Pages that link to "Item:Q1807153"
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The following pages link to Breakdown theory for bootstrap quantiles (Q1807153):
Displaying 21 items.
- Robust subsampling (Q738145) (← links)
- Fast and robust bootstrap for LTS (Q957149) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) (Q1568302) (← links)
- A note on breakdown theory for bootstrap methods (Q1590835) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- Frequentist standard errors of Bayes estimators (Q2403394) (← links)
- Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
- Pairwise comparisons of trimmed means for two or more groups (Q2511842) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Some quantitative relationships between two types of finite sample breakdown point (Q5933623) (← links)
- Kesar Singh's contributions to statistical methodology (Q5970306) (← links)
- An impartial trimming algorithm for robust circle fitting (Q6113738) (← links)
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
