Pages that link to "Item:Q5130277"
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The following pages link to An outlier-resistant test for heteroscedasticity in linear models (Q5130277):
Displaying 10 items.
- Outlier test in randomized linear model (Q1333885) (← links)
- Extended tables on an approximate test for outliers in linear models (Q3727166) (← links)
- Back propagation neural networks and multiple regressions in the case of heteroskedasticity (Q4607335) (← links)
- (Q5447778) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- An automated robust algorithm for clustering multivariate data (Q6136547) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
- An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers (Q6172597) (← links)
- Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances (Q6172635) (← links)
- Outlier accommodation with semiparametric density processes: a study of antarctic snow density modelling (Q6669921) (← links)
