The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
From MaRDI portal
Publication:4768495
DOI10.2307/1267936zbMath0282.62057OpenAlexW4248800565MaRDI QIDQ4768495
John W. Tukey, Albert E. Beaton
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1267936
Related Items
Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term, Uniform asymptotics for robust location estimates when the scale is unknown, Duality results and proximal solutions of the Huber \(M\)-estimator problem, Outliers in official statistics, The Pitman estimator of the Cauchy location parameter, On the convergence of Newton's method when estimating higher dimensional parameters, An Improved Majorization Algorithm for Robust Procrustes Analysis, A comparison of robust versions of the AIC based on M-, S- and MM-estimators, Resistant lower rank approximation of matrices by iterative majorization, Fast \(l_ p\) solution of large, sparse, linear systems: Application to seismic travel time tomography, Robust canonical discriminant analysis, Tukey's biweight estimation for uncertain regression model with imprecise observations, Robust multivariate and functional archetypal analysis with application to financial time series analysis, Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators, Robust estimation in the errors variables model via weighted likelihood estimating equations, Robust estimators under a functional common principal components model, On w-estimators of a linear functional relationship, Duality in robust linear regression using Huber's \(M\)-estimator, Robust regression analysis: a useful two stage procedure, RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS, Robustness and Tractability for Non-convex M-estimators, On the computation and efficiency of a HBP-GM estimator some simulation results, Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation, Robust penalized empirical likelihood in high dimensional longitudinal data analysis, The Almon M-estimator for the distributed lag model in the presence of outliers, A truncated three-term conjugate gradient method with complexity guarantees with applications to nonconvex regression problem, Fuzzy sets on 2D spaces for fineness representation, Change point detection with robust control chart, A nonlinear conjugate gradient method with complexity guarantees and its application to nonconvex regression, Surface denoising based on normal filtering in a robust statistics framework, M-estimates: a review and application for decision-making under uncertainty, Uniform asymptotics for S- and MM-regression estimators, Bandwidth choice for robust nonparametric scale function estimation, The scale problem in robust regressionM- estimates, Newton-type methods for non-convex optimization under inexact Hessian information, The bivariate distribution of a median smoothed Markov chain, Robust functional principal components: a projection-pursuit approach, Efficient tracking and ego-motion recovery using gait analysis, M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model, Comparative analysis for robust penalized spline smoothing methods, Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference, Gross error compensation for gravity field analysis based on kinematic orbit data, Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function, Influence function of projection-pursuit principal components for functional data, Robust estimation of error scale in nonparametric regression models, Robust Regression with Asymmetric Heavy-Tail Noise Distributions, Inexact variable metric stochastic block-coordinate descent for regularized optimization, Adaptive robust regression with continuous Gaussian scale mixture errors, A sequential Bayesian alternative to the classical parallel fuzzy clustering model, The iteratively reweighted estimating equation in minimum distance problems, Robust estimation of bilinear time series models, Robust tests for equality of two population means under the normal model, A robust coefficient of determination for regression, Large‐scale signal detection: A unified perspective, Generalized structured component analysis, Weiszfeld's method: old and new results, Estimating the \(p\)-values of robust tests for the linear model, Gauss–Newton Methods for Robust Parameter Estimation, \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations, A model selection method for S‐estimation, The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules., Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference, Rank estimation of regression coefficients using iterated reweighted least squares, Bootstrapping MM-estimators for linear regression with fixed designs, Robust estimators for the fixed effects panel data model, Robust estimation of a linear functional relationship, On a robust local estimator for the scale function in heteroscedastic nonparametric regression, The asymptotics of MM-estimators for linear regression with fixed designs, Robust functional regression based on principal components, Robust confidence intervals for the center of a symmetric distribution, Variable smoothing for weakly convex composite functions, The NIRS brain AnalyzIR toolbox, Unnamed Item, On general notions of depth for regression, Robust fitting of mixture regression models, Robust archetypoids for anomaly detection in big functional data, A generalized compartmental model to estimate the fibre mass in the ruminoreticulum: II. Integrating digestion and passage, Summary value smoothing of physical time series with unequal intervals, Robust regression for highly corrupted response by shifting outliers, Asymptotic behavior of general M-estimates for regression and scale with random carriers, M-estimators and gnostical estimators for identification of a regression model, Fast and robust bootstrap, A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts, A self-adjusted weighted likelihood ratio test for global clustering of disease, An adaptive exponentially weighted moving average-type control chart to monitor the process mean, 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, Approximation in normed linear spaces, Bootstrapping robust estimates of regression, A new outlier detection method based on convex optimization: application to diagnosis of Parkinson’s disease, CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER, On B-robust instrumental variable estimation of the linear model with panel data., The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting, A subsampling approach for Bayesian model selection, Unnamed Item, The S-estimator in the change-point random model with long memory, Penalized unimodal spline density estimation with application to \(M\)-estimation
