scientific article; zbMATH DE number 3587861
From MaRDI portal
Publication:4155666
Cited in
(76)- Robust decisions in economic models
- Resistant outlier rules and the non-Gaussian case.
- A distribution free method of detecting outliers in regression
- Discussion of Fréchet's article (1940) \textit{Sur une limitation très générale de la dispersion de la médiane}
- A variance shift model for detection of outliers in the linear measurement error model
- Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
- Anomaly detection in the probability simplex under different geometries
- Power of tests of normality for detecting scale contaminated normal samples
- Combining different biometric traits with one-class classification
- Locally best invariant test for outliers in a gamma type distribution
- Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution
- Descriptive tests for the identification of outliers in the errors in variables linear model
- On the performances of an outlier test in the case of the exponential distribution
- Robustified distance based fuzzy membership function for support vector machine classification
- Representation of the Minkowski metric as a fuzzy set
- Extremes,extreme spacings and outliers in the tukey and weibull families
- A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
- An identity for the moments of normal order statistics with applications
- Testing adequacy of linear random models
- On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
- A hypergrid based adaptive learning method for detecting data faults in wireless sensor networks
- One-sided trimming in small samples with asymmetric contamination
- Influence analysis on discriminant coordinates
- Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
- Bayesian reliability analysis when multiple early failures may be present
- Polyhedron graphs for displaying multivariate data
- Detecting multiple outliers with an application to R \& D productivity
- A variance shift model for detection of outliers in the linear mixed measurement error models
- A New Statistic for Detecting Outliers in Exponential Case
- A journey in single steps: robust one-step M-estimation in linear regression
- Distributions of test statistics for multiple outliers in exponential samples
- Outliers, Sample Size and Robust Estimation of Stochastic Frontier Production Models
- Progressive censoring from heterogeneous distributions with applications to robustness
- The Use of Influence Functions for Outlier Detection and Data Editing
- A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws
- Bayesian regression diagnostics with applications to international consumption and income data
- On the tiku-suresh method of estimation
- A heuristic approach to optimum experimental design
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator
- A mean deviation-based approach to monitor process variability
- Detection of outliers in signal processing and detection of number of signals in presence of outliers
- An instance level analysis of data complexity
- Analysis of robust stochastic approximation algorithms for process identification
- C. F. Gauss and geodetic observations
- The Frèchet's metric as a measure of influence in multivariate linear models with random errors elliptically distributed
- A New Test of Discordancy in Circular Data
- Distortion in statistical inference: the distinction between data contamination and model deviation
- Statistical scoring procedures applicable to laboratory performance evaluation
- Sobre la robustificacion interna del algoritmo de Plackett-Kalman para la estimacion recursiva del modelo de regresion lineal
- On the logical development of statistical models
- The relationship between the absolute deviation from a quantile and Gini's mean difference
- Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
- A Modified winsorized regression procedure for linear models
- Properties of two tests for outliers in multivariate data
- An evaluation of bootstrap methods for outlier detection in least squares regression
- Detection of outliers in poisson samples
- Efficient calculation of hodges-lehmann estimators of location
- Boxplot for circular variables
- On robust AML identification algorithms
- A Conversation with Adelchi Azzalini and Narayanaswamy Balakrishnan
- A robust method of estimation based on the MML estimators for a simple linear regression model
- Variance of a Winsorized Mean When the Sample Contains Multiple Outliers
- Detecting outliers in \(I \times J\) tables through the level of susceptibility
- Likelihood ratio and hazard rate orderings of the maxima in two multiple-outlier geometric samples
- Extended tables on an approximate test for outliers in linear models
- Comparing the mean vectors of two independent multivariate log-normal distributions
- The complementary use of regression diagnostics and robust estimators
- Robust estimation of the mean of the exponential distribution in outlier situations
- Estimation of the mean of the exponential distribution with an outlying observation
- Families of neighbour designs and their analysis
- Regressor and structure selection in NARX models using a structured ANOVA approach
- The laws of coincidence
- Bayesian robustness modelling of location and scale parameters
- Robust Bootstrap with Non Random Weights Based on the Influence Function
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 Q4155666)
