Pages that link to "Item:Q578791"
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The following pages link to High breakdown-point and high efficiency robust estimates for regression (Q578791):
Displaying 50 items.
- Robust tools for the imperfect world (Q92459) (← links)
- Robust boosting for regression problems (Q133956) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Robust fitting of mixture regression models (Q135710) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Infinitesimally robust estimation in general smoothly parametrized models (Q257566) (← links)
- Robust variable selection with application to quality of life research (Q261561) (← links)
- Robust ridge estimator in restricted semiparametric regression models (Q272065) (← links)
- Inferential methods for elasticity estimates (Q299475) (← links)
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- Robust estimators for generalized linear models (Q393579) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Change point detection with robust control chart (Q410343) (← links)
- Robust fuzzy regression analysis (Q433071) (← links)
- On the robustness of two-stage estimators (Q434706) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- On the least trimmed squares estimator (Q472475) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (Q497850) (← links)
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood (Q499439) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
- A fast algorithm for robust regression with penalised trimmed squares (Q650724) (← links)
- Robust linear least squares regression (Q661182) (← links)
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model (Q683458) (← links)
- A resampling design for computing high-breakdown regression (Q689489) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk (Q737885) (← links)
- Robust subsampling (Q738145) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Outliers in official statistics (Q830270) (← links)
- Robust estimation for semi-functional linear regression models (Q830543) (← links)
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments (Q904634) (← links)
- Uniform asymptotics for S- and MM-regression estimators (Q907023) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- Robust regression credibility: The influence function approach (Q939364) (← links)
- Robust median estimator in logistic regression (Q951041) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Robust Box-Cox transformations based on minimum residual autocorrelation (Q959359) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- A robust coefficient of determination for regression (Q963875) (← links)
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression (Q997368) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Bayesian likelihood robustness in linear models (Q1015863) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- A practical approximation algorithm for the LMS line estimator (Q1019876) (← links)
