Robust Estimates of Location: Survey and Advances

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A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample ⋮ John W. Tukey (1915--2000): His life and professional contributions ⋮ John W. Tukey's contributions to multiple comparisons ⋮ Robust estimation in time series ⋮ Editorial, special issue on ``Advances in robust statistics ⋮ Robust estimation in the linear model with asymmetric error distributions ⋮ Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures ⋮ Outliers in official statistics ⋮ The bias of \(k\)-step M-estimators ⋮ On the variance of the trimmed mean ⋮ Adaptive choice of trimming proportions ⋮ A robust and easy confidence procedure with moderately long-tailed symmetric distributions ⋮ The use of a common location measure in the invariant coordinate selection and projection pursuit ⋮ An effective selection of regression variables when the error distribution is incorrectly specified ⋮ Least informative distributions in maximum \(q\)-log-likelihood estimation ⋮ Robust estimation of multivariate location and shape ⋮ Approaches to robust estimation in the simplest variance components model ⋮ Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators ⋮ Existence of a normal scale mixture with a given variance and a percentile ⋮ Stability ⋮ Indices of empirical robustness ⋮ Bahadur slope of the \(t\)-statistic for a contaminated normal ⋮ Augmented order statistics and the biasing effect of outliers ⋮ Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals ⋮ Limit behavior of the empirical influence function of the median ⋮ Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions ⋮ Robust identification ⋮ Robustness of MML estimators based on censored samples and robust test statistics ⋮ Approximate confidence intervals for a robust scale parameter ⋮ High-breakdown robust multivariate methods ⋮ The impact of Levene's test of equality of variances on statistical theory and practice ⋮ Robust tests in genome-wide scans under incomplete linkage disequilibrium ⋮ Statistical analysis and modeling of Internet VoIP traffic for network engineering ⋮ Peak-insensitive parametric spectrum estimation ⋮ Kinetic theory and Lax equations for shock clustering and Burgers turbulence ⋮ Large sample properties of Jaeckel's adaptive trimmed mean ⋮ A smoothing principle for the Huber and other location \(M\)-estimators ⋮ Central limit theorems for local empirical processes near boundaries of sets ⋮ Nonparametric estimation of the location and scale parameters based on density estimation ⋮ Testing symmetry under a skew Laplace model. ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Some asymptotic distributions in the location-scale model ⋮ Weak convergence of bounded influence regression estimates with applications to repeated significance testing ⋮ Robust M-estimators of location vectors ⋮ Robust score and portmanteau tests of volatility spillover ⋮ Non-parametric confidence intervals for covariance and correlation ⋮ Redescending \(M\)-estimators ⋮ The excess-mass ellipsiod ⋮ Convergence of the feasible solution algorithm for least median of squares regression ⋮ Statistical scoring procedures applicable to laboratory performance evaluation ⋮ Asymptotics for multivariate trimming ⋮ A robust method of estimation based on the MML estimators for a simple linear regression model ⋮ Local M-estimation with discontinuous criterion for dependent and limited observations ⋮ Inferences based on multiple skipped correlations ⋮ Maximum likelihood estimation for Tukey's three corners ⋮ On a fast, robust estimator of the mode: comparisons to other robust estimators with applications ⋮ Articulated estimator random field and geometrical approach applied in system identification ⋮ On the asymptotics of trimmed best \(k\)-nets ⋮ Robust test for dispersion parameter change in discretely observed diffusion processes ⋮ The beta Laplace distribution ⋮ When jackknifing fails (or does it?) ⋮ Solving implicit equations in psychometric data analysis ⋮ On the finite sample breakdown points of redescending \(M\)-estimates of location ⋮ Properties and estimation of asymmetric exponential power distribution ⋮ Three steps towards robust regression ⋮ Inconsistency of bootstrap: the Grenander estimator ⋮ Asymptotics of the shorth plot ⋮ Robust estimation and regression with parametric quantile functions ⋮ Mode regression ⋮ Asymptotics of Bayesian median loss estimation ⋮ Hodges-Lehmann estimate of the location parameter in censored samples ⋮ Some aspects of the theory of estimating equations ⋮ Efficiencies for window estimates of the parameters of the Cauchy distribution ⋮ Global robust estimation and its application to GPS positioning ⋮ Linear regression models with slash-elliptical errors ⋮ Asymptotic normality for robust R-estimators of regression function ⋮ M-estimators and gnostical estimators for identification of a regression model ⋮ A simple forward selection procedure based on false discovery rate control ⋮ Robust directed tests of normality against heavy-tailed alternatives ⋮ Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension ⋮ A reinvestigation of robust scale estimation in finite samples ⋮ A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations ⋮ Statistical consistency and hypothesis testing for nonmetric multidimensional scaling ⋮ Minimum volume sets and generalized quantile processes ⋮ Robust regression function estimation ⋮ Are robust estimation methods useful in the structural errors-in- variables model? ⋮ Comparison of robust estimates of modified variants of standard deviations and average absolute deviations ⋮ Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem ⋮ Robust estimation in very small samples. ⋮ An overview of median and stack filtering ⋮ An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model ⋮ Set-indexed conditional empirical and quantile processes based on dependent data ⋮ Quasi-Bayesian estimation of Stigler's data sets ⋮ The influence curve approach in data envelopment analysis ⋮ The mean and median absolute deviations ⋮ A note on robust estimation of location ⋮ Estimation of upper quantiles under model and parameter uncertainty. ⋮ Robust estimators of the mode and skewness of continuous data. ⋮ Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators ⋮ A parametric framework for the comparison of methods of very robust regression

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