Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
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Cites work
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- A characteristic function approach to the biased sampling model, with application to robust logistic regression
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- Double Exponential Families and Their Use in Generalized Linear Regression
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- Generalized linear models for the analysis of quality-improvement experiments
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- Implementing the Bianco and Yohai estimator for logistic regression
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- Projection estimators for generalized linear models
- Robust Bounded-Influence Tests in General Parametric Models
- Robust Inference for Generalized Linear Models
- Robust Statistics
- Robust and consistent variable selection in high-dimensional generalized linear models
- Robust binary regression
- Robust estimation for linear regression with asymmetric errors
- Robust estimation in generalized linear models: the density power divergence approach
- Robust estimation of mean and dispersion functions in extended generalized additive models
- Robust estimators for generalized linear models
- Robust inference in the negative binomial regression model with an application to falls data
- Robust inference with GMM estimators
- Robust joint modeling of mean and dispersion through trimming
- Robust variable screening for regression using factor profiling
- Saddlepoint tests for accurate and robust inference on overdispersed count data
- The Adaptive Lasso and Its Oracle Properties
- Variance Function Estimation
- Variance function partially linear single-index models
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