Robust diagnostic regression analysis
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(only showing first 100 items - show all)- Short-tailed distributions and inliers
- Testing normality in the presence of outliers
- Identifying outliers with sequential fences
- Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach
- Robust analysis of variance: an approach based on the forward search
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- Exploring multivariate data with the forward search.
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Case deletion diagnostics for GMM estimation
- Robust Bayesian regression with the forward search: theory and data analysis
- Robust methods for the analysis of spatially autocorrelated data
- Graphics for studying logistic regression models
- Density estimation of a unimodal continuous distribution in the presence of outliers
- The forward search and data visualization
- Local influence in multilevel regression for growth curves
- Robust analysis of default intensity
- Testing the normality of errors in regression models with a forward approach
- Influence analysis on the direction of optimal response
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- The Box-Cox transformation: review and extensions
- Local influence diagnostics with forward search in regression analysis
- A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
- Multiple deletion diagnostics in beta regression models
- Weighted likelihood estimation of multivariate location and scatter
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
- Correcting outliers in GARCH models: a weighted forward approach
- On masking and swamping robustness of leading nonparametric outlier identifiers for univariate data
- The forward search interactive outlier detection in cointegrated VAR analysis
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Robust confirmatory factor analysis based on the forward search algorithm
- Detecting atypical observations in financial data: the forward search for elliptical copulas
- Robust estimation of efficient mean-variance frontiers
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- Robust model selection with flexible trimming
- Monitoring robust regression
- The forward search: theory and data analysis
- On consistency factors and efficiency of robust S-estimators
- A parametric framework for the comparison of methods of very robust regression
- Robust analysis of bibliometric data
- Outliers detection in multivariate spatial linear models
- Analysis of the forward search using some new results for martingales and empirical processes
- An automatic classification and robust segmentation procedure of spatial objects
- Parallelized integrated nested Laplace approximations for fast Bayesian inference
- Three contributions to robust regression diagnostics
- Delete-2 and delete-3 jackknife procedures for unmasking in regression
- Asymptotic theory of outlier detection algorithms for linear time series regression models
- Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen
- Checking normality and homoscedasticity in the general linear model using diagnostic plots
- Introducing prior information into the forward search for regression
- How to marry robustness and applied statistics
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- A diagnostic measure for influential observations in linear regression
- Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors
- scientific article; zbMATH DE number 5845558 (Why is no real title available?)
- Transformations and seasonal adjustment
- Robust estimation of a time series model with structural change
- Multiple Linear Regression Model Under Nonnormality
- Procedures for the identification of multiple influential observations in linear regression
- Robust time series analysis through the forward search
- The Forward Search
- Using the forward library in S-plus
- Outlier detection and accommodation in general spatial models
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
- Joint modelling of location and scale parameters of the t distribution
- Horwitz’s Rule, Transforming Both Sides and the Design of Experiments for Mechanistic Models
- Local influence in multilevel models
- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Robust Transformations in Univariate and Multivariate Time Series
- scientific article; zbMATH DE number 3932235 (Why is no real title available?)
- Influence analysis in response surface methodology
- Forward search outlier detection in data envelopment analysis
- Robust Diagnostic Data Analysis: Transformations in Regression
- An Adaptive Estimation of Dimension Reduction Space
- Bayesian Measures of Model Complexity and Fit
- Fast calibrations of the forward search for testing multiple outliers in regression
- New robust dynamic plots for regression mixture detection
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- A mixture-based approach to robust analysis of generalised linear models
- Robust inference in semiparametric spatial-temporal models
- Robust regression analysis: a useful two stage procedure
- Robust simultaneous confidence interval estimation of principal component loadings
- New computational methods for classification problems in the existence of outliers based on conic quadratic optimization
- Optimization of a product performance using mixture experiments
- Identification of multiple influential observations in logistic regression
- Leverage analysis for linear mixed models
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- An outlier-resistant test for heteroscedasticity in linear models
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- scientific article; zbMATH DE number 6441640 (Why is no real title available?)
- ‘The COM‐Poisson model for count data: a survey of methods and applications’ by K. Sellers, S. Borle and G. Shmueli
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Reliable Robust Regression Diagnostics
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
- The Use of Prior Information in Very Robust Regression for Fraud Detection
- Analysis of correlated unit-Lindley data based on estimating equations
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
- Modelling biological regions from multi‐species and environmental data
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