The following pages link to robustbase (Q19170):
Displaying 50 items.
- Robustified \(L_2\) boosting (Q1023674) (← links)
- Complex-valued ICA based on a pair of generalized covariance matrices (Q1023717) (← links)
- The random Tukey depth (Q1023863) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- A Hausman-type test to detect the presence of influential outliers in regression analysis (Q1046256) (← links)
- Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
- Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100) (← links)
- robnptests (Q1349569) (← links)
- chipPCR (Q1351193) (← links)
- MBmca (Q1351195) (← links)
- PCRedux (Q1351197) (← links)
- rospca (Q1351578) (← links)
- robreg3S (Q1352543) (← links)
- robmed (Q1353849) (← links)
- SpatialBSS (Q1354366) (← links)
- dmbc (Q1354487) (← links)
- qqplotr (Q1354608) (← links)
- qqconf (Q1354610) (← links)
- Robust depth-based estimation of the functional autoregressive model (Q1615262) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement (Q1618598) (← links)
- On the statistical properties and tail risk of violent conflicts (Q1619440) (← links)
- Searching for the core variables in principal components analysis (Q1620923) (← links)
- Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
- Efficiency of the pMST and RDELA location and scatter estimators (Q1621955) (← links)
- The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
- Robust heart rate variability analysis by generalized entropy minimization (Q1623748) (← links)
- High finite-sample efficiency and robustness based on distance-constrained maximum likelihood (Q1623799) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Simple heuristic for data-driven computational elasticity with material data involving noise and outliers: a local robust regression approach (Q1630228) (← links)
- Multivariate location and scatter matrix estimation under cellwise and casewise contamination (Q1654233) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust estimators under a functional common principal components model (Q1658178) (← links)
- Sharpening Wald-type inference in robust regression for small samples (Q1658340) (← links)
- Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model (Q1658506) (← links)
- Robust methods for heteroskedastic regression (Q1658742) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Robust regression estimation and inference in the presence of cellwise and casewise contamination (Q1659174) (← links)
- Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures (Q1659365) (← links)
- Robust testing for superiority between two regression curves (Q1659366) (← links)
- Laplace mixture of linear experts (Q1660202) (← links)
- Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
- Robust groupwise least angle regression (Q1660232) (← links)
- Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
- On robust fuzzy \(c\)-regression models (Q1676963) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Small area estimation based on M-quantile models in presence of outliers in auxiliary variables (Q1689487) (← links)
- A plug-in approach to sparse and robust principal component analysis (Q1694017) (← links)
- Marginal integration \(M\)-estimators for additive models (Q1694366) (← links)
