scientific article; zbMATH DE number 3545027
From MaRDI portal
Publication:4119973
Recommendations
Cited in
(46)- Robust signal extraction for on-line monitoring data.
- Two simple resistant regression estimators
- A parametric framework for the comparison of methods of very robust regression
- Monitoring robust regression
- On the implementation of LIR: the case of simple linear regression with interval data
- Robust Transformations for Multiple Regression via Additivity and Variance Stabilization
- Exact fit points under simple regression with replication
- Robust regression through robust covariances
- Cluster-based \(L2\) re-weighted regression
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Robust online signal extraction from multivariate time series
- How to marry robustness and applied statistics
- Least quantile regression via modern optimization
- Marshall-Olkin distribution: parameter estimation and application to cancer data
- Robust regression with high coverage.
- Multiple outliers detection through reweighted least deviances.
- What can the foundations discussion contribute to data analysis? And what may be some of the future directions in robust methods and data analysis?
- A class of robust and fully efficient regression estimators
- Locating hyperplanes to fitting set of points: a general framework
- Robust statistics: a selective overview and new directions
- Breakdown and groups. (With discussions and rejoinder)
- Nonsingular subsampling for regression S estimators with categorical predictors
- Behavior of elemental sets in regression
- Asymptotics of Bayesian median loss estimation
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
- The forward search: theory and data analysis
- INDUCED CORES AND THEIR USE IN ROBUST PARAMETRIC ESTIMATION
- Some exponential estimators in sample survey using robust regression method in the presence of outliers
- Robust minimum information loss estimation
- Strategy-proof estimators for simple regression.
- Which robust versions of sample variance and sample covariance are most appropriate for econometrics: symmetry-based analysis
- Outlier detection by means of robust regression estimators for use in engineering science
- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
- Partial breakdown in two-factor models
- Interactions and outliers in the two-way analysis of variance
- Robust Statistics
- Robust methods for heteroskedastic regression
- Robust ratio type estimators in simple random sampling using Huber M-estimation
- Robust Bayesian regression with the forward search: theory and data analysis
- scientific article; zbMATH DE number 3956211 (Why is no real title available?)
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- The Box-Cox transformation: review and extensions
- High-breakdown robust multivariate methods
- scientific article; zbMATH DE number 7730941 (Why is no real title available?)
- Robust versus classical detection of atypical data
- Robust estimation through estimating equations
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 Q4119973)
