The following pages link to robustbase (Q19170):
Displaying 50 items.
- The spatial sign covariance matrix with unknown location (Q2252888) (← links)
- A weighted strategy to handle likelihood uncertainty in Bayesian inference (Q2255789) (← links)
- Spatial sign correlation (Q2256748) (← links)
- On the implementation of LIR: the case of simple linear regression with interval data (Q2259750) (← links)
- A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter (Q2273152) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Robust inference for nonlinear regression models (Q2273158) (← links)
- Statistical learning for recommending (robust) nonlinear regression methods (Q2288099) (← links)
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers (Q2291496) (← links)
- Robustness of learning algorithms using hinge loss with outlier indicators (Q2292231) (← links)
- A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
- Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data (Q2302765) (← links)
- A comparative study of robust and stable estimates of multivariate location (Q2314463) (← links)
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms (Q2317311) (← links)
- Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
- A practical method of robust estimation in case of asymmetry (Q2321994) (← links)
- Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators (Q2322053) (← links)
- Moment-type estimation from grouped samples (Q2322577) (← links)
- The breakdown point of the median of means tournament (Q2322677) (← links)
- Marginalized Lasso in sparse regression (Q2325317) (← links)
- Outlyingness: which variables contribute most? (Q2329793) (← links)
- Comparison of test statistics of nonnormal and unbalanced samples for multivariate analysis of variance in terms of type-I error rates (Q2332529) (← links)
- Robust inference in partially linear models with missing responses (Q2343635) (← links)
- Strong convergence of robust equivariant nonparametric functional regression estimators (Q2348310) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Robust computation of linear models by convex relaxation (Q2351804) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)
- Nonsingular subsampling for regression S estimators with categorical predictors (Q2358938) (← links)
- Resistant estimates for high dimensional and functional data based on random projections (Q2361206) (← links)
- Perturbed robust linear estimating equations for confidentiality protection in remote analysis (Q2361456) (← links)
- Likelihood-based imprecise regression (Q2375318) (← links)
- Integration of prior knowledge of measurement noise in kernel density classification (Q2384981) (← links)
- Fast solving of weighted pairing least-squares systems (Q2389536) (← links)
- Fuzziness in data analysis: towards accuracy and robustness (Q2397884) (← links)
- Robustness issues for \textsc{cub} models (Q2397990) (← links)
- Error propagation in isometric log-ratio coordinates for compositional data: theoretical and practical considerations (Q2398598) (← links)
- Multivariate and functional classification using depth and distance (Q2418318) (← links)
- Robust scale estimators for fuzzy data (Q2418340) (← links)
- Outlier detection for compositional data using robust methods (Q2426969) (← links)
- Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models (Q2439890) (← links)
- Identification of local multivariate outliers (Q2442681) (← links)
- Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Shape bias of robust covariance estimators: an empirical study (Q2442689) (← links)
- Optimal robust estimates using the Hellinger distance (Q2442781) (← links)
- Inference for robust canonical variate analysis (Q2442782) (← links)
- Outlier detection and robust covariance estimation using mathematical programming (Q2442793) (← links)
- Robust exponential smoothing of multivariate time series (Q2445753) (← links)
