The following pages link to Robust Statistics (Q5901444):
Displaying 50 items.
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics (Q104865) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules (Q147964) (← links)
- Testing noisy numerical data for monotonic association (Q148096) (← links)
- Robust approximate Bayesian inference (Q151900) (← links)
- Quantum computation and quantum information (Q252779) (← links)
- A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
- Analysis of a nonsmooth optimization approach to robust estimation (Q254560) (← links)
- Adaptive identification of linear systems subject to Gross errors (Q259441) (← links)
- Snipping for robust \(k\)-means clustering under component-wise contamination (Q260978) (← links)
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Three contributions to robust regression diagnostics (Q275538) (← links)
- Approximate Bayesian computation with composite score functions (Q294244) (← links)
- Robust nonparametric kernel regression estimator (Q297148) (← links)
- Reconstruction of noisy signals by minimization of non-convex functionals (Q302449) (← links)
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- A framework for analyzing the robustness of movement models to variable step discretization (Q329358) (← links)
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates (Q333398) (← links)
- Uniform distribution width estimation from data observed with Laplace additive error (Q334827) (← links)
- Robustness of movement models: can models bridge the gap between temporal scales of data sets and behavioural processes? (Q338370) (← links)
- High dimensional robust M-estimation: asymptotic variance via approximate message passing (Q343797) (← links)
- Asymptotic normality of DHD estimators in a partially linear model (Q345349) (← links)
- Low-order control-oriented modeling of piezoelectric actuator using Huberian function with low threshold: pseudolinear and neural network models (Q347300) (← links)
- Variational Bayesian sparse additive matrix factorization (Q374134) (← links)
- Robust regularized singular value decomposition with application to mortality data (Q386741) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- Distance majorization and its applications (Q403660) (← links)
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables (Q433774) (← links)
- Consistency and robustness of tests and estimators based on depth (Q447613) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Active learning for noisy oracle via density power divergence (Q461142) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- A semi-blind source separation method for differential optical absorption spectroscopy of atmospheric gas mixtures (Q479871) (← links)
- \(l_p\)-recovery of the most significant subspace among multiple subspaces with outliers (Q485350) (← links)
- The memory center (Q497660) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- Large deviations in the social systems with threshold conform behavior (Q517344) (← links)
- On qualitative robustness of support vector machines (Q538179) (← links)
- Distances on probability measures and random variables (Q607299) (← links)
- On maximum likelihood fuzzy neural networks (Q622053) (← links)
- Robust spatial time-frequency distribution matrix estimation with application to direction-of-arrival estimation (Q634883) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Estimating sample mean under interval uncertainty and constraint on sample variance (Q648375) (← links)
