scientific article; zbMATH DE number 3221750
From MaRDI portal
Publication:5509327
zbMath0136.39203MaRDI QIDQ5509327
Publication date: 1965
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Application of measurement error models to correct for systematic differences among readers and vendors in echocardiography measurements: the CARDIA study ⋮ Portmanteau test for randomness in poisson data ⋮ New ridge estimators in the inverse Gaussian regression: Monte Carlo simulation and application to chemical data ⋮ Two-parameter estimator for the inverse Gaussian regression model ⋮ A Note on parameter and standard error estimation in adaptive robust regression ⋮ Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods ⋮ Local influence on a test of linear hypothesis in multiple regression model ⋮ On PRESS and deletion bootstraps in linear regression ⋮ Computationally easy outlier detection via projection pursuit with finitely many directions ⋮ Procedures for the identification of multiple influential observations in linear regression ⋮ Computational aspects of adaptive combination of least squares and least absolute deviations estimators ⋮ A method for simultaneous variable selection and outlier identification in linear regression ⋮ The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression ⋮ The internal norm approach to influence diagnostics ⋮ A new correction approach for information criteria to detect outliers in regression modeling ⋮ New shrinkage parameters for the inverse Gaussian Liu regression ⋮ An algorithm to find all regression quantiles ⋮ A new multiple outliers identification method in linear regression ⋮ The collected works of john w. tukey ⋮ Multiple outliers detection through reweighted least deviances. ⋮ Estimating the variance of the LAD regression coefficients. ⋮ A clustering algorithm for identifying multiple outliers in linear regression. ⋮ A one-step robust estimator for regression based on the weighted likelihood reweighting scheme ⋮ Minimum distance estimation in a finite mixture regression model ⋮ Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression ⋮ t-distribution modeling using the available statistical software ⋮ A new biased estimator for the gamma regression model: Some applications in medical sciences ⋮ A new Liu-type estimator for the Inverse Gaussian Regression Model ⋮ On the robustness of Mallows’ Cp criterion ⋮ An instrumental variable method for model order identification ⋮ On the use of the Helmert transformation, and its applications in panel data econometrics ⋮ Forecasting using information and entropy based on belief functions ⋮ Bayesian approach to robust procedures based on censored samples ⋮ A robust diagnostic plot for explanatory variables under model mis-specification ⋮ Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data ⋮ Robust second-order least-squares estimator for regression models ⋮ Bayesian approach to robust comparison of two means based on asymmetric type-II censored samples ⋮ Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model ⋮ Zur Approximation der hypergeometrischen Verteilung durch die Normalverteilung ⋮ Stepwise local influence analysis ⋮ Brq: an R package for Bayesian quantile regression ⋮ Identification and classification of multiple outliers, high leverage points and influential observations in linear regression ⋮ A Comparison of Marginal Likelihood Computation Methods ⋮ A Polemic for Bayesian Statistics ⋮ Rank-based estimation of the ratio of scale parameters and applications ⋮ Tests concerning a nested mixed model with heteroscedastic random effects ⋮ Using data images for outlier detection ⋮ Outlier detection for high dimensional data using the Comedian approach ⋮ Improved likelihood inference in beta regression ⋮ Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables ⋮ Two parameter Ridge estimator in the inverse Gaussian regression model ⋮ A comparison of several attribute sampling plans ⋮ Precise comparison of theory and new experiment for the Casimir force leads to stronger constraints on thermal quantum effects and long-range interactions ⋮ Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression ⋮ On influence assessment for LAD regression ⋮ Bayesian Measures of Model Complexity and Fit ⋮ Identifying multiple influential observations in linear regression ⋮ Detecting multiple outliers in linear regression using a cluster method combined with graphical visualization ⋮ Estimation of bias in classical linear regression slope when the proper model is functional linear regression ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations ⋮ Limits of Quantitation for Laboratory Assays ⋮ A stochastic approach to risk management for prostate cancer patients on active surveillance ⋮ Algorithms for the Huber estimator in multiple regression ⋮ A conservative Sample size for the comparison of several proportions ⋮ A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood ⋮ A comparison theorem for data augmentation algorithms with applications ⋮ Approximating the internal norm influence measure in linear regression ⋮ Analysis of the First Modal Shape Using Two Case Studies ⋮ Performance of Some New Ridge Regression Estimators ⋮ Robust regression for highly corrupted response by shifting outliers ⋮ Diagnostics for multivariate smoothing splines ⋮ Valid Inference Corrected for Outlier Removal ⋮ Use of reference distributions when dealing with unknown regression errors ⋮ Multiple Influential Point Detection in High Dimensional Regression Spaces ⋮ Parameter identification of nonlinear fractional-order systems by enhanced response sensitivity approach ⋮ Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation ⋮ Minimum profile Hellinger distance estimation for semiparametric simple linear regression model ⋮ Robust AIC with high breakdown scale estimate ⋮ Robust regression:a weighted least squares approach ⋮ Qplots, a graphical aid for regression analysis ⋮ Influence of groups of observations on bayes factors ⋮ Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models ⋮ Impact of simultaneous omission of a variable and an observation on a linear regression equation ⋮ Sampling without replacement: History and applications ⋮ Coalitions and payoffs in three‐person sequential games: Initial tests of two formal models ⋮ Sensitivity analysis for predictor variables in the MSAE regression. ⋮ On influence diagnostic in univariate elliptical linear regression models
