The following pages link to (Q3809007):
Displaying 50 items.
- Estimating diversity via frequency ratios (Q88012) (← links)
- Functional median polish (Q484658) (← links)
- Comparing the variances of two dependent variables (Q499798) (← links)
- A fractional order statistic towards defining a smooth quantile function for discrete data (Q546098) (← links)
- An \(\epsilon\)-median polish algorithm (Q578824) (← links)
- Goodness-of-fit tests based on a robust measure of skewness (Q626221) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- Robust measures of tail weight (Q959200) (← links)
- Consistency of robust estimators in multi-structural visual data segmentation (Q996464) (← links)
- An adjusted boxplot for skewed distributions (Q1023889) (← links)
- A cross-estimation technique for using control variables in stochastic simulations (Q1120938) (← links)
- Bounded rationality. A Simon-like explication (Q1309844) (← links)
- Resistant outlier rules and the non-Gaussian case. (Q1575207) (← links)
- Weighted quantile-based estimation for a class of transformation distributions. (Q1603674) (← links)
- Resampling-based simultaneous confidence intervals for location shift using medians (Q1622032) (← links)
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection (Q1623475) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- Interactions and outliers in the two-way analysis of variance (Q1807131) (← links)
- Species abundance distribution and species accumulation curve: a general framework and results (Q2106770) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Nonparametric regression when estimating the probability of success: a comparison of four extant estimators (Q2320777) (← links)
- Bayes factors for goodness of fit testing (Q2433814) (← links)
- New power limits for extremes (Q2443886) (← links)
- Explanation of exceptional values in multi-dimensional business databases (Q2475832) (← links)
- Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC (Q2488375) (← links)
- Non parametric space-time modeling of \(SO_2\) in presence of many missing data (Q2493252) (← links)
- Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles (Q2510953) (← links)
- Effect of non-normality on test statistics for one-way independent groups designs (Q2905127) (← links)
- An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means (Q3155679) (← links)
- <b><i>Post-hoc</i></b>analyses in multiple regression based on prediction error (Q3161659) (← links)
- New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location (Q3168368) (← links)
- Some Results on Comparing the Quantiles of Dependent Groups (Q3424295) (← links)
- On Blest’s Measure of Kurtosis Adjusted for Skewness (Q3458102) (← links)
- A family of power-divergence diagnostics for goodness-of-fit (Q3512633) (← links)
- Depth and a Multivariate Generalization of the Wilcoxon-Mann-Whitney Test (Q3520981) (← links)
- EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
- Comparing non-parametric regression lines via regression depth (Q3564769) (← links)
- Multiple comparisons based on a modified one-step M-estimator (Q3591894) (← links)
- Estimating the conditional variance of<i>Y</i>, given<i>X</i>, in a simple regression model (Q3592007) (← links)
- Confidence intervals for prediction intervals (Q3592566) (← links)
- Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates (Q3604100) (← links)
- Robust Multivariate Regression When There is Heteroscedasticity (Q3616246) (← links)
- On the Performance of Sequential Regression Multiple Imputation Methods with Non Normal Error Distributions (Q3625355) (← links)
- Comparing Robust Measures of Association Estimated Via a Smoother (Q3652737) (← links)
- Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
- A unified approach to estimating parameters in some generalized poission distributions (Q3747495) (← links)
- Modeling service-time distributions for queueing network simulation (Q4019251) (← links)
- Simulation results on extensions of the theil-sen regression estimator (Q4232111) (← links)
- Tests of hypotheses about regression parameters when using a robust estimator (Q4269493) (← links)
- A gm estimation of the location parameters in a spatial linear model (Q4269924) (← links)
