The following pages link to Simon J. Sheather (Q580849):
Displaying 45 items.
- A comparison of testing and confidence interval methods for the median (Q580850) (← links)
- (Q758039) (redirect page) (← links)
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives (Q758040) (← links)
- Sliced mean variance-covariance inverse regression (Q1023521) (← links)
- Confidence intervals based on interpolated order statistics (Q1070709) (← links)
- Diagnostics to detect differences in robust fits of linear models (Q1815666) (← links)
- Progress in data-based bandwidth selection for kernel density estimation (Q1815673) (← links)
- A finite sample estimate of the variance of the sample median (Q1821440) (← links)
- Using sliced mean variance-covariance inverse regression for classification and dimension reduction (Q2259752) (← links)
- Chemical and forensic analysis of JFK assassination bullet lots: Is a second shooter possible? (Q2466462) (← links)
- Density estimation (Q2503951) (← links)
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo (Q2565039) (← links)
- An efficient and high breakdown procedure for model criticism (Q3125772) (← links)
- An Effective Bandwidth Selector for Local Least Squares Regression (Q3128741) (← links)
- A Brief Survey of Bandwidth Selection for Density Estimation (Q3128780) (← links)
- On optimal data-based bandwidth selection in kernel density estimation (Q3359587) (← links)
- The use and interpretation of rank-based residuals (Q3432387) (← links)
- Kernel Quantile Estimators (Q3485748) (← links)
- (Q3532975) (← links)
- AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN (Q3664223) (← links)
- A new Method of Estimating the Asymptotic Standard Error of the Hodges-Lehmann Estimator Based on Generalized Least Squares (Q3765040) (← links)
- Jackknifing <i>R</i>-estimators (Q3817455) (← links)
- (Q3828898) (← links)
- Diagnostics for comparing robust and least squares fits (Q3836394) (← links)
- (Q3998530) (← links)
- (Q4214049) (← links)
- A general method for estimating standard errors (Q4222488) (← links)
- (Q4272483) (← links)
- The Use and Interpretation of Residuals Based on Robust Estimation (Q4292103) (← links)
- (Q4311646) (← links)
- Robust and High-Breakdown Fits of Polynomial Models (Q4315086) (← links)
- ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS (Q4337822) (← links)
- Finite sample stability properties of the least median of squares estimator (Q4349756) (← links)
- A comparison of confidence intervals from<i>R</i>-estimators in regression (Q4352544) (← links)
- (Q4378659) (← links)
- (Q4378661) (← links)
- High-Breakdown Rank Regression (Q4541206) (← links)
- Robust Nonparametric Methods (Q4541356) (← links)
- Partial Residual Plots Based on Robust Fits (Q4541389) (← links)
- (Q4808198) (← links)
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach (Q4923051) (← links)
- Indirect Cross-Validation for Density Estimation (Q5254965) (← links)
- Applications of Robust Regression to “Big” Data Problems (Q5280262) (← links)
- Discriminant procedures based on efficient robust discriminant coordinates (Q5448696) (← links)
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971030) (← links)
