Pages that link to "Item:Q957111"
From MaRDI portal
The following pages link to Multivariate least-trimmed squares regression estimator (Q957111):
Displaying 15 items.
- Robust ridge estimator in restricted semiparametric regression models (Q272065) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- Principal component regression for data containing outliers and missing elements (Q961870) (← links)
- Bootstrapping least distance estimator in the multivariate regression model (Q961919) (← links)
- Robust online signal extraction from multivariate time series (Q962348) (← links)
- On multivariate regression estimation (Q1206003) (← links)
- Cluster-based \(L2\) re-weighted regression (Q1731411) (← links)
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis (Q2295249) (← links)
- The multivariate least-trimmed squares estimator (Q2476138) (← links)
- Restricted expected multivariate least squares (Q2489773) (← links)
- Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
- Outlier detection for multinomial data with a large number of categories (Q3387057) (← links)
- Feasible robust estimator in restricted semiparametric regression models based on the LTS approach (Q4607388) (← links)
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models (Q5106841) (← links)
- Extended least trimmed squares estimator in semiparametric regression models with correlated errors (Q5222338) (← links)
