Breakdown and groups. (With discussions and rejoinder) (Q2569232)

From MaRDI portal

Revision as of 17:39, 10 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Breakdown and groups. (With discussions and rejoinder)	scientific article

Statements

scholarly article

0 references

Breakdown and groups. (With discussions and rejoinder) (English)

0 references

zbMATH Open document ID

0 references

10.1214/009053604000001138

0 references

0 references

0 references

The Annals of Statistics

0 references

publication date

18 October 2005

0 references

full work available at URL

https://arxiv.org/abs/math/0508497

0 references

https://arxiv.org/abs/math/0508499

0 references

https://arxiv.org/abs/math/0508500

0 references

https://arxiv.org/abs/math/0508501

0 references

https://arxiv.org/abs/math/0508502

0 references

https://arxiv.org/abs/math/0508503

0 references

https://arxiv.org/abs/math/0508504

0 references

https://arxiv.org/abs/math/0508505

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

zbMATH Keywords

group of measurable transformations

0 references

time series

0 references

linear filters

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

The Masking Breakdown Point of Multivariate Outlier Identification Rules

0 references

Aspects of robust linear regression

0 references

The Identification of Multiple Outliers

0 references

Breakdown and groups. (With discussions and rejoinder)

0 references

Breakdown properties of location estimates based on halfspace depth and projected outlyingness

0 references

0 references

Leverage and Breakdown in L 1 Regression

0 references

A note on Tyler's modification of the MAD for the Stahel-Donoho estimator

0 references

0 references

Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations

0 references

On the breakdown point of multivariate location estimators based on trimming procedures

0 references

A General Qualitative Definition of Robustness

0 references

0 references

High breakdown estimation for multiple populations with applications to discriminant analysis

0 references

Robust direction estimation

0 references

Lower bounds for contamination bias: Globally minimax versus locally linear estimation

0 references

Robust Statistics

0 references

The breakdown value of the \(L_1\) estimator in contingency tables

0 references

Highly efficient estimators of multivariate location with high breakdown point

0 references

Breakdown points of affine equivariant estimators of multivariate location and covariance matrices

0 references

Asymptotic robustness of least median of squares for autoregressions with additive outliers

0 references

Highly Robust Estimation of the Autocovariance Function

0 references

Assessing the bias of maximum likelihood estimates of contaminated garch models

0 references

Estimation of variance components with high breakdown point and high efficiency

0 references

The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version

0 references

0 references

Least Median of Squares Regression

0 references

0 references

Robust fitting of the binomial model.

0 references

An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators

0 references

Breakdown in Nonlinear Regression

0 references

0 references

In Search of the Ultimate Building Blocks

0 references

Interactions and outliers in the two-way analysis of variance

0 references

Finite sample breakdown points of projection based multivariate location and scatter statistics

0 references

On the ratio of two correlated normal random variables

0 references

Robust Estimates of Location: Survey and Advances

0 references

Estimators of the multiple correlation coefficient: local robustness and confidence intervals

0 references

0 references

Robust estimation: A condensed partial survey

0 references

0 references

The Breakdown Points of the Mean Combined with Some Rejection Rules

0 references

0 references

Is statistics too difficult?

0 references

0 references

0 references

Robust Estimation of a Location Parameter

0 references

Robust m-estimators of multivariate location and scatter

0 references

0 references

Breakdown Robustness of Tests

0 references

Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices

0 references

0 references

Projection-based depth functions and associated medians

0 references

0 references

On the finite sample breakdown points of redescending \(M\)-estimates of location

0 references

Edge-Preserving Smoothers for Image Processing

0 references

Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

0 references

Finite sample breakdown of M- and P-estimators

0 references

Theory and applications of recent robust methods. Selected papers of the international conference on robust statistics 2003, ICORS 2003, Antwerp, Belgium, July 13--18, 2003.

0 references

The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.

0 references

Descriptive statistics for nonparametric models. I: Introduction

0 references

Descriptive statistics for nonparametric models. II: Location

0 references

The asymptotics of Rousseeuw's minimum volume ellipsoid estimator

0 references

Robust signal extraction for on-line monitoring data.

0 references

Densities, spectral densities and modality.

0 references

Die Geschwindigkeit der Glivenko-Cantelli Konvergenz, gemessen in der Prohorov-Metrik

0 references

0 references

Convergence of stochastic processes

0 references

Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2569232

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2569232&oldid=34425357"