Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations

DOI10.1111/1467-9868.00373MaRDI QIDQ4673753zbMATH OpenOpenAlexFDO

Authors Marc G. Genton, André Lucas

Publication date 9 May 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL http://papers.tinbergen.nl/00040.pdf

zbMATH Keywords

bias curveoutliersrobustnesstime series

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(28)

• Robust estimation for ARMA models
• Assessing robustness of classification using an angular breakdown point
• Detecting a structural change in functional time series using local Wilcoxon statistic
• One-step robust estimation of fixed-effects panel data models
• Addendum to the discussion of ``Breakdown and groups
• Least trimmed squares in nonlinear regression under dependence
• Breakdown and groups. (With discussions and rejoinder)
• A weighted spatial median for clustered data
• Breakdown point theory for implied probability bootstrap
• Impact of Contamination on Training and Test Error Rates in Statistical Clustering
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Dilemmas of robust analysis of economic data streams
• Breakdown-point for spatially and temporally correlated observations
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• On the breakdown behavior of the TCLUST clustering procedure
• Reweighted least trimmed squares: an alternative to one-step estimators
• Semiparametrically weighted robust estimation of regression models
• An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
• Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
• Data driven robust estimation methods for fixed effects panel data models
• Robust estimation of stationary continuous-time ARMA models via indirect inference
• Parameter estimation of autoregressive models using the iteratively robust filtered fast- method
• Semiparametric robust estimation of truncated and censored regression models
• Estimators of fractal dimension: assessing the roughness of time series and spatial data
• Robust Two-Step Wavelet-Based Inference for Time Series Models
• Quantitative robustness of instance ranking problems
• S-estimation of hidden Markov models
• Efficient robust estimation of time-series regression models.

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