Pages that link to "Item:Q1847122"

The following pages link to Robust regression: Asymptotics, conjectures and Monte Carlo (Q1847122):

Displayed 50 items.

• Correspondence analysis with least absolute residuals (Q578805) ‎ (← links)
• A central limit theorem applicable to robust regression estimators (Q580843) ‎ (← links)
• The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (Q760111) ‎ (← links)
• Are robust estimation methods useful in the structural errors-in- variables model? (Q794087) ‎ (← links)
• The strong consistency of M-estimators in linear models (Q795448) ‎ (← links)
• Asymptotic relations between L- and M-estimators in the linear model (Q808576) ‎ (← links)
• Asymptotic minimax estimation in semiparametric models (Q811051) ‎ (← links)
• Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) ‎ (← links)
• An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) ‎ (← links)
• Robust estimates for GARCH models (Q935425) ‎ (← links)
• MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) ‎ (← links)
• Profile-kernel likelihood inference with diverging number of parameters (Q955140) ‎ (← links)
• Robust weighted LAD regression (Q959399) ‎ (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) ‎ (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) ‎ (← links)
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) ‎ (← links)
• Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) ‎ (← links)
• On the robust rank analysis of linear models with nonsymmetric error distributions (Q1069601) ‎ (← links)
• Robust estimation in the linear model with asymmetric error distributions (Q1082742) ‎ (← links)
• The place of the \(L_ 1\)-norm in robust estimation (Q1091694) ‎ (← links)
• An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) ‎ (← links)
• Multiple outliers detection through reweighted least deviances. (Q1128456) ‎ (← links)
• A comparison between two robust regression estimators by means of robust covariances (Q1129815) ‎ (← links)
• Robust identification (Q1138529) ‎ (← links)
• The Monte Carlo method (Q1148097) ‎ (← links)
• Sequential procedures based on M-estimators with discontinuous score functions (Q1162780) ‎ (← links)
• An alternative derivation of aligned rank tests for regression (Q1174647) ‎ (← links)
• A note on high-breakdown estimators (Q1174909) ‎ (← links)
• Consistent nonparametric estimation of error distributions in linear model (Q1180503) ‎ (← links)
• Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) ‎ (← links)
• On the asymptotic normality of Fourier flexible form estimates (Q1185206) ‎ (← links)
• Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) ‎ (← links)
• On the optimality of S-estimators (Q1195586) ‎ (← links)
• Edgeworth expansions for \(M\)-estimators of a regression parameter (Q1201117) ‎ (← links)
• Algorithms for the Huber estimator in multiple regression (Q1242422) ‎ (← links)
• Robust autoregressive estimates using quadratic programming (Q1278983) ‎ (← links)
• Asymptotic efficient estimation in semiparametric nonlinear regression models (Q1288286) ‎ (← links)
• Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach (Q1304095) ‎ (← links)
• Optimal designs for robust estimation in conditionally contaminated linear models (Q1329692) ‎ (← links)
• Robust measures of association in the correlation model (Q1332739) ‎ (← links)
• Duality results and proximal solutions of the Huber \(M\)-estimator problem (Q1334928) ‎ (← links)
• An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) ‎ (← links)
• Methods for recursive robust estimation of AR parameters (Q1361507) ‎ (← links)
• Weighted likelihood estimating equations: The discrete case with applications to logistic regression (Q1361643) ‎ (← links)
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics (Q1361648) ‎ (← links)
• General \(M\)-estimation (Q1372221) ‎ (← links)
• Duality in robust linear regression using Huber's \(M\)-estimator (Q1372307) ‎ (← links)
• Optimal locally robust M-estimates of regression (Q1378822) ‎ (← links)
• Robust multiple confidence intervals for contrasts (Q1391329) ‎ (← links)
• A comparative study of some robust methods for coefficient-estimation in linear regression (Q1391996) ‎ (← links)