Pages that link to "Item:Q1848950"

The following pages link to A class of robust and fully efficient regression estimators (Q1848950):

Displaying 37 items.

• A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• Formulas for the Exact LMS and LQS Estimators (Q2903839) (← links)
• Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis (Q2965569) (← links)
• Derivative-free optimization and neural networks for robust regression (Q3145056) (← links)
• Minimizing Sum of Truncated Convex Functions and Its Applications (Q3391176) (← links)
• Robust and Accurate Inference via a Mixture of Gaussian and Student’s <i>t</i> Errors (Q3391251) (← links)
• GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
• A Robust and Almost Fully Efficient M-Estimator (Q4248142) (← links)
• (Q4416354) (← links)
• Robust linear regression: A review and comparison (Q4638820) (← links)
• Global non-smooth optimization in robust multivariate regression (Q4924107) (← links)
• A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression (Q4976587) (← links)
• Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
• Robust variable selection in the logistic regression model (Q5071994) (← links)
• Robust difference-based outlier detection (Q5078042) (← links)
• Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
• Empirical likelihood analysis for accelerated failure time model using length-biased data (Q5089926) (← links)
• A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression (Q5138574) (← links)
• Outlier detection and robust estimation in linear regression models with fixed group effects (Q5219520) (← links)
• Robust Sparse Regression with High-Breakdown Value (Q5259110) (← links)
• Sketching for <i>M</i>-Estimators: A Unified Approach to Robust Regression (Q5363041) (← links)
• Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
• Robust estimation for linear regression with asymmetric errors (Q5486554) (← links)
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
• An automatic robust Bayesian approach to principal component regression (Q5861513) (← links)
• Critical value functions for likelihood-ratio tests for normality (Q6066391) (← links)
• Adaptive efficient and double-robust regression based on generalized empirical likelihood (Q6073565) (← links)
• On Huber's contaminated model (Q6097757) (← links)
• Linear regression under model uncertainty (Q6149350) (← links)
• Robust density power divergence estimates for panel data models (Q6175877) (← links)
• A new weighted likelihood approach (Q6538491) (← links)
• Adaptive subsample estimation for multivariate normal distributions (Q6562723) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• Robust estimation for linear panel data models (Q6617389) (← links)
• Robust Estimation Using Modified Huber’s Functions With New Tails (Q6621625) (← links)
• Detecting Deviating Data Cells (Q6622415) (← links)