Pages that link to "Item:Q5517399"

The following pages link to Elliptical and Radial Truncation in Normal Populations (Q5517399):

Displaying 31 items.

• Some results on the multivariate truncated normal distribution (Q134685) (← links)
• A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
• On ranking and selection from independent truncated normal distributions (Q262765) (← links)
• An event-triggered approach to state estimation with multiple point- and set-valued measurements (Q458863) (← links)
• Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
• Some notes on extremal discriminant analysis (Q642227) (← links)
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS (Q693263) (← links)
• A conditional minimax approach in survey sampling (Q1100822) (← links)
• Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution (Q1658058) (← links)
• Robust methods for heteroskedastic regression (Q1658742) (← links)
• Robust Bayesian regression with the forward search: theory and data analysis (Q1694488) (← links)
• Gaussian process modeling with inequality constraints (Q1931810) (← links)
• A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
• New results on truncated elliptical distributions (Q2231571) (← links)
• A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart (Q2279883) (← links)
• Box-Cox elliptical distributions with application (Q2312027) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Multivariate elliptical truncated moments (Q2397126) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• Robust model selection with flexible trimming (Q2445783) (← links)
• Monitoring robust regression (Q2452110) (← links)
• The forward search: theory and data analysis (Q2511326) (← links)
• On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
• Finding an Unknown Number of Multivariate Outliers (Q2920276) (← links)
• Introducing Prior Information into the Forward Search for Regression (Q2963072) (← links)
• Cluster detection and clustering with random start forward searches (Q5035759) (← links)
• Unified and non-recursive formulas for moments of the normal distribution with stripe truncation (Q5104490) (← links)
• The Use of Prior Information in Very Robust Regression for Fraud Detection (Q6086558) (← links)
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression (Q6163486) (← links)
• Pretest estimation in combining probability and non-probability samples (Q6170605) (← links)