The following pages link to robustbase (Q19170):
Displaying 50 items.
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Robust regularized singular value decomposition with application to mortality data (Q386741) (← links)
- Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions (Q392070) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Dual divergences estimation for censored survival data (Q419272) (← links)
- \(M\)-estimation of wavelet variance (Q421382) (← links)
- Computing of high breakdown regression estimators without sorting on graphics processing units (Q425179) (← links)
- Robust joint modeling of mean and dispersion through trimming (Q429614) (← links)
- \(M\)-estimators for isotonic regression (Q433757) (← links)
- On the robustness of two-stage estimators (Q434706) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Consistency and robustness of tests and estimators based on depth (Q447613) (← links)
- Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
- Robust functional principal components: a projection-pursuit approach (Q449971) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- A smoothing principle for the Huber and other location \(M\)-estimators (Q452579) (← links)
- Robust accelerated failure time regression (Q452709) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Robust registration of point sets using iteratively reweighted least squares (Q457225) (← links)
- Records with confirmation (Q464461) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- The finite sample breakdown point of PCS (Q467029) (← links)
- Affine invariant divergences associated with proper composite scoring rules and their applications (Q470075) (← links)
- Robust Hotelling \(T^2\) control chart with consistent minimum vector variance (Q473581) (← links)
- Least quantile regression via modern optimization (Q482902) (← links)
- \(l_p\)-recovery of the most significant subspace among multiple subspaces with outliers (Q485350) (← links)
- Multivariate functional outlier detection (Q497792) (← links)
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (Q497850) (← links)
- Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' (Q497853) (← links)
- A robust multiquadric method for digital elevation model construction (Q500719) (← links)
- Robust estimation for the Weibull process applied to eruption records (Q500775) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- A Bayesian semi-parametric approach to extreme regime identification (Q509588) (← links)
- Robust registration of surfaces using a refined iterative closest point algorithm with a trust region approach (Q513664) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Regression towards the mode (Q528024) (← links)
- On qualitative robustness of support vector machines (Q538179) (← links)
- Combining robustness with efficiency in the estimation of the variogram (Q539033) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- Robust discriminant analysis and its application to identify protein coding regions of rice genes (Q554478) (← links)
- A robust heuristic for the optimal selection of a portfolio of stocks (Q606610) (← links)
- On maximum likelihood fuzzy neural networks (Q622053) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- Another look at the tail area influence function (Q622558) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- Robust spatial time-frequency distribution matrix estimation with application to direction-of-arrival estimation (Q634883) (← links)
- Robust inference for the stress-strength reliability (Q657076) (← links)
