Robust Inference for Generalized Linear Models
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- scientific article; zbMATH DE number 5280043
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(only showing first 100 items - show all)- Robust estimation for ordinal regression
- Estimation in the generalized Poisson model via robust testing
- On robust estimation of negative binomial INARCH models
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- On bias reduction in robust inference for generalized linear models
- A robustification of the chain-ladder method
- Robust Transformations for Multiple Regression via Additivity and Variance Stabilization
- Initial robust estimation in generalized linear models
- Robust variable selection for generalized linear models with a diverging number of parameters
- Minimum profile Hellinger distance estimation of general covariate models
- Robust binary regression
- Robust estimates in generalized partially linear single-index models
- \(M\)-type penalized splines with auxiliary scale estimation
- Robust inference in generalized linear models for longitudinal data
- Robust heavy-tailed versions of generalized linear models with applications in actuarial science
- Simple tail index estimation for dependent and heterogeneous data with missing values
- Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
- High dimensional generalized linear models for temporal dependent data
- Robust quasi-likelihood inference in generalized linear mixed models with outliers
- Robust REML estimation for k-component Poisson mixture with random effects: application to the epilepsy seizure count data and urinary tract infections data
- Influence analysis of robust Wald-type tests
- Robust empirical likelihood inference for longitudinal data
- Implementing the Bianco and Yohai estimator for logistic regression
- Robust estimation for functional logistic regression models
- The application of minimax fit in linear model and its extension in generalised linear models
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- Parametric simultaneous robust inferences for regression coefficient under generalized linear models
- Semiparametric inference based on a class of zero-altered distributions
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
- Robust Wald-type methods for testing equality between two populations regression parameters: a comparative study under the logistic model
- Robust joint modeling of mean and dispersion through trimming
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Robust inferences in longitudinal models for binary and count panel data in the presence of outliers
- The R package ecosystem for robust statistics
- A review of the use of conditional likelihood in capture-recapture experiments
- Tukey's M-estimator of the Poisson parameter with a special focus on small means
- Robust Modeling for Inference From Generalized Linear Model Classes
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- RobROSE: a robust approach for dealing with imbalanced data in fraud detection
- Analysis of incomplete longitudinal data with informative drop-out and outliers
- Joint analysis of longitudinal count and binary response data in the presence of outliers
- Robust testing in the logistic regression model
- A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity
- Normalized estimating equation for robust parameter estimation
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Projection estimators for generalized linear models
- Robust estimation and inference for heavy tailed GARCH
- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
- Robust estimate for count time series using GLARMA models: an application to environmental and epidemiological data
- Performance evaluation of nursing homes using finite mixtures of logistic models and M-quantile regression for binary data
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- Semiparametric estimation with missing covariates
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Robust estimation for nonparametric generalized regression
- Robust modelling of the relationship between CD4 and viral load for complex AIDS data
- Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases
- Robust model selection in generalized linear models
- Robust penalized logistic regression with truncated loss functions
- Robust binary regression with continuous outcomes
- A longitudinal study of the influence of air pollutants on children: a robust multivariate approach
- Robust statistics: a selective overview and new directions
- Robust fitting of the binomial model.
- Robust fitting for generalized additive models for location, scale and shape
- Robust inference for generalized linear models with application to logistic regression
- Claims Reserving with a Robust Generalized Additive Model
- Robust estimation of mean and dispersion functions in extended generalized additive models
- Robust variable selection in linear mixed models
- Robust estimation in regression and classification methods for large dimensional data
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data
- Robust inference in the multilevel zero-inflated negative binomial model
- Regularized robust estimation in binary regression models
- A Wald-type test statistic based on robust modified median estimator in logistic regression models
- Algorithms for bounded-influence estimation
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Robust state space models for estimating fish stock maturities
- Robust estimators for generalized linear models
- Robust estimation methods for a class of log-linear count time series models
- A Statistical Learning Approach to Modal Regression
- Robust analysis of longitudinal data with nonignorable missing responses
- Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses
- Statistical inference for decision curve analysis, with applications to cataract diagnosis
- Robust inference in the joint modeling of multilevel zero-inflated Poisson and Cox models
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
- A robust version of the hurdle model
- Robust estimation for linear regression with asymmetric errors
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
- Robust link functions
- Robust model selection with flexible trimming
- Penalized robust estimators in sparse logistic regression
- Robust estimation and inference for general varying coefficient models with missing observations
- Robust inference in the negative binomial regression model with an application to falls data
- Robust estimating equations and bias correction of correlation parameters for longitudinal data
- Robust estimation for zero-inflated Poisson regression
- Estimating heterogeneous causal effects in observational studies using small area predictors
- Robust and sparse logistic regression for high-dimensional data: a DPD-ENP hybrid model
- Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation
- Robust and accurate inference for generalized linear models
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