The following pages link to robustbase (Q19170):
Displaying 50 items.
- Cluster-based multivariate outlier identification and re-weighted regression in linear models (Q5130213) (← links)
- Robust estimation of the mean vector for high-dimensional data set using robust clustering (Q5130235) (← links)
- A comparison of different procedures for principal component analysis in the presence of outliers (Q5130287) (← links)
- Bayesian analysis of generalized elliptical semi-parametric models (Q5138101) (← links)
- A co-median approach to detect compositional outliers (Q5138164) (← links)
- Marshall–Olkin distribution: parameter estimation and application to cancer data (Q5138701) (← links)
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor (Q5138721) (← links)
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage (Q5138727) (← links)
- L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data (Q5138978) (← links)
- Robust regression: an inferential method for determining which independent variables are most important (Q5139088) (← links)
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← links)
- A Comparison of Robust Model Choice Criteria Within a Metalearning Study (Q5141232) (← links)
- Multivariate calibration with robust signal regression (Q5142255) (← links)
- (Q5156861) (← links)
- Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models (Q5160258) (← links)
- Robust regression estimation and variable selection when cellwise and casewise outliers are present (Q5164433) (← links)
- ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
- Time‐series models with an EGB2 conditional distribution (Q5176863) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- Statistical Disclosure Control for Microdata (Q5208955) (← links)
- Robust fitting of hidden Markov regression models under a longitudinal setting (Q5219389) (← links)
- Outlier detection and robust estimation in linear regression models with fixed group effects (Q5219520) (← links)
- A small-sample correction factor for S-estimators (Q5220755) (← links)
- Least trimmed squares ridge estimation in partially linear regression models (Q5222515) (← links)
- Advanced Statistics for the Behavioral Sciences (Q5230054) (← links)
- Multiple Influential Point Detection in High Dimensional Regression Spaces (Q5234406) (← links)
- A fuzzy robust regression approach applied to bedload transport data (Q5267866) (← links)
- Robust nonparametric regression on Riemannian manifolds (Q5321921) (← links)
- (Q5325828) (← links)
- Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery (Q5380402) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- (Q5429818) (← links)
- Robust estimators for the fixed effects panel data model (Q5433622) (← links)
- Robust Statistics (Q5468336) (← links)
- (Q5743403) (← links)
- Using the Wavelet Transform for Time Series Analysis (Q5860752) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Optimal B-robust estimators for the parameters of the power Lindley distribution (Q5861179) (← links)
- On a new type of Birnbaum-Saunders models and its inference and application to fatigue data (Q5861443) (← links)
- Robust principal component analysis for compositional tables (Q5861494) (← links)
- Statistical Inference Enables Bad Science; Statistical Thinking Enables Good Science (Q5868259) (← links)
- The Tangent Classifier (Q5876915) (← links)
- Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) (← links)
- <i>L</i><sup><i>p</i></sup> and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective (Q5881051) (← links)
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies (Q5881134) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- Robust estimation of the conditional median function at elliptical models (Q5933622) (← links)
- Robust nonlinear principal components (Q5962750) (← links)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
- mrct (Q5982998) (← links)
