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  1. 1
    Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points

    Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points by Ettore Marubini, Annalisa Orenti

    Published 2014-01-01
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  2. 2
    Robust Regression as a Sensible Alternative to the Weighted Ordinary Least Squares Regression in case of Heteroskedasticity. A Tutorial

    Robust Regression as a Sensible Alternative to the Weighted Ordinary Least Squares Regression in case of Heteroskedasticity. A Tutorial by Annalisa Orenti, Anna Zolin, Ettore Marubini, Paolo Antonelli, Federico Ambrogi, Bruno Mario Cesana

    Published 2024-10-01
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