Pages that link to "Item:Q1421860"

The following pages link to Robust weighted orthogonal regression in the errors-in-variables model (Q1421860):

Displaying 21 items.

• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• Robust estimator for correlated observations based on bifactor equivalent weights (Q1014065) (← links)
• Generalized \(M\)-estimators for errors-in-variables regression (Q1192978) (← links)
• Robust estimation in the errors variables model via weighted likelihood estimating equations (Q1367094) (← links)
• Robust estimation in partially linear errors-in-variables models (Q1658500) (← links)
• Robust tests for one or more allometric lines (Q1790763) (← links)
• Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
• Classical and robust orthogonal regression between parts of compositional data (Q2953972) (← links)
• t-Type corrected-loss estimation for error-in-variable model (Q2980124) (← links)
• Robust estimation and inference for bivariate line-fitting in allometry (Q3013949) (← links)
• Standard and robust orthogonal regression (Q3471537) (← links)
• Least Trimmed Squares Estimator in the Errors-in-Variables Model (Q3604096) (← links)
• Robust estimation in the errors-in-variables model (Q3814557) (← links)
• (Q4606893) (← links)
• Maximum Lq-likelihood Estimation in Functional Measurement Error Models (Q5089467) (← links)
• Iteratively reweighted total least squares for PEIV model (Q5867446) (← links)
• Minimum covariance determinant and extensions (Q6602189) (← links)
• Fast Robust Location and Scatter Estimation: A Depth-based Method (Q6631174) (← links)