Pages that link to "Item:Q4520229"

The following pages link to Breakdown points of t-type regression estimators (Q4520229):

Displaying 17 items.

• Student-\(t\) censored regression model: properties and inference (Q257454) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
• Longitudinal data analysis using \(t\)-type regression. (Q1429889) (← links)
• Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
• Efficiency of observed information adaptive designs in linear models (Q2095104) (← links)
• The effect of exit strategy on optimal portfolio selection with birandom returns (Q2375443) (← links)
• Robust testing with generalized partial linear models for longitudinal data (Q2480037) (← links)
• The T-type estimate of a class of partially non linear models (Q2807746) (← links)
• A Robust Variable Selection to<i>t</i>-type Joint Generalized Linear Models via Penalized<i>t</i>-type Pseudo-likelihood (Q2821000) (← links)
• Flexible Distributions as an Approach to Robustness: The Skew-t Case (Q2963604) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• Multivariate calibration with robust signal regression (Q5142255) (← links)
• Generalized M-estimation for the accelerated failure time model (Q5739653) (← links)
• Some quantitative relationships between two types of finite sample breakdown point (Q5933623) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• Robust nonparametric integrative analysis to decipher heterogeneity and commonality across subgroups using sparse boosting (Q6628048) (← links)