Results 41 to 50 of about 66 (64)

Optimal tests for homogeneity of covariance, scale, and shape

The assumption of homogeneity of covariance matrices is the fundamental prerequisite of a number of classical procedures in multivariate analysis. Despite its importance and long history, however, this problem so far has not been completely settled ...
Hallin, Marc, Paindaveine, Davy
core  

Robust improvement of efficiency using information on covariate distribution. [PDF]

Electron J Stat
Mao L.
europepmc   +1 more source

Scalar-on-Function Mode Estimation Using Entropy and Ergodic Properties of Functional Time Series Data. [PDF]

Entropy (Basel)
Alamari MB, Almulhim FA, Almanjahie IM, Bouzebda S, Laksaci A.   +4 more
europepmc   +1 more source

Robust causal inference for point exposures with missing confounders. [PDF]

Can J Stat
Levis AW, Mukherjee R, Wang R, Haneuse S.   +3 more
europepmc   +1 more source

D-optimal designs for two-variable logistic regression model with restricted design space. [PDF]

Commun Stat Theory Methods
Zhai Y, Wang C, Lin HY, Fang Z.
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Conformal prediction beyond exchangeability

Annals of Statistics, 2023
Ryan Tibshirani, Rina Barber, Aaditya Ramdas   +2 more
exaly  

Robust Bregman clustering

Annals of Statistics, 2021
Aurélie Fischer
exaly  

Robust covariance estimation under $L_{4}-L_{2}$ norm equivalence

Annals of Statistics, 2020

exaly  

Robust inference with knockoffs

Annals of Statistics, 2020
Rina Barber, Emmanuel J Candes
exaly  

A spatial-type interval-valued median for random intervals

Statistics, 2018
Beatriz Sinova Fernández, Stefan van Aelst   +1 more
exaly