The following pages link to Rejection of Outliers (Q3266094):
Displaying 48 items.
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
- V-optimal designs for heteroscedastic regression (Q393546) (← links)
- Generalized linear modeling methods for selection component experiments (Q750350) (← links)
- On pooling data. I: Estimation of the mean (Q758824) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Estimation of a mean in the presence of an extreme observation (Q1168660) (← links)
- Effect of outliers on the estimation of parameters (Q1228146) (← links)
- Some distribution theory results for a regression model (Q1235951) (← links)
- An Anscombe type robust regression statistic (Q1352103) (← links)
- Stress-strength reliability inference for the Pareto distribution with outliers (Q2059677) (← links)
- A new Bayesian approach to robustness against outliers in linear regression (Q2226686) (← links)
- Premium and protection of a response estimation procedure for two-way tables when outliers occur (Q2266314) (← links)
- An iteration method of data censoring in the regression estimation problem (Q2371622) (← links)
- A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models (Q2520644) (← links)
- Detection of outliers and robust estimation using fuzzy clustering (Q2563634) (← links)
- Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401) (← links)
- Contamination in linear regression models and its influence on estimators (Q3212144) (← links)
- A complete solution to the problem of robustness of Grubbs's test (Q3357345) (← links)
- Maximum likelihood estimation in the presence of outiliers (Q3473101) (← links)
- An evaluation of bootstrap methods for outlier detection in least squares regression (Q3592611) (← links)
- Robust estimation of the mean of the exponential distribution in outlier situations (Q3740045) (← links)
- PERFORMANCE OF MURPHY'S TEST FOR TWO OUTLIERS IN A LINEAR MODEL (Q3805661) (← links)
- Problem of estimation when the outliers are present (Q3899310) (← links)
- Effect of equicorrelation in detecting a spurious observation (Q3923411) (← links)
- Mean square error efficient estimation of an exponential mean under an exchangeable single outlier model (Q4019305) (← links)
- Analysis of three tests for one or two outliers (Q4194279) (← links)
- Effect of correlation on the estimation of a mean in the presence of spurious observations (Q4197245) (← links)
- Finite sample properties of adaptive regression estimators (Q4853100) (← links)
- Non‐parametric regression under location shifts (Q4913919) (← links)
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families (Q4960578) (← links)
- Exact tests for outliers in Laplace samples (Q5042167) (← links)
- Jackknife method for the location of gross errors in weighted total least squares (Q5082944) (← links)
- Robust simultaneous confidence interval estimation of principal component loadings (Q5086159) (← links)
- Evaluation of outlier detection method performance in symmetric multivariate distributions (Q5087955) (← links)
- Features and performance of some outlier detection methods (Q5124907) (← links)
- Mean-shift outliers model in skew scale-mixtures of normal distributions (Q5222484) (← links)
- Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform (Q5379202) (← links)
- Spectral‐based non‐central F mixed effect models, with application to otoacoustic emissions (Q5397960) (← links)
- Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators (Q5433117) (← links)
- Robust estimation: A condensed partial survey (Q5670096) (← links)
- Process capability indices in normal distribution with the presence of outliers (Q5861426) (← links)
- Robust heavy-tailed versions of generalized linear models with applications in actuarial science (Q6561262) (← links)
- Comparing estimation of the parameters of distribution of the root density of plants in the presence of outliers (Q6626396) (← links)
- A Bayesian framework for robust quantitative trait locus mapping and outlier detection (Q6636048) (← links)
- Sample complexity analysis for adaptive optimization algorithms with stochastic oracles (Q6665393) (← links)
- Outlier accommodation with semiparametric density processes: a study of antarctic snow density modelling (Q6669921) (← links)
