Pages that link to "Item:Q2511326"

The following pages link to The forward search: theory and data analysis (Q2511326):

Displaying 50 items.

• A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• New robust dynamic plots for regression mixture detection (Q481921) (← links)
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS (Q693263) (← links)
• Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin (Q892437) (← links)
• Robust analysis of variance: an approach based on the forward search (Q1020192) (← links)
• An iterative method for the detection of multivariate outliers (Q1277825) (← links)
• Exploring multivariate data with the forward search. (Q1422445) (← links)
• Robust diagnostic regression analysis (Q1582805) (← links)
• Robust methods for heteroskedastic regression (Q1658742) (← links)
• Robust Bayesian regression with the forward search: theory and data analysis (Q1694488) (← links)
• Testing multivariate scatter parameter in elliptical model based on forward search method (Q1726894) (← links)
• Robust methods for the analysis of spatially autocorrelated data (Q1766981) (← links)
• Density estimation of a unimodal continuous distribution in the presence of outliers (Q1787820) (← links)
• Bump hunting for risk: a new data mining tool and its applications (Q1861619) (← links)
• The forward search and data visualization (Q1887237) (← links)
• Robust clustering around regression lines with high density regions (Q2009033) (← links)
• The Box-Cox transformation: review and extensions (Q2038300) (← links)
• Multiple deletion diagnostics in beta regression models (Q2259087) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• On masking and swamping robustness of leading nonparametric outlier identifiers for univariate data (Q2348103) (← links)
• The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
• Detecting atypical observations in financial data: the forward search for elliptical copulas (Q2442791) (← links)
• Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
• Robust model selection with flexible trimming (Q2445783) (← links)
• Monitoring robust regression (Q2452110) (← links)
• Rejoinder: The forward search: theory and data analysis (Q2511328) (← links)
• Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
• How to Marry Robustness and Applied Statistics (Q2963075) (← links)
• Determining the Number of Clusters Using Multivariate Ranks (Q2963606) (← links)
• The Forward Search (Q3298753) (← links)
• Forward search added-variable t-tests and the effect of masked outliers on model selection (Q4455381) (← links)
• Cluster detection and clustering with random start forward searches (Q5035759) (← links)
• Robust inference in semiparametric spatial-temporal models (Q5082698) (← links)
• Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
• Outlier-free merging of homogeneous groups of pre-classified observations under contamination (Q5106986) (← links)
• Searching for contaminants (Q5129092) (← links)
• Italian contributions on some recent research topics in cluster analysis (Q5148604) (← links)
• Robust fitting of hidden Markov regression models under a longitudinal setting (Q5219389) (← links)
• Robust Automatic Methods for Outlier and Error Detection (Q5387440) (← links)
• Comments on ``Data science, big data and statistics'' (Q5970967) (← links)
• Discussion: The forward search: theory and data analysis (Q5971302) (← links)
• Discussion: The forward search: theory and data analysis (Q5971303) (← links)
• Discussion: The forward search: theory and data analysis (Q5971305) (← links)
• Combining homogeneous groups of preclassified observations with application to international trade (Q6085833) (← links)
• The Use of Prior Information in Very Robust Regression for Fraud Detection (Q6086558) (← links)
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression (Q6163486) (← links)
• Robust Transformations for Multiple Regression via Additivity and Variance Stabilization (Q6552526) (← links)