zbMath0706.62037MaRDI QIDQ3998530
Simon J. Sheather, R. G. jun. Staudte
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Automatic bandwidth selection in robust nonparametric regression,
Robust inference for generalized linear models with application to logistic regression,
\(M\)-estimators for regression with changing scale,
Robust and adaptive tests for the two-sample location problem,
A combined bootstrap test for the two-sample location problem,
An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means,
Perturbed robust linear estimating equations for confidentiality protection in remote analysis,
The main contributions of robust statistics to statistical science and a new challenge,
Post-hocanalyses in multiple regression based on prediction error,
A von Mises approximation to the small sample distribution of the trimmed mean,
A Re-Weighted Least Squares Method for Robust Regression Estimation,
Quantile versions of the Lorenz curve,
Robust williams trent test,
A one-way random effects model for trimmed means,
The percentage bend correlation coefficient,
ANCOVA: a heteroscedastic global test when there is curvature and two covariates,
Robust inference by influence functions,
Robust weighted one-way ANOVA: improved approximation and efficiency,
Estimating extreme tail risk measures with generalized Pareto distribution,
A note on least squares sensitivity in single-index model estimation and the benefits of response transformations,
Sign regularity of a generalized Cauchy kernel with applications,
The sample breakdown points of tests,
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,
Robust edge detection.,
Characteristic function-based hypothesis tests under weak dependence,
Robust explicit estimators of Weibull parameters,
Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency,
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,
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,
Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models,
Robust panel unit root tests for cross-sectionally dependent multiple time series,
Credibility theory based on trimming,
Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage,
Robust regression: an inferential method for determining which independent variables are most important,
Statistical inference based on a new weighted likelihood approach,
Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups,
Multivariate trimmed means based on the Tukey depth,
Pairwise comparisons of dependent groups based on medians,
On a fast, robust estimator of the mode: comparisons to other robust estimators with applications,
Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity,
Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators,
A regression model selection criterion based on bootstrap bumping for use with resistant fitting.,
Robustness and the robust estimate,
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,
Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality,
A simple and efficient method for finding the closest generalized lambda distribution to a specific model,
Robust estimation and regression with parametric quantile functions,
TSVR: an efficient twin support vector machine for regression,
On robustness in risk theory,
MMLEs are as good as M-estimators or better,
Pairwise comparisons of trimmed means for two or more groups,
Robust Testing Procedures in Heteroscedastic Linear Models,
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,
Credible risk measures with applications in actuarial sciences and finance,
Validation of linear regression models,
Optimum robust testing in linear models,
Influence Functions for Sliced Inverse Regression,
Simulations of the Theil-Sen regression estimator with right-censored data,
Robust and efficient estimation of the mode of continuous data: the mode as a viable measure of central tendency,
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,
A Note on Testing Hypotheses about Trimmed Means,
Trimming influential observations for improved single-index model estimated sufficient summary plots,
A robust Sharpe ratio,
Approximate transformation trimmed mean methods to the test of simple linear regression slope equality,
Accurate confidence intervals in regression analyses of non-normal data,
A quantile-based approach to system selection,
An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality,
Data science vs. statistics: two cultures?,
Outlier detection by means of robust regression estimators for use in engineering science,
ANCOVA: an approach based on a robust heteroscedastic measure of effect size,
Robust principal component analysis for functional data. (With comments),
Nonparametric analysis of covariance.,
Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem,
An adaptive two-sample location-scale test of lepage type for symmetric distributions,
Robust analogs to the coefficient of variation,
Simulation results on extensions of the theil-sen regression estimator,
Bootstrap tests for robust means of asymmetric distributions with unequal shapes.,
The scaled \(\alpha\)-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions.