Pages that link to "Item:Q1923438"
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The following pages link to Positive-breakdown regression by minimizing nested scale estimators (Q1923438):
Displaying 12 items.
- Stability under contamination of robust regression estimators based on differences of residuals. (Q1299423) (← links)
- Regression-free and robust estimation of scale for bivariate data (Q1351850) (← links)
- An Anscombe type robust regression statistic (Q1352103) (← links)
- Robust regression with a distributed intercept using least median of squares (Q1361561) (← links)
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- Least trimmed squares regression, least median squares regression, and mathematical program\-ming (Q1876766) (← links)
- The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities (Q1882951) (← links)
- Globul robustness of location and dispersion estimates (Q1962163) (← links)
- Sign-constrained robust least squares, subjective breakdown point and the effect of weights of observations on robustness (Q2272288) (← links)
- A class of high-breakdown scale estimators based on subranges (Q4202711) (← links)
- A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid (Q4804601) (← links)