Rejection of Outliers
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(51)- Estimation of a mean in the presence of an extreme observation
- Effect of outliers on the estimation of parameters
- Some distribution theory results for a regression model
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers
- An Anscombe type robust regression statistic
- Stress-strength reliability inference for the Pareto distribution with outliers
- A new Bayesian approach to robustness against outliers in linear regression
- Premium and protection of a response estimation procedure for two-way tables when outliers occur
- An iteration method of data censoring in the regression estimation problem
- A review of robust regression and diagnostic procedures in linear regression
- Robust worst-case optimal investment
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
- Detection of outliers and robust estimation using fuzzy clustering
- Small sample performance of robust estimators of tail parameters for pareto and exponential models
- Contamination in linear regression models and its influence on estimators
- A complete solution to the problem of robustness of Grubbs's test
- Maximum likelihood estimation in the presence of outiliers
- An evaluation of bootstrap methods for outlier detection in least squares regression
- Robust estimation of the mean of the exponential distribution in outlier situations
- PERFORMANCE OF MURPHY'S TEST FOR TWO OUTLIERS IN A LINEAR MODEL
- Problem of estimation when the outliers are present
- Effect of equicorrelation in detecting a spurious observation
- V-optimal designs for heteroscedastic regression
- Mean square error efficient estimation of an exponential mean under an exchangeable single outlier model
- Analysis of three tests for one or two outliers
- Effect of correlation on the estimation of a mean in the presence of spurious observations
- Finite sample properties of adaptive regression estimators
- Non-parametric regression under location shifts
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families
- Exact tests for outliers in Laplace samples
- Jackknife method for the location of gross errors in weighted total least squares
- Robust simultaneous confidence interval estimation of principal component loadings
- Evaluation of outlier detection method performance in symmetric multivariate distributions
- Features and performance of some outlier detection methods
- Mean-shift outliers model in skew scale-mixtures of normal distributions
- Member plan choice and migration in response to changes in member premiums after Massachusetts health insurance reform
- Spectral-based non-central F mixed effect models, with application to otoacoustic emissions
- Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators
- Robust estimation: A condensed partial survey
- Process capability indices in normal distribution with the presence of outliers
- Robust heavy-tailed versions of generalized linear models with applications in actuarial science
- Comparing estimation of the parameters of distribution of the root density of plants in the presence of outliers
- A Bayesian framework for robust quantitative trait locus mapping and outlier detection
- Sample complexity analysis for adaptive optimization algorithms with stochastic oracles
- Outlier accommodation with semiparametric density processes: a study of antarctic snow density modelling
- Outlier-robust nonsmooth stochastic optimization
- Robust estimation of polyserial correlation coefficients: a density power divergence approach
- New tests to detect outliers in the Pareto distribution
- Generalized linear modeling methods for selection component experiments
- On pooling data. I: Estimation of the mean
- Efficient and robust estimation of regression and scale parameters, with outlier detection
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