Pages that link to "Item:Q3814557"

The following pages link to Robust estimation in the errors-in-variables model (Q3814557):

Displaying 39 items.

• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• R-estimation of the parameters of a multiple regression model with measurement errors (Q427478) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
• Linear grouping using orthogonal regression (Q959227) (← links)
• Consistency of robust estimators in multi-structural visual data segmentation (Q996464) (← links)
• Equilibrated residual error estimates are \(p\)-robust (Q1008916) (← links)
• Robust estimation of the structural errors-in-variables model (Q1091059) (← links)
• Efficient estimation in the errors in variables model (Q1102053) (← links)
• Generalized \(M\)-estimators for errors-in-variables regression (Q1192978) (← links)
• Bias robust estimation in orthogonal regression (Q1208648) (← links)
• Minimum disparity estimation in the errors-in-variables model (Q1332861) (← links)
• Robust estimation in simultaneous equations models (Q1361644) (← links)
• Robust estimation in the errors variables model via weighted likelihood estimating equations (Q1367094) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• Robust estimation in partially linear errors-in-variables models (Q1658500) (← links)
• Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images (Q1765621) (← links)
• Robust tests for one or more allometric lines (Q1790763) (← links)
• Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
• Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
• Robust errors-in-variables linear regression via Laplace distribution (Q2444385) (← links)
• Corrected-loss estimation for error-in-variable partially linear model (Q2516920) (← 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)
• Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables (Q3120616) (← links)
• Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
• A robust linear grouping algorithm (Q3298585) (← links)
• Standard and robust orthogonal regression (Q3471537) (← links)
• Least Trimmed Squares Estimator in the Errors-in-Variables Model (Q3604096) (← links)
• (Q3680074) (← links)
• Standard errors resilient to error variance misspecification (Q3779611) (← links)
• Using median lines in robust bivariate data analysis (Q4224685) (← links)
• A simulation study of estimators for generalized linear measurement error models (Q4355592) (← links)
• Detection of influential observations in functional errors-in-variables model (Q4883467) (← links)
• Robust scale estimation in the error‐components model using the empirical characteristic function (Q4891288) (← links)
• (Q5322322) (← links)
• Complete <i>q</i>-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^* (Q6044284) (← links)