Robust inference for linear regression models with possibly skewed error distribution
From MaRDI portal
Cites work
- A generalized class of skew distributions and associated robust quantile regression models
- A mixture-based approach to robust analysis of generalised linear models
- Choosing a robustness tuning parameter
- Detecting Skewed Errors from Regression Residuals
- Econometric applications of high-breakdown robust regression techniques
- Estimation in skew-normal linear mixed measurement error models
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3980216 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Influence analysis of robust Wald-type tests
- Joint modeling of location and scale parameters of the skew-normal distribution
- On the `optimal' density power divergence tuning parameter
- Robust and efficient estimation by minimising a density power divergence
- Robust and efficient estimation in the parametric proportional hazards model under random censoring
- Robust bounded influence tests for independent non-homogeneous observations
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
- Robust estimation in generalized linear models: the density power divergence approach
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Robust inference for skewed data in health sciences
- Robust inference in the negative binomial regression model with an application to falls data
- Robust mixture regression based on the skew t distribution
- Robust mixture regression modeling based on scale mixtures of skew-normal distributions
- Robust quantile regression using a generalized class of skewed distributions
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
- Robust Wald-type tests under random censoring
- Statistical Inference
- The Skew-normal Distribution and Related Multivariate Families*
- Using Robust Scale Estimates in Detecting Multiple Outliers in Linear Regression
This page was built for publication: Robust inference for linear regression models with possibly skewed error distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7015212)