Pages that link to "Item:Q1391996"
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The following pages link to A comparative study of some robust methods for coefficient-estimation in linear regression (Q1391996):
Displaying 13 items.
- A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
- A comparison between two robust regression estimators by means of robust covariances (Q1129815) (← links)
- A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
- Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
- A resisting gross errors capability study of robust estimation of unary linear regression method (Q2974887) (← links)
- Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
- EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (Q3379407) (← links)
- A comparison of robust estimators in simple linear regression (Q3471498) (← links)
- On the robustness of multiple regression coefficient estimators obtained by the \(p\)-point method (Q3971801) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- A performance-based assessment of robust regression methods (Q4232105) (← links)
- A review of some recent developments in robust regression (Q4364014) (← links)
- Robust linear regression using smooth adaptive estimators (Q4387642) (← links)
