The following pages link to Robust Statistics (Q4628471):
Displaying 50 items.
- RobStatTM (Q43279) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Robust functional principal components for sparse longitudinal data (Q824965) (← links)
- Robust estimation for semi-functional linear regression models (Q830543) (← links)
- Halfspace depth and floating body (Q2002525) (← links)
- Robust Wald-type methods for testing equality between two populations regression parameters: a comparative study under the logistic model (Q2008121) (← links)
- Comparing two independent populations using a test based on empirical likelihood and trimmed means (Q2044289) (← links)
- Weighted likelihood latent class linear regression (Q2059118) (← links)
- Optimal robust estimators for families of distributions on the integers (Q2062381) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Robust functional principal components for irregularly spaced longitudinal data (Q2065294) (← links)
- K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means (Q2072412) (← links)
- High-dimensional outlier detection using random projections (Q2074681) (← links)
- Robust subset selection (Q2076115) (← links)
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation (Q2087410) (← links)
- A robust spline approach in partially linear additive models (Q2101391) (← links)
- Outlier detection via a block diagonal product estimator (Q2109298) (← links)
- Robust penalized estimators for functional linear regression (Q2111064) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Robust fitting of mixtures of GLMs by weighted likelihood (Q2125729) (← links)
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines (Q2131963) (← links)
- Asymptotics for M-type smoothing splines with non-smooth objective functions (Q2161018) (← links)
- M estimators based on the probability integral transformation with applications to count data (Q2173359) (← links)
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution (Q2223881) (← links)
- A further analysis of robust regression modeling and data mining corrections testing in global stocks (Q2241171) (← links)
- Robust inference using the exponential-polynomial divergence (Q2241528) (← links)
- Robust regression with compositional covariates (Q2242144) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Covariance matrices of S robust regression estimators (Q3390582) (← links)
- Robust location estimators in regression models with covariates and responses missing at random (Q4988816) (← links)
- Robust scale estimation under shifts in the mean (Q5023860) (← links)
- Algorithms for estimating the parameters of factorisation machines (Q5039384) (← links)
- Visually Communicating and Teaching Intuition for Influence Functions (Q5056963) (← links)
- Robust restricted Liu estimator in censored semiparametric linear models (Q5086075) (← links)
- Robust smoothed canonical correlation analysis for functional data (Q5089445) (← links)
- A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← links)
- A Comparison of Robust Model Choice Criteria Within a Metalearning Study (Q5141232) (← links)
- Robust regression estimation and variable selection when cellwise and casewise outliers are present (Q5164433) (← links)
- Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- Outlier robust identification of dual‐rate Hammerstein models in the presence of unmodeled dynamics (Q6063206) (← links)
- Robust and efficient estimation of nonparametric generalized linear models (Q6064244) (← links)
- Attaining the Chebyshev bound for optimal learning: a numerical algorithm (Q6069669) (← links)
- Aspects of robust canonical correlation analysis, principal components and association (Q6075570) (← links)
- Robust instance-dependent cost-sensitive classification (Q6084660) (← links)
- Huber estimation for the network autoregressive model (Q6084752) (← links)
- A framework of regularized low-rank matrix models for regression and classification (Q6089218) (← links)
