The following pages link to Alain Desgagné (Q829753):
Displaying 13 items.
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Full robustness in Bayesian modelling of a scale parameter (Q907994) (← links)
- Weak convergence and optimal tuning of the reversible jump algorithm (Q1997557) (← links)
- A new Bayesian approach to robustness against outliers in linear regression (Q2226686) (← links)
- Bayesian robustness to outliers in linear regression and ratio estimation (Q2415487) (← links)
- Robustness to outliers in location-scale parameter model using log-regularly varying distributions (Q2515489) (← links)
- A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family (Q5036333) (← links)
- Test of Normality Against Generalized Exponential Power Alternatives (Q5299067) (← links)
- An automatic robust Bayesian approach to principal component regression (Q5861513) (← links)
- A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution (Q5879908) (← links)
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
- Efficient and robust estimation of tail parameters for Pareto and exponential models (Q6128490) (← links)
- Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses (Q6518216) (← links)
