Pages that link to "Item:Q4305726"
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The following pages link to Bounded Influence and High Breakdown Point Testing Procedures in Linear Models (Q4305726):
Displaying 20 items.
- High-breakdown robust multivariate methods (Q900488) (← links)
- Resampling methods for variable selection in robust regression (Q951933) (← links)
- Robust testing in the logistic regression model (Q961899) (← links)
- Robust bounded influence tests against one-sided hypoptheses in general parametric models (Q1359697) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
- Optimum robust testing in linear models (Q1807108) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals (Q1880269) (← links)
- A robust spline approach in partially linear additive models (Q2101391) (← links)
- Robustness of nonparametric predictive inference for future order statistics (Q2322018) (← links)
- Statistical Inference for a Robust Measure of Multiple Correlation (Q3298748) (← links)
- Robust Tests in Semiparametric Partly Linear Models (Q3440880) (← links)
- Estimation effects on powers of two simple test statistics in identifying an outlier in linear models (Q3446977) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Robust M-type testing procedures for linear models (Q3976431) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Cluster-based multivariate outlier identification and re-weighted regression in linear models (Q5130213) (← links)
- Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)
