The following pages link to Robust Statistics (Q5468336):
Displaying 50 items.
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Tukey's M-estimator of the Poisson parameter with a special focus on small means (Q2013636) (← links)
- The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
- On the robust PCA and Weiszfeld's algorithm (Q2019909) (← links)
- On general notions of depth for regression (Q2038290) (← links)
- Weighted symmetric pivot coordinates for compositional data with geochemical applications (Q2040711) (← links)
- An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems (Q2046332) (← links)
- A statistical learning assessment of Huber regression (Q2054280) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators (Q2062342) (← links)
- Analysing pairwise logratios revisited (Q2066829) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- Robust multivariate estimation based on statistical depth filters (Q2074682) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Robustness by reweighting for kernel estimators: an overview (Q2075710) (← links)
- Minimum Rényi pseudodistance estimators for logistic regression models (Q2087075) (← links)
- Functional linear regression with Huber loss (Q2099272) (← links)
- All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
- Robust optimization of multistage process: response surface and multi-response optimization approaches (Q2142743) (← links)
- Noise benefits to robust M-estimation of location in dependent observations (Q2149632) (← links)
- Robust multivariate and functional archetypal analysis with application to financial time series analysis (Q2154385) (← links)
- A spectral approach to estimate the autocovariance function (Q2156825) (← links)
- Benefits of noise in M-estimators: optimal noise level and probability density (Q2163663) (← links)
- On the rotational invariant \(L_1\)-norm PCA (Q2174418) (← links)
- Robust estimators in a generalized partly linear regression model under monotony constraints (Q2177726) (← links)
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (Q2183770) (← links)
- A robust outlier control framework for classification designed with family of homotopy loss function (Q2188214) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- An exponential-type kernel robust regression model for interval-valued variables (Q2195308) (← links)
- Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers (Q2214956) (← links)
- Minimax optimal sequential hypothesis tests for Markov processes (Q2215752) (← links)
- A robust multiple regression model based on fuzzy random variables (Q2223848) (← links)
- Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms (Q2227195) (← links)
- M-estimator for estimating the Burr type III parameters with outliers (Q2229900) (← links)
- Classical and robust regression analysis with compositional data (Q2238072) (← links)
- A further analysis of robust regression modeling and data mining corrections testing in global stocks (Q2241171) (← links)
- Generalised central limit theorems for growth rate distribution of complex systems (Q2250980) (← links)
- The spatial sign covariance matrix with unknown location (Q2252888) (← links)
- A weighted strategy to handle likelihood uncertainty in Bayesian inference (Q2255789) (← links)
- Spatial sign correlation (Q2256748) (← links)
- On robust cross-validation for nonparametric smoothing (Q2259086) (← links)
- On the implementation of LIR: the case of simple linear regression with interval data (Q2259750) (← links)
- A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter (Q2273152) (← links)
- Robust inference for nonlinear regression models (Q2273158) (← links)
- Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
- Robust functional regression based on principal components (Q2274953) (← links)
- Statistical learning for recommending (robust) nonlinear regression methods (Q2288099) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers (Q2291496) (← links)
