Pages that link to "Item:Q761729"

The following pages link to Finite sample breakdown of M- and P-estimators (Q761729):

Displaying 40 items.

• The finite sample breakdown point of PCS (Q467029) (← links)
• Asymptotic relation of M-and P-estimators of location (Q804137) (← links)
• Evaluation of robust estimators applied to fluorescence assays (Q938893) (← links)
• On M and P estimators that have breakdown point equal to 1/2 (Q1077106) (← links)
• Median regression for ordered discrete response (Q1186047) (← links)
• Partial breakdown in two-factor models (Q1361647) (← links)
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models (Q1568279) (← links)
• Robust simulation-based estimation (Q1573122) (← links)
• Breakdown point of Schuster-Narvarte's location estimator (Q1573126) (← links)
• On the finite sample breakdown points of redescending \(M\)-estimates of location (Q1771458) (← links)
• Breakdown properties of location \(M\)-estimators (Q1807118) (← links)
• A robust estimator of multivariate location based on projection (Q1807867) (← links)
• Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models (Q1928379) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• On the robustness of an epsilon skew extension for Burr III distribution on the real line (Q2319491) (← links)
• The breakdown point of the median of means tournament (Q2322677) (← links)
• Finite sample breakdown point of Tukey's halfspace median (Q2361009) (← links)
• A constrained-optimization based half-quadratic algorithm for robustly Fitting sets of linearly parametrized curves (Q2442764) (← links)
• Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
• Some recent developments in robust estimation and tests. (Q2767273) (← links)
• A new regression model: modal linear regression (Q2922159) (← links)
• Two new approaches to robust estimation in time series (Q3350577) (← links)
• Outlier detection and robust estimation of scale (Q3740046) (← links)
• Robust regression through robust covariances (Q3780262) (← links)
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point (Q3803994) (← links)
• Alternative m-estimators of location and their linear convex combinations (Q4237843) (← links)
• (Q4320722) (← links)
• Breakdown points for redescending m-estimates of location (Q4337029) (← links)
• Quantile estimation for a selected normal population (Q4541697) (← links)
• (Q4998879) (← links)
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* (Q5085599) (← links)
• A two-step robust estimation of the process mean using M-estimator (Q5124848) (← links)
• Some quantitative relationships between two types of finite sample breakdown point (Q5933623) (← links)
• Highly robust estimation of dispersion matrices (Q5943592) (← links)
• The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale (Q5944071) (← links)
• Non-asymptotic robustness analysis of regression depth median (Q6183697) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• Robust nonparametric regression: a review (Q6601089) (← links)
• Robust inference in the joint modeling of multilevel zero-inflated Poisson and Cox models (Q6627937) (← links)
• Differential item functioning via robust scaling (Q6657606) (← links)