Pages that link to "Item:Q4314930"
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The following pages link to Robust Bounded-Influence Tests in General Parametric Models (Q4314930):
Displaying 50 items.
- Robust GMM tests for structural breaks (Q265111) (← links)
- Influence analysis of robust Wald-type tests (Q272063) (← links)
- Testing composite null hypotheses based on \(S\)-divergences (Q277266) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- Robust inference with binary data (Q463071) (← links)
- Dual divergence estimators and tests: robustness results (Q608319) (← links)
- Robust inference for the stress-strength reliability (Q657076) (← links)
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator (Q723446) (← links)
- Robust subsampling (Q738145) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Resampling methods for variable selection in robust regression (Q951933) (← links)
- Robust testing in the logistic regression model (Q961899) (← links)
- Default prior distributions from quasi- and quasi-profile likelihoods (Q988917) (← links)
- An RKHS framework for functional data analysis (Q993801) (← links)
- Bounded estimation in the presence of nuisance parameters (Q1039953) (← links)
- Robust bounded influence tests against one-sided hypoptheses in general parametric models (Q1359697) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- Robust estimators for simultaneous equations models (Q1362500) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- Robust inference for generalized linear models with application to logistic regression (Q1612949) (← links)
- Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
- Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)
- Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
- Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood (Q1766969) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Robust tests in generalized linear models with missing responses (Q1800109) (← links)
- Optimum robust testing in linear models (Q1807108) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- Testing statistical hypotheses based on the density power divergence (Q1934486) (← links)
- Normalized estimating equation for robust parameter estimation (Q1954142) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution (Q2244851) (← links)
- On the robustness of mixture index of fit (Q2256032) (← links)
- Robust inference for nonlinear regression models (Q2273158) (← links)
- On the robustness of a divergence based test of simple statistical hypotheses (Q2344395) (← links)
- Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
- Robust estimation of constrained covariance matrices for confirmatory factor analysis (Q2445756) (← links)
- Robust likelihood functions in Bayesian inference (Q2475762) (← links)
- Robust testing with generalized partial linear models for longitudinal data (Q2480037) (← links)
- Doubly robust-type estimation for covariate adjustment in latent variable modeling (Q2517891) (← links)
- Robust confidence intervals for log-location-scale models with right censored data (Q2643278) (← links)
- Robust polytomous logistic regression (Q2674518) (← links)
- Minimum Scoring Rule Inference (Q2791832) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method (Q3637007) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Robust estimation of extremes (Q4223821) (← links)
- Studentized robust statistics in multivariate randomized block design (Q4227982) (← links)
- Multivariate Saddlepoint test for the wrapped normal model (Q4500666) (← links)
