scientific article

From MaRDI portal
Revision as of 07:24, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3673862

zbMath0523.62032MaRDI QIDQ3673862

Peter J. Huber, David L. Donoho

Publication date: 1983


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Tail behavior of the least-squares estimatorOn M and P estimators that have breakdown point equal to 1/2Robust Bregman clusteringWeighted \(M\)-estimators for multivariate clustered dataEfficiency of the pMST and RDELA location and scatter estimatorsOutliers in official statisticsRobust dependence modeling for high-dimensional covariance matrices with financial applicationsThe place of the \(L_ 1\)-norm in robust estimationAn outlier robust unit root test with an application to the extended Nelson-Plosser dataRegression-free and robust estimation of scale for bivariate dataAn Anscombe type robust regression statisticSOCP relaxation bounds for the optimal subset selection problem applied to robust linear regressionRobust estimation in structured linear regressionRobust regression with both continuous and binary regressorsWeighted likelihood estimating equations: The discrete case with applications to logistic regressionPartial breakdown in two-factor modelsRobust covariance estimates based on resamplingAbout the applicability of MCDA to some robustness problemsRobust and sparse estimators for linear regression modelsRobust estimating equation based on statistical depthMinimum volume peeling: a robust nonparametric estimator of the multivariate modeMultidimensional trimming based on projection depthStahel-Donoho kernel estimation for fixed design nonparametric regression modelsOn the breakdown behavior of the TCLUST clustering procedureThe breakdown value of the \(L_1\) estimator in contingency tablesGroups acting on Gaussian graphical modelsA one-step robust estimator for regression based on the weighted likelihood reweighting schemeRobust estimation of location and scatter by pruning the minimum spanning treeRegression with outlier shrinkageHigh-breakdown robust multivariate methodsWeighted and robust archetypal analysis\(\sqrt n\)-consistent robust integration-based estimationA smoothing principle for the Huber and other location \(M\)-estimatorsA fast algorithm for robust regression with penalised trimmed squaresComparative analysis for robust penalized spline smoothing methodsRobust regression quantiles.Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methodsAdvantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss functionProjection-based depth functions and associated mediansA note on high-breakdown estimatorsGeneral foundations for studying masking and swamping robustness of outlier identifiersLeast quantile regression via modern optimizationOn the optimality of S-estimatorsMultivariate least-trimmed squares regression estimatorAn algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraintsHigh-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contaminationRobust variable selection for finite mixture regression modelsTrimmed and Winsorized means based on a scaled deviationStatistical properties of the Hough transform estimator in the presence of measurement errorsRobust weighted LAD regressionRobustness and inference in nonparametric partial frontier modelingExact fit points under simple regression with replicationThe median of a random fuzzy number. The 1-norm distance approachThe Hough transform estimatorOn the finite sample breakdown points of redescending \(M\)-estimates of locationModification of the robust chirp-rate estimator for impulse noise environmentsIdentifying outliers using multiple kernel canonical correlation analysis with application to imaging geneticsA robust method for cluster analysisDepth weighted scatter estimatorsEstimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimatorsRobust estimation and regression with parametric quantile functionsRobust verification analysisRobust covariance and scatter matrix estimation under Huber's contamination modelMultivariate generalized S-estimatorsAn angle-based multivariate functional pseudo-depth for shape outlier detectionBreakdown properties of location \(M\)-estimatorsInteractions and outliers in the two-way analysis of varianceA robust estimator of multivariate location based on projectionRDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown pointFinite sample tail behavior of multivariate location estimatorsA robust affine-equivariant medianConvergence rates in multivariate robust outlier identificationCluster-wise assessment of cluster stabilityRobust learning from bites for data miningComputing the least quartile difference estimator in the planeRobustness properties of \(S\)-estimators of multivariate location and shape in high dimensionConstrained \(M\)-estimation for multivariate location and scatterNonparametric depth-based multivariate outlier identifiers, and masking robustness propertiesProjection based scatter depth functions and associated scatter estimatorsAsymptotics of reweighted estimators of multivariate location and scatterRobust regression with both continuous and categorical predictorsSome results for robust GM-based estimators in heteroscedastic regression modelsOutlier detection by means of robust regression estimators for use in engineering scienceBACON: blocked adaptive computationally efficient outlier nominators.Robust fitting of the binomial model.A class of robust and fully efficient regression estimatorsA note on breakdown theory for bootstrap methodsApplying robust regression to insuranceRobustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problemA simple and competitive estimator of locationOn the breakdown point of multivariate location estimators based on trimming proceduresThe deepest regression methodRobust estimators of the mode and skewness of continuous data.A Monte Carlo comparison of several high breakdown and efficient estimatorsA robust and efficient adaptive reweighted estimator of multivariate location and scatter.Algorithms and complexity for least median of squares regressionDesirable properties, breakdown and efficiency in the linear regression modelEffect of leverage on the finite sample efficiencies of high breakdown estimatorsEfficiency of MM- and \(\tau\)-estimates for finite sample sizeThe breakdown behavior of the maximum likelihood estimator in the logistic regression model.




This page was built for publication: