Pages that link to "Item:Q2629368"

The following pages link to Robust estimation in generalized linear models: the density power divergence approach (Q2629368):

Displaying 36 items.

• Influence analysis of robust Wald-type tests (Q272063) (← links)
• Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
• Robust estimators for generalized linear models (Q393579) (← links)
• Robust estimation for nonparametric generalized regression (Q645463) (← links)
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator (Q723446) (← links)
• Estimation in the generalized Poisson model via robust testing (Q811772) (← links)
• Power and level robustness of a test for composite hypotheses under independent non-homogeneous data (Q1726912) (← links)
• Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection (Q1931864) (← links)
• Robust high-dimensional regression for data with anomalous responses (Q2042285) (← links)
• Robust semiparametric inference for polytomous logistic regression with complex survey design (Q2051581) (← links)
• Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators (Q2062342) (← links)
• Classification of COVID19 Patients using robust logistic regression (Q2096398) (← links)
• A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter (Q2273152) (← links)
• Robust and sparse regression in generalized linear model by stochastic optimization (Q2303494) (← links)
• Robust polytomous logistic regression (Q2674518) (← links)
• Projection Estimators for Generalized Linear Models (Q3095184) (← links)
• Robust mislabel logistic regression without modeling mislabel probabilities (Q3119819) (← links)
• (Q4917419) (← links)
• Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence (Q4967759) (← links)
• Weak linear representation of M-estimaton in GLMs with dependent errors (Q4975318) (← links)
• Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model (Q5036901) (← links)
• Robust variable selection via penalized MT-estimator in generalized linear models (Q5039831) (← links)
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
• On the consistency and the robustness in model selection criteria (Q5078016) (← links)
• Optimal B-robust estimators for the parameters of the power Lindley distribution (Q5861179) (← links)
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks (Q6049270) (← links)
• Robust sure independence screening for nonpolynomial dimensional generalized linear models (Q6049792) (← links)
• Robust and efficient estimation of nonparametric generalized linear models (Q6064244) (← links)
• Gene–environment interaction identification via penalized robust divergence (Q6068481) (← links)
• Robust instance-dependent cost-sensitive classification (Q6084660) (← links)
• Robust regression against heavy heterogeneous contamination (Q6159679) (← links)
• Robust estimation of average treatment effects from panel data (Q6494436) (← links)
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison (Q6549205) (← links)
• Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach (Q6549699) (← links)
• Robust inference methods for meta-analysis involving influential outlying studies (Q6618390) (← links)