The following pages link to Robust Multivariate Analysis (Q5361701):
Displaying 9 items.
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Bootstrapping analogs of the two-sample hotelling’s <i>T</i><sup>2</sup> test (Q4563531) (← links)
- Prediction intervals for GLMs, GAMs, and some survival regression models (Q5039828) (← links)
- Bootstrapping analogs of the one way MANOVA test (Q5077919) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
- Variable selection in multivariate regression models with measurement error in covariates (Q6536692) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
