The following pages link to (Q3723487):
Displayed 50 items.
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited (Q558069) (← links)
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- Robust estimators and probability integral transformations (Q596967) (← links)
- Recursive robust regression computational aspects and comparison (Q674199) (← links)
- Aligned rank tests for the linear model with heteroscedastic errors (Q689419) (← links)
- A resampling design for computing high-breakdown regression (Q689489) (← links)
- Exact fit points under simple regression with replication (Q689545) (← links)
- A diagnostic for heteroscedasticity based on the Spearman rank correlation (Q753355) (← links)
- A p-subset property of \(L_ 1\) and regression quantile estimates (Q804175) (← links)
- Algorithms for the computation of weights in bounded influence regression (Q804193) (← links)
- Min-max asymptotic variance of M-estimates of location when scale is unknown (Q809499) (← links)
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- Tutorial series on brain-inspired computing. VI: Geometrical structure of boosting algorithm (Q857990) (← links)
- Robust weighted one-way ANOVA: improved approximation and efficiency (Q861213) (← links)
- Segmentation and tracking of multiple video objects (Q866701) (← links)
- Multidimensional trimming based on projection depth (Q869968) (← links)
- Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity (Q870323) (← links)
- A modified EM algorithm for mixture models based on Bregman divergence (Q878191) (← links)
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions (Q885781) (← links)
- Robustness against unexpected dependence in the location model (Q909382) (← links)
- Bounded-influence estimators for the Tobit model (Q909401) (← links)
- Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions (Q911200) (← links)
- On differential stability in stochastic programming (Q918419) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression (Q997368) (← links)
- Robustness of forecasting of autoregressive time series for additive distortions (Q997721) (← links)
- The place of the \(L_ 1\)-norm in robust estimation (Q1091694) (← links)
- Methods of \(L_ 1\) estimation of a covariance matrix (Q1091707) (← links)
- A new algorithm for the Huber estimator in linear models (Q1101199) (← links)
- Outlier resistant filtering and smoothing (Q1109003) (← links)
- Robust M-estimators in diffusion processes (Q1119307) (← links)
- Algorithms for non-linear Huber estimation (Q1123583) (← links)
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach (Q1126145) (← links)
- A local breakdown property of robust tests in linear regression (Q1175671) (← links)
- Parametric models for partially adaptive estimation with skewed and leptokurtic residuals (Q1184756) (← links)
- An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
- Median regression for ordered discrete response (Q1186047) (← links)
- Robust linear regression via bounded influence \(M\)-estimators (Q1190567) (← links)
- Robust nonparametric regression in time series (Q1191996) (← links)
- Asymptotics for multivariate trimming (Q1193405) (← links)
- Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) (← links)
- Strong consistency under the Koziol-Green model (Q1195578) (← links)
- GBSSS: The generalized big square small square method for planar single- facility location (Q1196029) (← links)
- M-estimators in linear models with long range dependent errors (Q1198999) (← links)
- Resistant orthogonal Procrustes analysis (Q1203096) (← links)
- An information-theoretic framework for robustness (Q1207620) (← links)
- Influence of the prior distribution on the risk of the Bayes rule (Q1209208) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model (Q1260713) (← links)
- Robustification of estimators by winsorizing on ellipsoids (Q1261294) (← links)