Keywords
Related Publications
Introduction to Mathematical Statistics.
1. Probability and Distributions. 2. Multivariate Distributions. 3. Some Special Distributions. 4. Some Elementary Statistical Inferences 5. Consistency and Limiting Distributio...
Robust Regression
This chapter contains sections titled: Why Robust Regression? M-Estimators and W-Estimators for Regression Computation Example: The Stack Loss Data Bounded-Influence Regression ...
Scaled test statistics and robust standard errors for non‐normal data in covariance structure analysis: A Monte Carlo study
Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under sever...
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which c...
<i>S</i>-Estimators for Functional Principal Component Analysis
Principal component analysis is a widely used technique that provides an optimal lower-dimensional approximation to multivariate or functional datasets. These approximations can...
Publication Info
- Year
- 1981
- Type
- book
- Citations
- 6840
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1002/0471725250