The following pages link to (Q5509327):
Displaying 50 items.
- Minimum distance estimation in a finite mixture regression model (Q391814) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- Parameter identification of nonlinear fractional-order systems by enhanced response sensitivity approach (Q784082) (← links)
- Impact of simultaneous omission of a variable and an observation on a linear regression equation (Q804178) (← links)
- Using data images for outlier detection (Q951947) (← links)
- Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables (Q957158) (← links)
- Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models (Q1063416) (← links)
- Multiple outliers detection through reweighted least deviances. (Q1128456) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- A clustering algorithm for identifying multiple outliers in linear regression. (Q1128901) (← links)
- An instrumental variable method for model order identification (Q1149933) (← links)
- Rank-based estimation of the ratio of scale parameters and applications (Q1193797) (← links)
- Tests concerning a nested mixed model with heteroscedastic random effects (Q1193970) (← links)
- Algorithms for the Huber estimator in multiple regression (Q1242422) (← links)
- A method for simultaneous variable selection and outlier identification in linear regression (Q1351887) (← links)
- A one-step robust estimator for regression based on the weighted likelihood reweighting scheme (Q1387682) (← links)
- Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression (Q1389607) (← links)
- t-distribution modeling using the available statistical software (Q1391251) (← links)
- Sensitivity analysis for predictor variables in the MSAE regression. (Q1608910) (← links)
- On influence assessment for LAD regression (Q1771282) (← links)
- A stochastic approach to risk management for prostate cancer patients on active surveillance (Q1786034) (← links)
- Diagnostics for multivariate smoothing splines (Q1813132) (← links)
- Sampling without replacement: History and applications (Q1862654) (← links)
- On influence diagnostic in univariate elliptical linear regression models (Q1871689) (← links)
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)
- Computational aspects of adaptive combination of least squares and least absolute deviations estimators (Q1896169) (← links)
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation (Q2087410) (← links)
- Minimum profile Hellinger distance estimation for semiparametric simple linear regression model (Q2088531) (← links)
- A new multiple outliers identification method in linear regression (Q2175218) (← links)
- Forecasting using information and entropy based on belief functions (Q2205960) (← links)
- Brq: an R package for Bayesian quantile regression (Q2221223) (← links)
- Detecting multiple outliers in linear regression using a cluster method combined with graphical visualization (Q2271696) (← links)
- Robust AIC with high breakdown scale estimate (Q2336303) (← links)
- Stepwise local influence analysis (Q2445805) (← links)
- Precise comparison of theory and new experiment for the Casimir force leads to stronger constraints on thermal quantum effects and long-range interactions (Q2484210) (← links)
- On the use of the Helmert transformation, and its applications in panel data econometrics (Q2694021) (← links)
- Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations (Q2787038) (← links)
- Improved likelihood inference in beta regression (Q3019798) (← links)
- <i>Q</i>plots, a graphical aid for regression analysis (Q3135604) (← links)
- Influence of groups of observations on bayes factors (Q3135653) (← links)
- Procedures for the identification of multiple influential observations in linear regression (Q3179251) (← links)
- The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression (Q3184464) (← links)
- A Comparison of Marginal Likelihood Computation Methods (Q3298656) (← links)
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression (Q3339238) (← links)
- Valid Inference Corrected for Outlier Removal (Q3391429) (← links)
- Use of reference distributions when dealing with unknown regression errors (Q3401433) (← links)
- The internal norm approach to influence diagnostics (Q3474097) (← links)
- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model (Q3532664) (← links)
- A Polemic for Bayesian Statistics (Q3562264) (← links)
- Identifying multiple influential observations in linear regression (Q3592048) (← links)
