The following pages link to robustbase (Q19170):
Displaying 50 items.
- 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)
- An evolutionary algorithm for robust regression (Q2445777) (← links)
- Robust model selection with flexible trimming (Q2445783) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Monitoring robust regression (Q2452110) (← links)
- Information matrices and standard errors for MLEs of item parameters in IRT (Q2452300) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- Discriminant analysis for compositional data and robust parameter estimation (Q2512750) (← links)
- On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
- The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator (Q2513940) (← links)
- Bayesian model robustness via disparities (Q2513941) (← links)
- Robust second-order least-squares estimation for regression models with autoregressive errors (Q2633418) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Recursive maximum likelihood estimation with \(t\)-distribution noise model (Q2665639) (← links)
- A robust proposal of estimation for the sufficient dimension reduction problem (Q2666070) (← links)
- Robust regression with compositional covariates including cellwise outliers (Q2673343) (← links)
- Gibbs posterior concentration rates under sub-exponential type losses (Q2692523) (← links)
- Nonasymptotic analysis of robust regression with modified Huber's loss (Q2693696) (← links)
- A Proposal of Robust Regression for Random Fuzzy Sets (Q2805778) (← links)
- Robust Diagnostics of Fuzzy Clustering Results Using the Compositional Approach (Q2805796) (← links)
- Comparing Classical and Robust Sparse PCA (Q2805799) (← links)
- An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models (Q2808107) (← links)
- On the Robustness of Absolute Deviations with Fuzzy Data (Q2808109) (← links)
- A novel robust MM filter against outliers (Q2812845) (← links)
- Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
- Tests based on simplicial depth for AR(1) models with explosion (Q2830680) (← links)
- Robust inference in two-phase sampling designs with application to unit nonresponse (Q2835307) (← links)
- Robust location estimation with missing data (Q2852556) (← links)
- A natural robustification of the ordinary instrumental variables estimator (Q2861951) (← links)
- Robustness and regularization of support vector machines (Q2880935) (← links)
- Robust estimation for the Cox regression model based on trimming (Q2889667) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- On the optimality of multivariate S-estimators (Q2911669) (← links)
- Finding an unknown number of multivariate outliers (Q2920276) (← links)
- Introducing Prior Information into the Forward Search for Regression (Q2963072) (← links)
- How to Marry Robustness and Applied Statistics (Q2963075) (← links)
- Combining Linear Dimension Reduction Subspaces (Q2963611) (← links)
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis (Q2965569) (← links)
- Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data (Q2980224) (← links)
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (Q3020158) (← links)
- Robust forecasting with exponential and Holt-Winters smoothing (Q3065511) (← links)
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
- Outlier Detection Using Nonconvex Penalized Regression (Q3095181) (← links)
- Projection Estimators for Generalized Linear Models (Q3095184) (← links)
- An Outlier-Robust Fit for Generalized Additive Models With Applications to Disease Outbreak Detection (Q3095189) (← links)
- (Q3096136) (← links)
