The following pages link to Robust Statistics (Q5468336):
Displaying 50 items.
- 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)
- 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)
- Robust principal component analysis: a factorization-based approach with linear complexity (Q2660750) (← links)
- Recursive maximum likelihood estimation with \(t\)-distribution noise model (Q2665639) (← links)
- Robust regression with compositional covariates including cellwise outliers (Q2673343) (← links)
- Gibbs posterior concentration rates under sub-exponential type losses (Q2692523) (← links)
- Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10--14, 2001. Vol. 1 (Q2770569) (← 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)
- Robust estimation in the additive hazards model (Q2807738) (← links)
- Score function of distribution and revival of the moment method (Q2807755) (← 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)
- A robust R control chart based on a two-step estimator of the process dispersion (Q2815921) (← links)
- The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors (Q2828721) (← 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)
- Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors (Q2863098) (← 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)
- Robust Estimation for Parameters of the Extended Burr Type III Distribution (Q2943802) (← links)
- Some notes on robust sure independence screening (Q2953272) (← links)
- Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971) (← links)
- Classical and robust orthogonal regression between parts of compositional data (Q2953972) (← links)
- Introducing Prior Information into the Forward Search for Regression (Q2963072) (← links)
- How to Marry Robustness and Applied Statistics (Q2963075) (← links)
- Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures (Q2963607) (← links)
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis (Q2965569) (← links)
- Robust estimation of complicated profiles using wavelets (Q2979940) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- Compound-Estimator Based Cause-Selecting Control Chart for Monitoring Multistage Processes (Q3015847) (← 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)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
- Robustness of the Mean Square Risk in Forecasting of Regression Time Series (Q3098926) (← links)
- Bounded influence estimation for regression and scale (Q3143483) (← links)
- Derivative-free optimization and neural networks for robust regression (Q3145056) (← links)
- Robust Regression Using Data Partitioning and M-Estimation (Q3168345) (← links)
