SURF: Speeded Up Robust Features

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The Stata Journal (yyyy) vv,Numberii, pp. 1–31Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence Daniel Hoechle University of Basel Abstract. In this paper I present a new Stata program, xtscc, which estimates

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1 Robust Standard Error Estimate for Cluster Sampling Data: A SAS/IML Macro Procedure for Logistic Regression with Huberization Honghu Liu, Department of Medicine ...

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EC 823: Applied Econometrics - fmwww.bc.edu

Implementation The Stata command qreg estimates a multivariate quantile regression with analytic standard errors. By default the quantile is 0.5, the median.

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Robust Physical-World Attacks on Deep Learning Visual ...

This paper appears at CVPR 2018 Robust Physical-World Attacks on Deep Learning Visual Classification Kevin Eykholt 1, Ivan Evtimov*2, Earlence Fernandes2, Bo Li3, Amir Rahmati4, Chaowei Xiao1, Atul Prakash1, Tadayoshi Kohno2, and Dawn Song3 1University of Michigan, Ann Arbor 2University of Washington 3University of California, Berkeley 4Samsung Research America and Stony …

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