Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory

DOI10.2307/2286160zbMath0305.62030OpenAlexW4237203400WikidataQ56813970 ScholiaQ56813970MaRDI QIDQ4061796

Robert V. Hogg

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/2286160

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Point estimation (62F10)

Related Items (87)

The multivariate tail-inflated normal distribution and its application in finance ⋮ Adaptive Choice of Trimming Proportions for Location Estimation of the Mean ⋮ An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means ⋮ An iteration method of data censoring in the regression estimation problem ⋮ Beta estimation in the market model: skewness and leptokurtosis ⋮ An Omnibus Consistent Adaptive Percentile Modified Wilcoxon Rank Sum Test with Applications in Gene Expression Studies ⋮ Maximum likelihood robust regression by mixture models ⋮ A one-way random effects model for trimmed means ⋮ The percentage bend correlation coefficient ⋮ Convergence of the optimal M-estimator over a parametric family of M-estimators ⋮ A continuously adaptive nonparametric two–sample test ⋮ A class of adaptive distribution-free procedures ⋮ Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution ⋮ Mixtures, myths and kurtosis ⋮ Estimation of the mean and the reciprocal of the mean of the inverse Gaussian distribution ⋮ Adaptive m estimation of symmetric distribution location ⋮ Some improved estimators for a measures of dispersion of an inverse gaussian distribution ⋮ Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution ⋮ Resampling methods for the nonparametric and generalized Behrens-Fisher problems ⋮ An extension of the generalized Gaussian distribution to include asymmetry ⋮ Modeling the cryptocurrency return distribution via Laplace scale mixtures ⋮ Improved frequency table’s measures of skewness and kurtosis with application to weather data ⋮ Multiple criteria linear regression ⋮ Adaptive choice of trimming proportion in trimmed least-squares estimation. ⋮ Robustness of subset selection procedures ⋮ Decision theoretic approach to real-time robust identification ⋮ Who's being swindled?: a case for enlightened naivete ⋮ A two stage shrinkage testimator for the mean of an exponential distribution ⋮ An adaptive estimator of location based on the t-family ⋮ On the robustness of two alternatives to least squares: A Monte Carlo study ⋮ Conditional MSE-based discrimination of the sample mean and the post-stratification estimator in population sampling ⋮ On the use of \(L\)-functionals in regression models ⋮ Robust real-time algorithms for identification of linear multivariable time-varying systems ⋮ The multi-aspect tests in the presence of ties ⋮ An exact adaptive test with superior design sensitivity in an observational study of treatments for ovarian cancer ⋮ A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity ⋮ Multiple scaled contaminated normal distribution and its application in clustering ⋮ History and role of order statistics ⋮ The impact of Levene's test of equality of variances on statistical theory and practice ⋮ Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models ⋮ A note on partially adaptive estimation via a normal mixture ⋮ Trimmed and winsorized standard deviations based on a scaled deviation ⋮ Analyzing survival data with highly negatively skewed distribution: The Gompertz-sinh family ⋮ An Adaptive Test for the Two-Sample Location Problem Based onU-Statistics ⋮ A conversation with Robert V. Hogg ⋮ Robustness and efficiency of some tests for ordered alternatives in the C-Sample location problem ⋮ Max-type rank tests, \(U\)-tests, and adaptive tests for the two-sample location problem -- an asymptotic power study ⋮ Robust real-time identification of linear systems with correlated noise ⋮ On the efficiency of a testimator for the mean of an inverse Gaussian distribution ⋮ Concepts and measures for skewness with data‐analytic implications ⋮ An adaptive test for the two-sample scale problem where the common quantile may be different from the median ⋮ Properties of modelling the error distribution with an extra shape parameter ⋮ Doubly reweighted estimators for the parameters of the multivariate t-distribution ⋮ Rank-based estimation of the ratio of scale parameters and applications ⋮ Simple tests for peakedness, fat tails and leptokurtosis based on quantiles ⋮ Somec-sample rank tests of homogeneity against ordered alternatives based on U-statistics ⋮ Trimmed and Winsorized means based on a scaled deviation ⋮ Optimizing joint location-scale monitoring -- an adaptive distribution-free approach with minimal loss of information ⋮ Restrictive adaptive tests for the treatment of the two-sample scale problem ⋮ Ordres stochastiques et efficacité asymptotique desL-estimateurs ⋮ Kurtosis and spread ⋮ A new dimension to nonparametric tests ⋮ Robustness and power of modified Lepage, Kolmogorov-Smirnov and Crame´r-von Mises two-sample tests ⋮ Adaptive Jonckheere-type tests for ordered alternatives ⋮ Three steps towards robust regression ⋮ A Comparison of james–sten regression with least squares in the pitman nearness sense ⋮ Symmetric maximum kernel likelihood estimation ⋮ An Adaptive Test for the Two-Sample Scale Problem Based onU-Statistics ⋮ Adaptive estimation in symmetric location model under log-concavity constraint ⋮ Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information ⋮ Estimation of common coefficients in two regression equations ⋮ Efficient robust estimates in parametric models ⋮ Parametric versus nonparametrics: two alternative methodologies ⋮ Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control ⋮ A non-bayesian approach to estimation using tested priors ⋮ One-sample location test based on the sign and Wilcoxon signed-rank tests ⋮ Trimmed slope estimates for simple linear regression ⋮ Scale calibration for high-dimensional robust regression ⋮ A minimum variance adaptive technique for parameter estimation and hypothesis testing ⋮ Analysis of orthogonal saturated designs ⋮ The professional contributions of robert v. hogg ⋮ Monte Carlo studies of some adaptive robust procedures for location ⋮ Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem ⋮ Robustness of the student t based M-estimator ⋮ Nonparametrics: Retrospectives and perspectives^* ⋮ An adaptive two-sample location-scale test of lepage type for symmetric distributions ⋮ An adaptive distribution-free test for the general two-sample problem

This page was built for publication: Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory