Robust statistical methods with R
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Robust statistical methods with R
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(19)- On robust training of regression neural networks
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
- Highly robust training of regularized radial basis function networks.
- Regression Neural Networks with a Highly Robust Loss Function
- R-estimation in linear models: algorithms, complexity, challenges
- The minimum weighted covariance determinant estimator revisited
- Robust Training of Radial Basis Function Neural Networks
- Robust nonparametric statistical methods
- One-sample location test based on the sign and Wilcoxon signed-rank tests
- The minimum weighted covariance determinant estimator for high-dimensional data
- Empirical regression quantile processes.
- scientific article; zbMATH DE number 5018128 (Why is no real title available?)
- scientific article; zbMATH DE number 1361587 (Why is no real title available?)
- A robust coefficient of determination based on implicit weighting.
- A comparison of robust model choice criteria within a metalearning study
- Regularized least weighted squares estimator in linear regression
- From robust neural networks toward robust nonlinear quantile estimation
- Ratio estimator under rank set sampling scheme using Huber M in case of outliers
- Robust statistics. Theory and methods (with R)
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