)
- Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups
- scientific article; zbMATH DE number 1124639 (Why is no real title available?)
- Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality
- Robust and efficient estimation of the mode of continuous data: the mode as a viable measure of central tendency
- Approximate transformation trimmed mean methods to the test of simple linear regression slope equality
- An adaptive two-sample location-scale test of lepage type for symmetric distributions
- Robust estimation without positive real condition
- Automatic bandwidth selection in robust nonparametric regression
- Robust williams trent test
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- scientific article; zbMATH DE number 194572 (Why is no real title available?)
- A Note on Testing Hypotheses about Trimmed Means
- Some Results on the Tukey‐Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed
- Robustness of the Standard Deviation and Other Measures of Dispersion
- Three Multiple Comparison Procedures for Trimmed Means
- scientific article; zbMATH DE number 926557 (Why is no real title available?)
- scientific article; zbMATH DE number 7383840 (Why is no real title available?)
- A combined bootstrap test for the two-sample location problem
- Comparing J independent groups with a method based on trimmed means
- Interval estimators for ratios of independent quantiles and interquantile ranges
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters
- Comparison of estimation methods for the finite population mean in simple random sampling: symmetric super-populations
- The total bootstrap median: a robust and efficient estimator of location and scale for small samples
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