The following pages link to (Q4721379):
Displaying 4 items.
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
