The following pages link to (Q3683344):
Displaying 50 items.
- Robust boosting for regression problems (Q133956) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Robust fitting of mixture regression models (Q135710) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Change point detection with robust control chart (Q410343) (← links)
- Robust fuzzy regression analysis (Q433071) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood (Q499439) (← links)
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited (Q558069) (← links)
- Projection-pursuit approach to robust linear discriminant analysis (Q604363) (← links)
- \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
- Robust linear least squares regression (Q661182) (← links)
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model (Q683458) (← links)
- Robust estimation and testing for general nonlinear regression models (Q687206) (← links)
- A resampling design for computing high-breakdown regression (Q689489) (← links)
- Exact fit points under simple regression with replication (Q689545) (← links)
- Data quality: a statistical perspective (Q713697) (← links)
- On the breakdown point of multivariate location estimators based on trimming procedures (Q808584) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Outliers in official statistics (Q830270) (← links)
- Huber-type principal expectile component analysis (Q830604) (← links)
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments (Q904634) (← links)
- Uniform asymptotics for S- and MM-regression estimators (Q907023) (← links)
- Robust regression credibility: The influence function approach (Q939364) (← links)
- Fast and robust discriminant analysis (Q956834) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Computing the constrained M-estimates for regression (Q957174) (← links)
- A robust testing procedure for the equality of covariance matrices (Q957254) (← links)
- Robust Box-Cox transformations based on minimum residual autocorrelation (Q959359) (← links)
- A robust coefficient of determination for regression (Q963875) (← links)
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression (Q997368) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Fast cross-validation of high-breakdown resampling methods for PCA (Q1020168) (← links)
- Principal component analysis for data containing outliers and missing elements (Q1023501) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- A Hausman-type test to detect the presence of influential outliers in regression analysis (Q1046256) (← links)
- Best approximations to random variables based on trimming procedures (Q1174316) (← links)
- A note on high-breakdown estimators (Q1174909) (← links)
- A local breakdown property of robust tests in linear regression (Q1175671) (← links)
- An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
- On the optimality of S-estimators (Q1195586) (← links)
- Asymptotics for trimmed \(k\)-means and associated tolerance zones. (Q1298870) (← links)
- Stability under contamination of robust regression estimators based on differences of residuals. (Q1299423) (← links)
- The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators (Q1324556) (← links)
