Pages that link to "Item:Q4061797"
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The following pages link to The Influence Curve and Its Role in Robust Estimation (Q4061797):
Displayed 50 items.
- Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics (Q104865) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Reliable survival analysis based on the Dirichlet process (Q154684) (← links)
- Robust Bayes estimation using the density power divergence (Q263267) (← links)
- A criterion based on the Mahalanobis distance for cluster analysis with subsampling (Q263330) (← links)
- Robust efficient method of moments (Q265015) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Influence analysis of robust Wald-type tests (Q272063) (← links)
- A von Mises approximation to the small sample distribution of the trimmed mean (Q288100) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- Income distribution and inequality measurement: the problem of extreme values (Q289196) (← links)
- Partial identification of probability distributions with misclassified data (Q292139) (← links)
- On the robustness of regularized pairwise learning methods based on kernels (Q325147) (← links)
- The legacy of Corrado Gini in survey sampling and inequality theory (Q339877) (← links)
- Strategies for securing evidence through model criticism (Q351161) (← links)
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations (Q358890) (← links)
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
- Stability (Q373542) (← links)
- Influence analysis in response surface methodology (Q389313) (← links)
- Change point detection with robust control chart (Q410343) (← links)
- A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity (Q425402) (← links)
- Consistency of support vector machines using additive kernels for additive models (Q433246) (← links)
- \(M\)-estimators for isotonic regression (Q433757) (← links)
- On the robustness of two-stage estimators (Q434706) (← links)
- Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix (Q440812) (← links)
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- SB-robust estimator for the concentration parameter of circular normal distribution (Q452306) (← links)
- A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets (Q452676) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- Projection-pursuit approach to robust linear discriminant analysis (Q604363) (← links)
- Robustness and monotonicity properties of generalized correlation coefficients (Q607215) (← links)
- The minimum \(L_{2}\) distance estimator for Poisson mixture models (Q619772) (← links)
- SB-robustness of directional mean for circular distributions (Q619795) (← links)
- Robust explicit estimators of Weibull parameters (Q626418) (← links)
- \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Generalized random forests (Q666599) (← links)
- Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
- Sensitivity analysis of structural equation models with equality functional constraints (Q672035) (← links)
- Projection pursuit exploratory data analysis (Q673160) (← links)
- Sensitivity analysis in factor analysis: Difference between using covariance and correlation matrices (Q676555) (← links)
- Investigations of the coordinates in Ptolemy's \textit{Geographike hyphegesis} Book 8 (Q715166) (← links)
- Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)