Pages that link to "Item:Q1895368"
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The following pages link to Breakdown points for designed experiments (Q1895368):
Displayed 15 items.
- The least trimmed quantile regression (Q434955) (← links)
- Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
- Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
- Robust estimation in structured linear regression (Q1354471) (← links)
- The breakdown value of the \(L_1\) estimator in contingency tables (Q1380620) (← links)
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. (Q1408739) (← links)
- Breakdown points and variation exponents of robust \(M\)-estimators in linear models (Q1568279) (← links)
- Robust regression with both continuous and categorical predictors (Q1582371) (← links)
- Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
- Improving bias-robustness of regression estimates through projections (Q1974082) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- About Regression Estimators with High Breakdown Point (Q4228052) (← links)
- Trimmed likelihood estimators for lifetime experiments and their influence functions (Q5739680) (← links)
- Some quantitative relationships between two types of finite sample breakdown point (Q5933623) (← links)
- Non-asymptotic robustness analysis of regression depth median (Q6183697) (← links)