Robust nonparametric statistical methods
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- Rank-based shrinkage estimation for identification in semiparametric additive models
- Robust estimation of single index models with responses missing at random
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- Rank-based test for partial functional linear regression models
- Traditional and rank-based tests for ordered alternatives in a cluster correlated model
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation
- General local rank estimation for single-index varying coefficient models
- A rank-based Cramér-von-Mises-type test for two samples
- Algorithm-based distribution of two-sample statistics
- A moment generating function of a combination of linear rank tests and its asymptotic efficiency
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Double penalized semi-parametric signed-rank regression with adaptive LASSO
- Stochastic modified Beverton-Holt model with Allee effect. II: The Cushing-Henson conjecture
- Weighted \(L_{1}\)-estimates for the first-order bifurcating autoregressive model
- Simple robust tests for autocorrelated errors in time series design intervention models
- Rank-based ridge estimation in multiple linear regression
- Strong consistency of the general rank estimator
- Robust reduced-rank modeling via rank regression
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- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
- Robust confidence regions for the semi-parametric regression model with responses missing at random
- Robust Statistical Methods with R
- Asymptotic optimality of Hodges-Lehmann inverse rank likelihood estimators
- Robust estimation of marginal regression parameters in clustered data
- Efficient and adaptive rank-based fits for linear models with skew-normal errors
- Regularised rank quasi-likelihood estimation for generalised additive models
- On enhanced estimation of population variance using unconventional measures of an auxiliary variable
- Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Empirical likelihood inference for the mean past lifetime function
- Varying coefficient single-index regression model with missing responses under rank-based modelling
- Comparison of nonparametric analysis of variance methods: A vote for van der Waerden
- A Monte Carlo study of REML and robust rank-based analyses for the random intercept mixed model
- Generalized signed-rank estimation and selection for the functional linear model
- Robust estimation and selection for single-index regression model
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- Linear regression model with new symmetric distributed errors
- Rank estimation for the functional linear model
- Robust bent line regression
- A class of one sample tests based on the Mann-Whitney-Wilcoxon functional
- Robust recursive analysis of seasonal moving average models
- Multivariate hypothesis testing using generalized and {2}-inverses – with applications
- Rank regression in order restricted randomised designs
- Rank-based analysis of linear models and beyond: a review
- Robust signed-rank variable selection in linear regression
- Generalized rank-based estimates for linear models with cluster correlated data
- Iterated reweighted rank-based estimates for GEE models
- On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process
- Applications of robust regression to ``big data problems
- Two-Sample Rank-Sum Test for Order Restricted Randomized Designs
- Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
- Multivariate autoregressive time series using Schweppe weighted Wilcoxon estimates
- Local rank estimation and related test for varying-coefficient partially linear models
- Capturing spatiotemporal dynamics of Alaskan groundfish catch using signed-rank estimation for varying coefficient models
- Artificial neural networks with a signed-rank objective function and applications
- The Wilcoxon–Mann–Whitney Procedure Fails as a Test of Medians
- Center-Outward R-Estimation for Semiparametric VARMA Models
- Analogues on the Sphere of the Affine-Equivariant Spatial Median
- Local Walsh-average regression for single index varying coefficient models
- Exact tables for the Friedman rank test: case with ties
- Model selection using PRESS statistic
- A Monte Carlo permutation procedure for testing variance components using robust estimation methods
- Pairwise comparisons using ranks in block designs
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
- The adaptive Baumgartner-type test statistics for two-sample independent problem
- Transfer learning for high-dimensional data with heavy-tailed noise: a sparse convoluted rank regression method
- Robust testing based on density power divergence for comparing multiple means in the ANCOVA model
- R-estimation in linear models: algorithms, complexity, challenges
- Rank-based inference for covariate and group effects in clustered data in presence of informative intra-cluster group size
- Robust subgroup analysis under rank regression
- Composite quantile regression for single-index models with asymmetric errors
- Semi-parametric rank regression with missing responses
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
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