Robust Inference for Generalized Linear Models
From MaRDI portal
Recommendations
- Robust inference for generalized linear models with application to logistic regression
- Robust and accurate inference for generalized linear models
- scientific article; zbMATH DE number 5280043
- Robust estimators for generalized linear models
- Robust Modeling for Inference From Generalized Linear Model Classes
Cited in
(only showing first 100 items - show all)- Algorithms for bounded-influence estimation
- Robust estimating equations and bias correction of correlation parameters for longitudinal data
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- Detecting influential data points for the Hill estimator in Pareto-type distributions
- The application of minimax fit in linear model and its extension in generalised linear models
- Robust inference for generalized linear models with application to logistic regression
- Initial robust estimation in generalized linear models
- Simple tail index estimation for dependent and heterogeneous data with missing values
- Robust tests in generalized linear models with missing responses
- Robust fitting of the binomial model.
- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
- Robust estimates in generalized partially linear single-index models
- Normalized estimating equation for robust parameter estimation
- Robust Wald-type methods for testing equality between two populations regression parameters: a comparative study under the logistic model
- Tukey's M-estimator of the Poisson parameter with a special focus on small means
- Robust fitting for generalized additive models for location, scale and shape
- RobROSE: a robust approach for dealing with imbalanced data in fraud detection
- Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
- Optimal robust estimators for families of distributions on the integers
- Parametric modeling of quantile regression coefficient functions with count data
- Penalized robust estimators in sparse logistic regression
- Classification of COVID19 Patients using robust logistic regression
- High dimensional generalized linear models for temporal dependent data
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- Support vector regression with penalized likelihood
- Robust small area estimation in generalized linear mixed models
- Robust estimators in a generalized partly linear regression model under monotony constraints
- General matching quantiles M-estimation
- Rejoinder: Models as approximations
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
- Robust estimation in accelerated failure time models
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Semiparametric estimation with missing covariates
- Nonparametric tests for multi-parameter \(M\)-estimators
- Robust estimates in generalized partially linear models
- A novel robust approach for analysis of longitudinal data
- Approximate bounded influence estimation for longitudinal data with outliers and measurement errors
- Robust inference in generalized partially linear models
- Robust model selection with flexible trimming
- Robust testing with generalized partial linear models for longitudinal data
- The p value line: a way to choose the tuning constant in tests based on the Huber M-estimator
- Robust estimation and inference for heavy tailed GARCH
- Generalized method of trimmed moments
- Robust estimation in generalized linear models: the density power divergence approach
- Robust estimation and inference for general varying coefficient models with missing observations
- Robust polytomous logistic regression
- Robust minium bias iteration algorithms for classification ratemaking and loss reserving
- Influence analysis of robust Wald-type tests
- Robust Inference in Generalized Linear Models
- A review of the use of conditional likelihood in capture-recapture experiments
- Robust estimation of the generalised partial linear model with missing covariates
- Robust estimation of mean and dispersion functions in extended generalized additive models
- Robust variable selection for generalized linear models with a diverging number of parameters
- Robust quasi-likelihood inference in generalized linear mixed models with outliers
- On bias reduction in robust inference for generalized linear models
- Robust estimation for zero-inflated Poisson regression
- Marginally specified generalized linear mixed models: a robust approach
- Robust penalized logistic regression with truncated loss functions
- Projection estimators for generalized linear models
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Robust inference in the negative binomial regression model with an application to falls data
- Estimation in the generalized Poisson model via robust testing
- Robust methods for generalized linear models with nonignorable missing covariates
- Robust estimates in generalised varying-coefficient partially linear models
- A Simple Diagnostic Plot Connecting Robust Estimation, Outlier Detection, and False Discovery Rates
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
- Robust Modeling for Inference From Generalized Linear Model Classes
- Robust estimators for generalized linear models
- Robust estimation for ordinal regression
- scientific article; zbMATH DE number 1211736 (Why is no real title available?)
- A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity
- Robust joint modeling of mean and dispersion through trimming
- Robust bootstrap procedures for the chain-ladder method
- A robust approach to longitudinal data analysis
- Robust binary regression with continuous outcomes
- scientific article; zbMATH DE number 1356593 (Why is no real title available?)
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Robust Procedures for Drug Combination Problems with Quantal Responses
- A Statistical Learning Approach to Modal Regression
- Weak linear representation of M-estimation in GLMs with dependent errors
- Privacy-preserving parametric inference: a case for robust statistics
- Robust link functions
- A robustification of the chain-ladder method
- A mixture-based approach to robust analysis of generalised linear models
- Robust inference in the multilevel zero-inflated negative binomial model
- Robust variable selection via penalized MT-estimator in generalized linear models
- A robust sparse linear approach for contaminated data
- Robust change detection for large-scale data streams
- Regularized robust estimation in binary regression models
- A Wald-type test statistic based on robust modified median estimator in logistic regression models
- Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates -- an application to Arctic data analysis
- Robust modelling of the relationship between CD4 and viral load for complex AIDS data
- Robust variable selection in linear mixed models
- Analysis of incomplete longitudinal data with informative drop-out and outliers
- Robust fitting of INARCH models
- Finite mixtures of quantile and M-quantile regression models
This page was built for publication: Robust Inference for Generalized Linear Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4468307)