scientific article; zbMATH DE number 1082456
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- Robust spline-based variable selection in varying coefficient model
- Empirical likelihood-based weighted rank regression with missing covariates
- Robust comparison of regression curves
- Iterative rank estimation for generalized linear models
- A confidence interval for the median of a finite population under unequal probability sampling: a model-assisted approach
- Generalized multivariate rank type test statistics via spatial U-quantiles
- Robust analysis of linear models
- The sign statistic, one-way layouts and mixture models
- Spatial statistics
- Walsh-average based variable selection for varying coefficient models
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression
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- The signed-rank estimator for nonlinear regression with responses missing at random
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- Complexities of self-dual normal bases
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- A tuning-free robust and efficient approach to high-dimensional regression
- Gini's ideas: new perspectives for modern multivariate statistical analysis
- Improved ratio estimators using some robust measures
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- WILCOXON RANK BASED PRINCIPAL COMPONENT ANALYSIS
- Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables
- A Robust Two Sample Procedure to Estimate a Shift Parameter
- Robust nonparametric statistical methods
- Discriminant procedures based on efficient robust discriminant coordinates
- Confidence Intervals for the Median of a Finite Population Based on the Sign Test
- GR-estimates for an autoregressive time series.
- Rank estimating equations for random effects models
- An investigation of the rank transformation in multiple regression.
- Local Walsh-average regression for single index varying coefficient models
- Robust explicit estimation of the log-logistic distribution with applications
- Distributed smoothed rank regression with heterogeneous errors for massive data
- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
- Considerations in testing treatment effects on transient event driven health status changes measured by patient reported outcomes
- Rank-based empirical likelihood inference on medians of \(k\) populations
- Adaptive Nadaraya-Watson kernel regression estimators utilizing some non-traditional and robust measures: a numerical application of british food data
- Rank-based Liu regression
- Local Walsh-average regression
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
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