The following pages link to Robust Statistics (Q5901444):
Displaying 50 items.
- Robustness analysis of a maximum correntropy framework for linear regression (Q680523) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Optimal Bayesian fusion of large hyperspectral astronomical observations (Q713915) (← links)
- Robust inversion, dimensionality reduction, and randomized sampling (Q715245) (← links)
- Detecting chaos and predicting in Dow Jones Index (Q721762) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- S-estimation of hidden Markov models (Q736987) (← links)
- Learning under \((1 + \epsilon)\)-moment conditions (Q778021) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Editorial, special issue on ``Advances in robust statistics'' (Q824960) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
- Robust variable selection with exponential squared loss for the spatial autoregressive model (Q829731) (← links)
- Computation of projection regression depth and its induced median (Q830082) (← links)
- Outliers in official statistics (Q830270) (← links)
- \(M\)-type penalized splines with auxiliary scale estimation (Q830684) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Integral representation of belief measures on compact spaces (Q892183) (← links)
- Higher-order asymptotics for scoring rules (Q894781) (← links)
- On the efficiency of Gini's mean difference (Q897849) (← links)
- On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process (Q900767) (← links)
- On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation (Q900800) (← links)
- Weighted and robust archetypal analysis (Q901486) (← links)
- Reduced analytic dependency modeling: robust fusion for visual recognition (Q901804) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Robust fitting of a Weibull model with optional censoring (Q1615095) (← links)
- Nonlinear surface regression with dimension reduction method (Q1622091) (← links)
- Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
- Simple heuristic for data-driven computational elasticity with material data involving noise and outliers: a local robust regression approach (Q1630228) (← links)
- A general method for robust Bayesian modeling (Q1631602) (← links)
- Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models (Q1637273) (← links)
- A Jensen-Gini measure of divergence with application in parameter estimation (Q1640659) (← links)
- The physical-mathematical theory of hyper-random phenomena (Q1650382) (← links)
- Perspective functions: properties, constructions, and examples (Q1653321) (← links)
- Efficient and robust tests for semiparametric models (Q1656860) (← links)
- Sharpening Wald-type inference in robust regression for small samples (Q1658340) (← links)
- Robust regression estimation and inference in the presence of cellwise and casewise contamination (Q1659174) (← links)
- Laplace mixture of linear experts (Q1660202) (← links)
- Consistency of the robust recursive Hammerstein model identification algorithm (Q1660440) (← links)
- Locally robust methods and near-parametric asymptotics (Q1661369) (← links)
- Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification (Q1665419) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures (Q1685303) (← links)
- Robust Bayesian regression with the forward search: theory and data analysis (Q1694488) (← links)
- Generalized linear latent variable models for multivariate count and biomass data in ecology (Q1695261) (← links)
- Robust regression using biased objectives (Q1698865) (← links)
