Robust Statistical Methods with R
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Publication:4632508
DOI10.1201/B21993zbMATH Open1411.62003OpenAlexW4286715447MaRDI QIDQ4632508FDOQ4632508
Authors: Jan Picek, Martin Schindler, Jana Jurečková
Publication date: 29 April 2019
Full work available at URL: https://doi.org/10.1201/b21993
Recommendations
Nonparametric robustness (62G35) Software, source code, etc. for problems pertaining to statistics (62-04) Robustness and adaptive procedures (parametric inference) (62F35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cited In (15)
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
- Highly robust training of regularized radial basis function networks.
- Regression Neural Networks with a Highly Robust Loss Function
- The minimum weighted covariance determinant estimator revisited
- Robust Training of Radial Basis Function Neural Networks
- Robust nonparametric statistical methods
- One-sample location test based on the sign and Wilcoxon signed-rank tests
- The minimum weighted covariance determinant estimator for high-dimensional data
- Empirical regression quantile processes.
- Title not available (Why is that?)
- Title not available (Why is that?)
- A comparison of robust model choice criteria within a metalearning study
- Ratio estimator under rank set sampling scheme using Huber M in case of outliers
- Robust statistics. Theory and methods (with R)
- On robust training of regression neural networks
Uses Software
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