Results 31 to 40 of about 66 (64)

Robust and efficient estimation of nonparametric generalized linear models. [PDF]

open access: yesTest (Madr), 2023
Kalogridis I, Claeskens G, Van Aelst S.
europepmc   +1 more source

On the determination coefficient in robust regression

open access: yes, 2000
In simple linear regression the determination coefficient tells us which percentage of the variance of the response variable is explained by the fitted linear mapping of the explanatory variable.
Dirk Tasche
core  

Influence function and efficiency of the minimum covariance determinant scatter matrix estimator. [PDF]

open access: yes
The minimum covariance determinant (MCD) scatter estimator is a highly robust estimator for the dispersion matrix of a multivariate, elliptically symmetric distribution. It is relatively fast to compute and intuitively appealing.
Croux, Christophe, Haesbroeck, G
core  

Optimal Breakdown Point Maximizing Designs

open access: yes, 1994
. In linear models the breakdown point of an estimator depends strongly on the underlying design. This holds in particular for high breakdown point estimators as the least median of squares estimator or least trimmed squares estimators. It could be shown
Christine H. Müller
core  

The Cost Of Not Knowing The Radius Helmut Rieder

open access: yes, 2006
Robust Statistics considers the quality of statistical decisions in the presence of deviations from the ideal model, where deviations are modelled by neighborhoods of a certain size about the ideal model.
P. Ruckdeschel   +4 more
core  

OPTIMAL DESIGNS FOR SPLINE WAVELET REGRESSION MODELS. [PDF]

open access: yesJ Stat Plan Inference, 2017
Maronge JM, Zhai Y, Wiens DP, Fang Z.
europepmc   +1 more source

Home - About - Disclaimer - Privacy