Pages that link to "Item:Q1613004"
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The following pages link to Robust model selection in regression via weighted likelihood methodology (Q1613004):
Displaying 17 items.
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
- Weighted likelihood latent class linear regression (Q2059118) (← links)
- Robust fitting of mixtures of GLMs by weighted likelihood (Q2125729) (← links)
- Statistical inference based on a new weighted likelihood approach (Q2227198) (← links)
- A weighted strategy to handle likelihood uncertainty in Bayesian inference (Q2255789) (← links)
- Weighted likelihood mixture modeling and model-based clustering (Q2302489) (← links)
- Robust model selection in 2D parametric motion estimation (Q2320458) (← links)
- Robust model selection with flexible trimming (Q2445783) (← links)
- Robust Inference in Generalized Linear Models (Q2828694) (← links)
- Robust Model Selection with LARS Based on S-estimators (Q3298448) (← links)
- Robust stepwise regression (Q3591745) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- Forecasting functional time series using weighted likelihood methodology (Q5107506) (← links)
- A comparison of robust versions of the AIC based on M-, S- and MM-estimators (Q5299474) (← links)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971028) (← links)
- Outlier robust model averaging based on \(_{}\) criterion (Q6541810) (← links)
