The following pages link to robustbase (Q19170):
Displaying 50 items.
- Comparing two independent populations using a test based on empirical likelihood and trimmed means (Q2044289) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- A statistical learning assessment of Huber regression (Q2054280) (← links)
- RobROSE: a robust approach for dealing with imbalanced data in fraud detection (Q2062335) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Robust functional principal components for irregularly spaced longitudinal data (Q2065294) (← links)
- Analysing pairwise logratios revisited (Q2066829) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- High-dimensional outlier detection using random projections (Q2074681) (← links)
- Robust multivariate estimation based on statistical depth filters (Q2074682) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Robustness by reweighting for kernel estimators: an overview (Q2075710) (← links)
- Robust subset selection (Q2076115) (← links)
- Minimum Rényi pseudodistance estimators for logistic regression models (Q2087075) (← links)
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation (Q2087410) (← links)
- Functional linear regression with Huber loss (Q2099272) (← links)
- A robust spline approach in partially linear additive models (Q2101391) (← links)
- Outlier detection via a block diagonal product estimator (Q2109298) (← links)
- Robust penalized estimators for functional linear regression (Q2111064) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Robust fitting of mixtures of GLMs by weighted likelihood (Q2125729) (← links)
- All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines (Q2131963) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Noise benefits to robust M-estimation of location in dependent observations (Q2149632) (← links)
- Estimation and computations for Gaussian mixtures with uniform noise under separation constraints (Q2152202) (← links)
- Asymptotics for M-type smoothing splines with non-smooth objective functions (Q2161018) (← links)
- Benefits of noise in M-estimators: optimal noise level and probability density (Q2163663) (← links)
- M estimators based on the probability integral transformation with applications to count data (Q2173359) (← links)
- A new multiple outliers identification method in linear regression (Q2175218) (← links)
- Robust estimators in a generalized partly linear regression model under monotony constraints (Q2177726) (← links)
- A statistical analysis of noisy crowdsourced weather data (Q2179947) (← links)
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (Q2183770) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- An exponential-type kernel robust regression model for interval-valued variables (Q2195308) (← links)
- Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers (Q2214956) (← links)
- Minimax optimal sequential hypothesis tests for Markov processes (Q2215752) (← links)
- Sliced inverse median difference regression (Q2220317) (← links)
- Robust doubly protected estimators for quantiles with missing data (Q2220805) (← links)
- A robust multiple regression model based on fuzzy random variables (Q2223848) (← links)
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution (Q2223881) (← links)
- Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms (Q2227195) (← links)
- M-estimator for estimating the Burr type III parameters with outliers (Q2229900) (← links)
- AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions (Q2236697) (← links)
- Classical and robust regression analysis with compositional data (Q2238072) (← links)
- A further analysis of robust regression modeling and data mining corrections testing in global stocks (Q2241171) (← links)
- Robust inference using the exponential-polynomial divergence (Q2241528) (← links)
- Robust regression with compositional covariates (Q2242144) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Generalised central limit theorems for growth rate distribution of complex systems (Q2250980) (← links)
