A Robust Method for Multiple Linear Regression
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Publication:4046963
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(48)- A review of robust regression and diagnostic procedures in linear regression
- Algorithms for the Huber estimator in multiple regression
- Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals
- A robust method of estimation based on the MML estimators for a simple linear regression model
- On the unbiasedness of robust regression estimators
- A simple more general boxplot method for identifying outliers
- Strategy-proof estimators for simple regression.
- Consistency and normality of Huber-Dutter estimators for partial linear model
- Invariance of estimation methods for the linear model
- Consistency of M-estimators of nonlinear signal processing models
- An iteration method of data censoring in the regression estimation problem
- Multiple Linear Regression Model Under Nonnormality
- Genetic algorithms and their statistical applications: an introduction
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
- Robust mixture regression modeling based on the generalized M (GM)-estimation method
- The generalized ridge estimator and improved adjustments for regression parameters
- Robust estimation based on grouped-adjusted data in linear regression models
- Bayesian linear regression with error terms that have symmetric unimod al densities
- On influence diagnostic in univariate elliptical linear regression models
- Adaptive Statistik (Bemerkungen über neuere Bestrebungen in der statistischen Methodologie)
- A resistant test for simple linear regression
- Sparse and robust estimation with ridge minimax concave penalty
- M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
- A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion
- The scale problem in robust regressionM- estimates
- Robust fitting of mixture regression models
- Multiple outliers detection through reweighted least deviances.
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- A novel distribution-free hybrid regression model for manufacturing process efficiency improvement
- Identifying outliers with sequential fences
- Parametric multiple regression risk models: Theory and statistical analysis
- Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks
- A Bayesian approach to the detection of gross errors based on posterior probability
- Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs
- Marshall-Olkin distribution: parameter estimation and application to cancer data
- A robust regression method based on Pearson type VI distribution
- An algorithm to find all regression quantiles
- Diagnostics for multivariate smoothing splines
- Huber-Dutter estimation of linear models with dependent errors
- Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators
- On w-estimators of a linear functional relationship
- A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood
- Robust estimation of a linear functional relationship
- Are robust estimators truly robust in practice
- Coefficients of determinations for variable selection in the msae regression
- De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
- A Framework of Learning Through Empirical Gain Maximization
- Recent results in ridge regression methods
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