Robust diagnostic regression analysis
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(only showing first 100 items - show all)- Asymptotic theory of outlier detection algorithms for linear time series regression models
- A diagnostic measure for influential observations in linear regression
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- On consistency factors and efficiency of robust S-estimators
- scientific article; zbMATH DE number 3932235 (Why is no real title available?)
- The forward search interactive outlier detection in cointegrated VAR analysis
- The Box-Cox transformation: review and extensions
- Case-deletion type diagnostics for calibration estimators in survey sampling
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Robust Diagnostic Data Analysis: Transformations in Regression
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- scientific article; zbMATH DE number 6441640 (Why is no real title available?)
- New computational methods for classification problems in the existence of outliers based on conic quadratic optimization
- scientific article; zbMATH DE number 5845558 (Why is no real title available?)
- Influence analysis in response surface methodology
- Using the forward library in S-plus
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
- Analysis of correlated unit-Lindley data based on estimating equations
- Local influence diagnostics with forward search in regression analysis
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
- Robust inference in semiparametric spatial-temporal models
- Robust regression analysis: a useful two stage procedure
- Exploring multivariate data with the forward search.
- Identification of multiple influential observations in logistic regression
- The main contributions of robust statistics to statistical science and a new challenge
- A parametric framework for the comparison of methods of very robust regression
- Robust analysis of bibliometric data
- Robust estimation of a time series model with structural change
- Monitoring robust regression
- Robust simultaneous confidence interval estimation of principal component loadings
- Robust Transformations for Multiple Regression via Additivity and Variance Stabilization
- Robust influence diagnostics for generalized linear models with continuous responses
- Analysis of the forward search using some new results for martingales and empirical processes
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression
- Robust Box-Cox transformations based on minimum residual autocorrelation
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
- Local influence in multilevel regression for growth curves
- A visual procedure for optimal response transformations and curvature specifications
- New robust dynamic plots for regression mixture detection
- Adaptive subsample estimation for multivariate normal distributions
- Graphics for studying logistic regression models
- Robust confirmatory factor analysis based on the forward search algorithm
- Robust estimation of efficient mean-variance frontiers
- Fast calibrations of the forward search for testing multiple outliers in regression
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Three contributions to robust regression diagnostics
- Implementing the Bianco and Yohai estimator for logistic regression
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- Case deletion diagnostics for GMM estimation
- A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
- Procedures for the identification of multiple influential observations in linear regression
- Forward search outlier detection in data envelopment analysis
- Robust asset allocation with conditional value at risk using the forward search
- Parallelized integrated nested Laplace approximations for fast Bayesian inference
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models
- ‘The COM‐Poisson model for count data: a survey of methods and applications’ by K. Sellers, S. Borle and G. Shmueli
- How to marry robustness and applied statistics
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
- Multiple deletion diagnostics in beta regression models
- Robust time series analysis through the forward search
- Robust regression diagnostics with data transformations
- Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach
- Introducing prior information into the forward search for regression
- Reliable Robust Regression Diagnostics
- Robust Transformations in Univariate and Multivariate Time Series
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Weighted likelihood estimation of multivariate location and scatter
- Detection of outliers in multilevel models
- Case deletion diagnostics in multilevel models
- Optimization of a product performance using mixture experiments
- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model
- Horwitz’s Rule, Transforming Both Sides and the Design of Experiments for Mechanistic Models
- An outlier-resistant test for heteroscedasticity in linear models
- Testing the normality of errors in regression models with a forward approach
- Leverage analysis for linear mixed models
- The Use of Prior Information in Very Robust Regression for Fraud Detection
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- Multiple Linear Regression Model Under Nonnormality
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions
- Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
- Correcting outliers in GARCH models: a weighted forward approach
- Robust analysis of default intensity
- Identifying outliers with sequential fences
- Short-tailed distributions and inliers
- Testing normality in the presence of outliers
- Robust analysis of variance: an approach based on the forward search
- Robust methods for the analysis of spatially autocorrelated data
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- The Forward Search
- An automatic classification and robust segmentation procedure of spatial objects
- The forward search: theory and data analysis
- A forward search algorithm for detecting extreme study effects in network meta-analysis
- Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin
- Joint modelling of location and scale parameters of the t distribution
- Local influence in multilevel models
- Detecting atypical observations in financial data: the forward search for elliptical copulas
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