Generalized S-Estimators
From MaRDI portal
Recommendations
Cited in
(49)- Multivariate generalized S-estimators
- Computing the least quartile difference estimator in the plane
- Stability under contamination of robust regression estimators based on differences of residuals.
- Asymptotics of generalized S-estimators
- Robust estimation in structured linear regression
- Incomplete generalized L-statistics
- On the computation and efficiency of a HBP-GM estimator some simulation results
- The historical development of the linear minimax absolute residual estimation procedure 1786--1960
- Strong convergence rate of the least median absolute estimator in linear regression models
- Uniform strong consistency of robust estimators.
- Bias robustness of three median-based regression estimates.
- On the global robustness of generalized S-estimators
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels
- Finding GM-estimators with global optimization techniques
- \(S\)-estimates
- Positive-breakdown regression by minimizing nested scale estimators
- Globul robustness of location and dispersion estimates
- Robustness by reweighting for kernel estimators: an overview
- Efficient computation of generalized median estimators
- \(M\)-functionals of multivariate scatter
- An evolutionary algorithm for robust regression
- Symmetrised M-estimators of multivariate scatter
- The multivariate least-trimmed squares estimator
- A note on the uniform asymptotic normality of location M-estimates
- On the computation of symmetrized M-estimators of scatter
- scientific article; zbMATH DE number 3858222 (Why is no real title available?)
- scientific article; zbMATH DE number 3905646 (Why is no real title available?)
- A class of high-breakdown scale estimators based on subranges
- Applied regression analysis bibliography update 1994-97
- scientific article; zbMATH DE number 1048015 (Why is no real title available?)
- Finite sample stability properties of the least median of squares estimator
- Statistical Estimates for Generalized Splines
- Robust linear regression: A review and comparison
- Adaptive robust regression with continuous Gaussian scale mixture errors
- Improving robust ratio estimation in longitudinal surveys with outlier observations
- Generalized S-estimators for linear mixed effects models
- Estimates of MM type for the multivariate linear model
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- New algorithms for computing the least trimmed squares regression estimator
- Highly robust estimation of dispersion matrices
- \(\sqrt n\)-consistent robust integration-based estimation
- A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
- A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
- Copula-based regression estimation in the presence of outliers
- Robust multiple regression based on shrinkage \(\mathbf{S}_n\) estimator
- Adaptive learning in robust linear regression with a semiparametric skew-normal scale mixture distribution
- Online signal extraction by robust linear regression
- High-breakdown robust multivariate methods
- Uniform asymptotics for S- and MM-regression estimators
This page was built for publication: Generalized S-Estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4323556)