Results 121 to 130 of about 4,362,963 (201)

An analysis of the indicator saturation estimator as a robust regression estimator.. [PDF]

open access: yes
An algorithm suggested by Hendry (1999) for estimation in a regression with more regressors than observations, is analyzed with the purpose of finding an estimator that is robust to outliers and structural breaks.
Johansen, Søren, Nielsen, Bent
core  

A Robust Regression Methodology via M-estimation. [PDF]

open access: yesCommun Stat Theory Methods, 2019
Yang T, Gallagher CM, McMahan CS.
europepmc   +1 more source

Robust detail-preserving signal extraction [PDF]

open access: yes
We discuss robust filtering procedures for signal extraction from noisy time series. Particular attention is paid to the preservation of relevant signal details like abrupt shifts. moving averages and running medians are widely used but have shortcomings
Fried, Roland   +2 more
core  

On robust regression with high-dimensional predictors. [PDF]

open access: yesProc Natl Acad Sci U S A, 2013
El Karoui N   +4 more
europepmc   +1 more source

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