The following pages link to Robust Statistics (Q5468336):
Displaying 50 items.
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments (Q904634) (← links)
- Robust discrimination under a hierarchy on the scatter matrices (Q928868) (← links)
- Optimal robust estimates using the Kullback-Leibler divergence (Q947182) (← links)
- Robust median estimator in logistic regression (Q951041) (← links)
- Robust parameter estimation with a small bias against heavy contamination (Q953862) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Robust nonparametric estimation with missing data (Q958814) (← links)
- Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209) (← links)
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- Estimation of the marginal location under a partially linear model with missing responses (Q962284) (← links)
- Assessment of diagnostic procedures in symmetrical nonlinear regression models (Q962352) (← links)
- A robust dynamic niching genetic algorithm with niche migration for automatic clustering problem (Q962678) (← links)
- A robust coefficient of determination for regression (Q963875) (← links)
- Detecting and handling outlying trajectories in irregularly sampled functional datasets (Q965142) (← links)
- A new projection estimate for multivariate location with minimax bias (Q968491) (← links)
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Robust tests for the common principal components model (Q998988) (← links)
- Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
- Editorial: Machine learning and robust data mining (Q1020795) (← links)
- Building a robust linear model with forward selection and stepwise procedures (Q1020809) (← links)
- Robust estimation for ARMA models (Q1020981) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- Outlier identification in high dimensions (Q1023500) (← links)
- Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis (Q1023611) (← links)
- Robustified \(L_2\) boosting (Q1023674) (← links)
- Complex-valued ICA based on a pair of generalized covariance matrices (Q1023717) (← links)
- The random Tukey depth (Q1023863) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- A Hausman-type test to detect the presence of influential outliers in regression analysis (Q1046256) (← links)
- Robust inference (Q1129840) (← links)
- Directions in robust statistics and diagnostics. Part I. Proceedings of the IMA 1989 summer program 'Robustness, diagnostics, computing and graphics in statistics', Minneapolis, MN (USA) (Q1188951) (← links)
- Directions in robust statistics and diagnostics. Part II. Proceedings of the IMA 1989 summer program 'Robustness, diagnostics, computing and graphics in statistics', Minneapolis, MN (USA) (Q1188952) (← links)
- Robust depth-based estimation of the functional autoregressive model (Q1615262) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement (Q1618598) (← links)
- On the statistical properties and tail risk of violent conflicts (Q1619440) (← links)
- Searching for the core variables in principal components analysis (Q1620923) (← links)
- Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
- Robust heart rate variability analysis by generalized entropy minimization (Q1623748) (← links)
- High finite-sample efficiency and robustness based on distance-constrained maximum likelihood (Q1623799) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Simple heuristic for data-driven computational elasticity with material data involving noise and outliers: a local robust regression approach (Q1630228) (← links)
- Multivariate location and scatter matrix estimation under cellwise and casewise contamination (Q1654233) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust estimators under a functional common principal components model (Q1658178) (← links)
- Sharpening Wald-type inference in robust regression for small samples (Q1658340) (← links)
- Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
- Robust methods for heteroskedastic regression (Q1658742) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
