The following pages link to (Q3206151):
Displayed 32 items.
- Robust estimators for generalized linear models (Q393579) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression (Q997368) (← links)
- M-methods in multivariate linear models (Q1067330) (← links)
- A comparison between two robust regression estimators by means of robust covariances (Q1129815) (← links)
- A local breakdown property of robust tests in linear regression (Q1175671) (← links)
- A note on efficient regression estimators with positive breakdown point (Q1176993) (← links)
- Unconventional features of positive-breakdown estimators (Q1324567) (← links)
- Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation (Q1361528) (← links)
- Local and global robustness of regression estimators (Q1361608) (← links)
- Robust estimation in simultaneous equations models (Q1361644) (← links)
- Optimal locally robust M-estimates of regression (Q1378822) (← links)
- On the computation and efficiency of a HBP-GM estimator some simulation results (Q1391324) (← links)
- Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← 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)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
- Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood (Q1766969) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- Combining locally and globally robust estimates for regression (Q1873100) (← links)
- Robust regression through robust covariances (Q3780262) (← links)
- (Q3798098) (← links)
- Asymptotic behavior of general M-estimates for regression and scale with random carriers (Q3897855) (← links)
- General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696) (← links)
- Estimates of Regression Coefficients Based on the Sign Covariance Matrix (Q4665893) (← links)
- Robust variable selection via penalized MT-estimator in generalized linear models (Q5039831) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
- Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation (Q6038829) (← links)