Pages that link to "Item:Q1096287"
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The following pages link to Influential observations, high leverage points, and outliers in linear regression (Q1096287):
Displaying 50 items.
- Feature selection with SVD entropy: some modification and extension (Q278695) (← links)
- Boundary element formulations for the numerical solution of two-dimensional diffusion problems with variable coefficients (Q356230) (← links)
- Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models (Q465626) (← links)
- Fast quantum algorithms for least squares regression and statistic leverage scores (Q507434) (← links)
- Leverage and subset efficiencies in regression (Q537437) (← links)
- Influence diagnostics in the varying coefficient model with longitudinal data (Q626197) (← links)
- Subspace clustering of high-dimensional data: a predictive approach (Q740601) (← links)
- Revisiting Guerry's data: introducing spatial constraints in multivariate analysis (Q765968) (← links)
- A p-subset property of \(L_ 1\) and regression quantile estimates (Q804175) (← links)
- Influence diagnostics in regression with complex designs through conditional bias (Q820213) (← links)
- A rule-based development of incremental models (Q899185) (← links)
- Robust smoothing of gridded data in one and higher dimensions with missing values (Q962369) (← links)
- On the estimation of a large sparse Bayesian system: the Snaer program (Q1023766) (← links)
- On two methods of identifying influential sets of observations (Q1116238) (← links)
- A method for simultaneous variable selection and outlier identification in linear regression (Q1351887) (← links)
- Influence contours in linear regression (Q1424613) (← links)
- Ill-conditioning and multicollinearity (Q1595157) (← links)
- Cook's distance for generalized linear mixed models (Q1623747) (← links)
- Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms (Q2029823) (← links)
- Multicriteria analysis tools in real-life problems (Q2426003) (← links)
- Case influence diagnostics in the Kaplan-Meier estimator and the log-rank test (Q2488422) (← links)
- A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
- A new measure of overall potential influence in linear regression (Q2563570) (← links)
- Robust versus classical detection of atypical data (Q2563576) (← links)
- Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
- Influence measures based on the volume of confidence ellipsoids for GEE (Q2912012) (← links)
- Fast Quantum Algorithms for Least Squares Regression and Statistic Leverage Scores (Q3452567) (← links)
- (Q3823635) (← links)
- In search of statistically valid risk factors (Q4683046) (← links)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- (Q5053276) (← links)
- Event count estimation (Q5065203) (← links)
- High leverage points and vertical outliers resistant model selection in regression (Q5073782) (← links)
- Empirical likelihood analysis for accelerated failure time model using length-biased data (Q5089926) (← links)
- Asymmetric influence measure for high dimensional regression (Q5093730) (← links)
- Diagnostics of multiple group influential observations for logistic regression models (Q5107512) (← links)
- Local Conditional Influence (Q5123327) (← links)
- (Q5156862) (← links)
- (Q5214265) (← links)
- Multiple Influential Point Detection in High Dimensional Regression Spaces (Q5234406) (← links)
- Randomized Approximation of the Gram Matrix: Exact Computation and Probabilistic Bounds (Q5251753) (← links)
- (Q5439207) (← links)
- Local and deletion diagnostic (Q5936976) (← links)
- Sensitivity analysis in Gauss-Markov models (Q5941586) (← links)
- Multiple outlier detection by evaluating redundancy contributions of observations (Q5941587) (← links)
- On the robustness to outliers of the Student‐t process (Q6049757) (← links)
- Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
- Accounting for outliers in optimal subsampling methods (Q6080690) (← links)
- Robust correlation scaled principal component regression (Q6157770) (← links)
- Influence measures in gamma modified ridge type estimator (Q6544934) (← links)
