A General Qualitative Definition of Robustness

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Asymptotic stability of empirical processes and related functionals
An information-theoretic framework for robustness
A note on the uniform asymptotic normality of location M-estimates
Robust feature screening via Grothendieck's correlation with FDR control
Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling
Analysis of a nonsmooth optimization approach to robust estimation
Robustness of Bootstrap in Instrumental Variable Regression
Statistical robustness in utility preference robust optimization models
A robust method for cluster analysis
On the use of robust estimators of multivariate location for heterogeneous data
An efficient Hartley-Ross type estimators of nonsensitive and sensitive variables using robust regression methods in sample surveys
Robust Bayesian choice
A note on breakdown theory for bootstrap methods
Robust and efficient estimation of effective dose
Algorithms and complexity for least median of squares regression
Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
Breakdown points for maximum likelihood estimators of location-scale mixtures
A robust principal component analysis
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
Snipping for robust \(k\)-means clustering under component-wise contamination
On the optimality of S-estimators
Outliers in official statistics
Bounded-influence estimators for the Tobit model
Robustness of GM-tests in autoregression against outliers
Assessing robustness of classification using an angular breakdown point
Model uncertainty and scenario aggregation
Distributionally robust optimization
Robust spectral risk optimization when information on risk spectrum is incomplete
Robust regression through robust covariances
Multivariate and functional robust fusion methods for structured big data
Nonuniqueness of least absolute values regression
On the Wasserstein Median of Probability Measures
Distributed learning for kernel mode-based regression
Connecting pairwise geodesic spheres by depth: DCOPS
A New Principle for Tuning-Free Huber Regression
High dimensional generalized linear models for temporal dependent data
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Robust estimation of superhedging prices
Distributed robust regression with correntropy losses and regularization kernel networks
Modified ratio estimators using robust regression methods
Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information
Robustness properties for a simple class of rank estimates
Bahadur representations for the median absolute deviation and its modifications
Qualitative robustness in time series
The S-estimator in the change-point random model with long memory
Combining locally and globally robust estimates for regression
On robustified adaptive minimum-variance controller
Outlier resistant filtering and smoothing
Robust Variable Selection With Exponential Squared Loss
Resistant convex clustering: how does the fusion penalty enhance resistance?
Finite sample breakdown point of Tukey's halfspace median
Robust double clustering: a method based on alternating concentration steps
Minimum distance method for directional data and outlier detection
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
Coefficients of determinations for variable selection in the msae regression
Outlier robust corner-preserving methods for reconstructing noisy images
A topologically valid definition of depth for functional data
Robust estimators based on generalization of trimmed mean
Robust m-estimators
Robust estimation of stationary continuous-time ARMA models via indirect inference
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Weighted-mean trimming of multivariate data
Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
A robust proposal of estimation for the sufficient dimension reduction problem
Asymptotic behavior of general M-estimates for regression and scale with random carriers
Minimum Hellinger distance estimation in a nonparametric mixture model
Computing of high breakdown regression estimators without sorting on graphics processing units
Qualitative robustness in Bayesian inference
Overview of robust variable selection methods for high-dimensional linear regression model
Calculation of the Prokhorov distance by optimal quantization and maximum flow
Estimators of Influence Function
Least quantile regression via modern optimization
Robust Estimation Using Modified Huber’s Functions With New Tails
Robust estimation in partially linear regression models
Qualitative robustness of von Mises statistics based on strongly mixing data
On estimating the covariance matrix of robust regression M-estimates
Issues of robustness and high dimensionality in cluster analysis
Risk measures with the CxLS property
A theory of robust long-run variance estimation
Marshall-Olkin distribution: parameter estimation and application to cancer data
Resistant estimators for stationary ergodic stochastic processes.
Qualitative robustness of statistical functionals under strong mixing
Gradient descent for robust kernel-based regression
Robust real-time identification of linear systems with correlated noise
Domains of weak continuity of statistical functionals with a view toward robust statistics
Some results for robust GM-based estimators in heteroscedastic regression models
Comparative and qualitative robustness for law-invariant risk measures
Robust subgaussian estimation with VC-dimension
ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
Parametric models as thin subsets of the space of distributions
Robust machine learning by median-of-means: theory and practice
Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes
Robust scale estimation based on the empirical characteristic function
Quantitative robustness of instance ranking problems
QQ-plot approach to robust Kalman filtering
Parameter estimation of autoregressive models using the iteratively robust filtered fast- method
Robust penalized empirical likelihood in high dimensional longitudinal data analysis
Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
Robust estimation: A condensed partial survey

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