Pages that link to "Item:Q1361650"
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The following pages link to Robust covariance estimates based on resampling (Q1361650):
Displaying 15 items.
- Fast and robust bootstrap for LTS (Q957149) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- The asymptotic covariance matrix of the Oja median. (Q1423116) (← links)
- A note on breakdown theory for bootstrap methods (Q1590835) (← links)
- Breakdown theory for bootstrap quantiles (Q1807153) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool (Q2276208) (← links)
- Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
- Finite Sample Properties of the QME (Q3155626) (← links)
- A Monte Carlo comparison of three consistent bootstrap procedures (Q3636773) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- Estimates of Regression Coefficients Based on the Sign Covariance Matrix (Q4665893) (← links)
- A Robustification of the Chain-Ladder Method (Q5029068) (← links)
- An impartial trimming algorithm for robust circle fitting (Q6113738) (← links)
- Approximate Bayesian computation using asymptotically normal point estimates (Q6136276) (← links)
