The following pages link to Robust Statistics (Q5468336):
Displaying 50 items.
- Robustness of learning algorithms using hinge loss with outlier indicators (Q2292231) (← links)
- A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
- Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data (Q2302765) (← links)
- A comparative study of robust and stable estimates of multivariate location (Q2314463) (← links)
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms (Q2317311) (← links)
- Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
- Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations (Q2319495) (← links)
- A practical method of robust estimation in case of asymmetry (Q2321994) (← links)
- Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators (Q2322053) (← links)
- Moment-type estimation from grouped samples (Q2322577) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Marginalized Lasso in sparse regression (Q2325317) (← links)
- Outlyingness: which variables contribute most? (Q2329793) (← links)
- Data science vs. statistics: two cultures? (Q2329839) (← links)
- Boosting as a kernel-based method (Q2331677) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Robust inference in partially linear models with missing responses (Q2343635) (← links)
- Strong convergence of robust equivariant nonparametric functional regression estimators (Q2348310) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Robust computation of linear models by convex relaxation (Q2351804) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)
- Nonsingular subsampling for regression S estimators with categorical predictors (Q2358938) (← links)
- One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
- Resistant estimates for high dimensional and functional data based on random projections (Q2361206) (← links)
- Perturbed robust linear estimating equations for confidentiality protection in remote analysis (Q2361456) (← links)
- Likelihood-based imprecise regression (Q2375318) (← links)
- Integration of prior knowledge of measurement noise in kernel density classification (Q2384981) (← links)
- Fast solving of weighted pairing least-squares systems (Q2389536) (← links)
- Fuzziness in data analysis: towards accuracy and robustness (Q2397884) (← links)
- Robustness issues for \textsc{cub} models (Q2397990) (← links)
- Error propagation in isometric log-ratio coordinates for compositional data: theoretical and practical considerations (Q2398598) (← links)
- Principle component analysis: robust versions (Q2399473) (← links)
- Robust sparse Gaussian graphical modeling (Q2404420) (← links)
- Multivariate and functional classification using depth and distance (Q2418318) (← links)
- Robust scale estimators for fuzzy data (Q2418340) (← links)
- Sufficient dimension reduction and prediction in regression: asymptotic results (Q2418522) (← links)
- Outlier detection for compositional data using robust methods (Q2426969) (← links)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models (Q2439890) (← links)
- On robustifying some second order blind source separation methods for nonstationary time series (Q2442675) (← links)
- Identification of local multivariate outliers (Q2442681) (← links)
- Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Shape bias of robust covariance estimators: an empirical study (Q2442689) (← links)
- Robust exponential smoothing of multivariate time series (Q2445753) (← links)
- On the efficient computation of robust regression estimators (Q2445758) (← links)
- Fast robust estimation of prediction error based on resampling (Q2445765) (← links)
- Correcting MM estimates for ``fat'' data sets (Q2445770) (← links)
- Outlier detection and least trimmed squares approximation using semi-definite programming (Q2445775) (← links)
- Robust model selection with flexible trimming (Q2445783) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
