Pages that link to "Item:Q3978783"
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The following pages link to Tail Behavior of Regression Estimators and their Breakdown Points (Q3978783):
Displaying 39 items.
- Generalized method of trimmed moments (Q254204) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- Data depth for simple orthogonal regression with application to crack orientation (Q641760) (← links)
- Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
- Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators (Q905107) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Unconventional features of positive-breakdown estimators (Q1324567) (← links)
- The breakdown value of the \(L_1\) estimator in contingency tables (Q1380620) (← links)
- Identification of outliers by means of \(L_{1}\) regression: Safe and unsafe configurations (Q1391799) (← links)
- Robust signal extraction for on-line monitoring data. (Q1429876) (← links)
- Breakdown points and variation exponents of robust \(M\)-estimators in linear models (Q1568279) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location (Q1578279) (← links)
- Test of tails based on extreme regression quantiles (Q1579537) (← links)
- Tail behavior of the least-squares estimator (Q1612945) (← links)
- Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
- On the finite sample breakdown points of redescending \(M\)-estimates of location (Q1771458) (← links)
- Blowing number of a distribution for a statistics and loyal estimators (Q1771487) (← links)
- Breakdown properties of location \(M\)-estimators (Q1807118) (← links)
- Interactions and outliers in the two-way analysis of variance (Q1807131) (← links)
- Finite sample tail behavior of multivariate location estimators (Q1810709) (← links)
- Asymptotic Behavior of the Number of Regression Quantile Breakpoints (Q3978510) (← links)
- Finite sample tail behaviour of hodges-lehmann type estimators (Q4547522) (← links)
- Model averaging for M-estimation (Q4559360) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
- WLAD-LASSO method for robust estimation and variable selection in partially linear models (Q5031688) (← links)
- TAIL DEPENDENCE OF OLS (Q5071685) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Tail-behavior of estimators and of their one-step versions (Q5262065) (← links)
- Asymptotic and Finite-Sample Properties in Statistical Estimation (Q5272957) (← links)
- Saddlepoint tests for quantile regression (Q5507359) (← links)
- Tail behavior and breakdown properties of equivariant estimators of location (Q5949369) (← links)
- GTL regression: a linear model with skewed and thick-tailed disturbances (Q6172587) (← links)
- Robustness in stochastic frontier analysis (Q6612722) (← links)
