The following pages link to robustbase (Q19170):
Displaying 50 items.
- A mixture-based approach to robust analysis of generalised linear models (Q5036395) (← links)
- A robust Parafac model for compositional data (Q5036419) (← links)
- Assessing the market values of soccer players – a robust analysis of data from German 1. and 2. Bundesliga (Q5036587) (← links)
- [Invited tutorial] Birnbaum–Saunders regression models: a comparative evaluation of three approaches (Q5036895) (← links)
- Evaluation of robust outlier detection methods for zero-inflated complex data (Q5037099) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- Algorithms for estimating the parameters of factorisation machines (Q5039384) (← links)
- Outlier Detection for Pandemic-Related Data Using Compositional Functional Data Analysis (Q5051111) (← links)
- A novel robust control chart for monitoring multiple linear profiles in phase II (Q5055117) (← links)
- On PRESS and deletion bootstraps in linear regression (Q5055212) (← links)
- Visually Communicating and Teaching Intuition for Influence Functions (Q5056963) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- A robust adaptive modified maximum likelihood estimator for the linear regression model (Q5065292) (← links)
- (Q5066202) (← links)
- A Pseudo-Likelihood Approach to Linear Regression With Partially Shuffled Data (Q5066484) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- High leverage points and vertical outliers resistant model selection in regression (Q5073782) (← links)
- High breakdown point robust estimators with missing data (Q5075551) (← links)
- PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902) (← links)
- Monitoring multivariate simple linear profiles using robust estimators (Q5077237) (← links)
- Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data (Q5078073) (← links)
- A robust EM clustering approach: ROBEM (Q5079083) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Performances of some high dimensional regression methods (Q5082657) (← links)
- Robust mixture regression modeling based on the generalized M (GM)-estimation method (Q5082728) (← links)
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
- Phase-I robust parameter estimation of simple linear profiles in multistage processes (Q5082829) (← links)
- Combining empirical likelihood and robust estimation methods for linear regression models (Q5082863) (← links)
- Robust estimation in restricted linear regression (Q5082870) (← links)
- Robust estimation in partially linear regression models with monotonicity constraints (Q5082953) (← links)
- Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
- Robust regression analysis: a useful two stage procedure (Q5083956) (← links)
- (Q5084211) (← links)
- Robust surface estimation in multi-response multistage statistical optimization problems (Q5084740) (← links)
- On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* (Q5085599) (← links)
- Robust restricted Liu estimator in censored semiparametric linear models (Q5086075) (← links)
- Robust simultaneous confidence interval estimation of principal component loadings (Q5086159) (← links)
- A new approach for the computation of halfspace depth in high dimensions (Q5086196) (← links)
- An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model (Q5087464) (← links)
- Robust multivariate functional discriminant coordinates (Q5087998) (← links)
- Control charts for the mean based on robust two-sample tests (Q5106764) (← links)
- A Wald-type test statistic based on robust modified median estimator in logistic regression models (Q5106930) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- The structural Sharpe model under<i>t</i>-distributions (Q5123670) (← links)
- A two-step robust estimation of the process mean using M-estimator (Q5124848) (← links)
- Linear regression with compositional explanatory variables (Q5127022) (← links)
- Geometric median and its application in the identification of multiple outliers (Q5128628) (← links)
- Bayesian growth curve models with the generalized error distribution (Q5129071) (← links)
- Robust explicit estimation of the two-parameter Birnbaum–Saunders distribution (Q5129109) (← links)
