The following pages link to Robust Statistics (Q5468336):
Displaying 50 items.
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- Imputation of missing values for compositional data using classical and robust methods (Q121344) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Robust fitting of mixture regression models (Q135710) (← links)
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Testing noisy numerical data for monotonic association (Q148096) (← links)
- Finding multivariate outliers with FastPCS (Q150316) (← links)
- Sparse Principal Component Analysis via Variable Projection (Q150980) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
- Analysis of a nonsmooth optimization approach to robust estimation (Q254560) (← links)
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Robust estimation of location and concentration parameters for the von Mises-Fisher distribution (Q259679) (← links)
- Robust variable selection with application to quality of life research (Q261561) (← links)
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- A von Mises approximation to the small sample distribution of the trimmed mean (Q288100) (← links)
- Robust nonparametric kernel regression estimator (Q297148) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- The shooting S-estimator for robust regression (Q311279) (← links)
- Robust likelihood inference for multivariate correlated count data (Q311281) (← links)
- SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression (Q319716) (← links)
- The use of a common location measure in the invariant coordinate selection and projection pursuit (Q321924) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates (Q333398) (← links)
- The FastHCS algorithm for robust PCA (Q341142) (← links)
- Dilemmas of robust analysis of economic data streams (Q341800) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Robust regularized singular value decomposition with application to mortality data (Q386741) (← links)
- Influence analysis in response surface methodology (Q389313) (← links)
- Robust estimators for generalized linear models (Q393579) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Quantiles for finite and infinite dimensional data (Q414539) (← links)
- Dual divergences estimation for censored survival data (Q419272) (← links)
- \(M\)-estimation of wavelet variance (Q421382) (← links)
- Computing of high breakdown regression estimators without sorting on graphics processing units (Q425179) (← links)
- Robust joint modeling of mean and dispersion through trimming (Q429614) (← links)
- \(M\)-estimators for isotonic regression (Q433757) (← links)
- On the robustness of two-stage estimators (Q434706) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Consistency and robustness of tests and estimators based on depth (Q447613) (← links)
- Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
- Robust functional principal components: a projection-pursuit approach (Q449971) (← links)
