A General Qualitative Definition of Robustness

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Minimum Hellinger distance estimation in a nonparametric mixture model
Outlier detection by means of robust regression estimators for use in engineering science
Applying robust regression to insurance
Algorithms and complexity for least median of squares regression
Analysis of robust stochastic approximation algorithms for process identification
On M and P estimators that have breakdown point equal to 1/2
The bootstrap: Some large sample theory and connections with robustness
On robust estimation of location for arbitrarily right-censored data
Some estimation theory on the sphere
Qualitative robustness in time series
Outlier resistant filtering and smoothing
Qualitative robustness in abstract inference
Robust estimation and regression with parametric quantile functions
Median regression for ordered discrete response
On the optimality of S-estimators
Predictive analog-to-digital conversion for resistance to data outliers
An information-theoretic framework for robustness
A note on the breakdown point of the least median of squares and least trimmed squares estimators
Die Geschwindigkeit der Glivenko-Cantelli Konvergenz, gemessen in der Prohorov-Metrik
Parametric models as thin subsets of the space of distributions
Stability and infinitesimal robustness of posterior distributions and posterior quantities
On robustness properties of bootstrap approximations
Efficiency of MM- and -estimates for finite sample size
Robust estimation of \(k\)-component univariate normal mixtures
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Robust estimation in structured linear regression
Local and global robustness of regression estimators
Weighted likelihood estimating equations: The discrete case with applications to logistic regression
Robust locally optimal filters: Kalman and Bayesian estimation theory
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
Resistant estimators for stationary ergodic stochastic processes.
Bias robustness of three median-based regression estimates.
Some results for robust GM-based estimators in heteroscedastic regression models
A note on breakdown theory for bootstrap methods
Minimum Hellinger distance estimation for supercritical Galton-Watson processes
Relationships between maximum depth and projection regression estimates
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Minimum distance method for directional data and outlier detection
Robust estimators under a functional common principal components model
Robust and efficient estimation of effective dose
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
Multivariate and functional robust fusion methods for structured big data
Connecting pairwise geodesic spheres by depth: DCOPS
Robust nonparametric inference for the median
On the finite sample breakdown points of redescending M-estimates of location
A robust method for cluster analysis
A topologically valid definition of depth for functional data
Robust covariance and scatter matrix estimation under Huber's contamination model
Breakdown properties of location \(M\)-estimators
Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods
Combining locally and globally robust estimates for regression
Projection estimates of multivariate location
Breakdown points for maximum likelihood estimators of location-scale mixtures
Uniform asymptotics for robust location estimates when the scale is unknown
Robust scale estimation based on the empirical characteristic function
Continuity and differentiability of regression M functionals
Note on qualitative robustness of multivariate sample mean and median
Assessing robustness of classification using an angular breakdown point
Elicitability and identifiability of set-valued measures of systemic risk
A topologically valid construction of depth for functional data
On an order-based multivariate median
On the elicitability of range value at risk
Simulation methods for robust risk assessment and the distorted mix approach
Statistical robustness of two-stage stochastic variational inequalities
High dimensional generalized linear models for temporal dependent data
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Robust sub-Gaussian estimation of a mean vector in nearly linear time
Concentration study of M-estimators using the influence function
Robust machine learning by median-of-means: theory and practice
Robust classification via MOM minimization
ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
Statistical robustness in utility preference robust optimization models
User-friendly covariance estimation for heavy-tailed distributions
Qualitative robustness of set-valued value-at-risk
Domains of weak continuity of statistical functionals with a view toward robust statistics
Finite sample breakdown point of Tukey's halfspace median
Local robustness of sign tests in AR(1) against outliers
Qualitative robustness of von Mises statistics based on strongly mixing data
Nonparametric estimation for quadratic regression
Robust estimation for the multivariate linear model based on a \(\tau\)-scale
A note on the uniform asymptotic normality of location M-estimates
The asymptotics of MM-estimators for linear regression with fixed designs
Qualitative robustness of statistical functionals under strong mixing
Analysis of a nonsmooth optimization approach to robust estimation
Breakdown and groups. (With discussions and rejoinder)
Another approach to asymptotics and bootstrap of randomly trimmed means
Snipping for robust \(k\)-means clustering under component-wise contamination
Asymptotic stability of empirical processes and related functionals
Robust estimation of superhedging prices
A robust proposal of estimation for the sufficient dimension reduction problem
OR forum: An algorithmic approach to linear regression
On the robustness of absolute deviations with fuzzy data
On the brittleness of Bayesian inference
Risk measures with the CxLS property
Robust estimation for the Cox regression model based on trimming
A theory of robust long-run variance estimation
Breakdown point theory for implied probability bootstrap
A new regression model: modal linear regression
Integrated depth for functional data: statistical properties and consistency
Impact of Contamination on Training and Test Error Rates in Statistical Clustering

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