High breakdown-point and high efficiency robust estimates for regression

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scientific article; zbMATH DE number 814581
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Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models
Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model
Robust and efficient estimation of the residual scale in linear regression
Regression with outlier shrinkage
Identification of multiple influential observations in logistic regression
Asymptotics of reweighted estimators of multivariate location and scatter
Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling
Comparison of Statistical Methods for Pretest–Posttest Designs in Terms of Type I Error Probability and Statistical Power
Fast and robust bootstrap
Monitoring robust regression
Robust AIC with high breakdown scale estimate
Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
A robust and efficient variable selection method for linear regression
Robust DetS and DetMM estimators for discriminant analysis
D4R: doubly robust reduced rank regression in high dimension
Robust and sparse estimators for linear regression models
Robust and efficient estimation of multivariate scatter and location
Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
A local breakdown property of robust tests in linear regression
Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
A resampling design for computing high-breakdown regression
A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
Imputation based mean estimators in case of missing data utilizing robust regression and variance–covariance matrices
Critical value functions for likelihood-ratio tests for normality
The choice of the initial estimate for computing MM-estimates
Robust variable selection with application to quality of life research
Robust Lasso Regression Using Tukey's Biweight Criterion
Bayes variable selection in semiparametric linear models
Robust Box-Cox transformations based on minimum residual autocorrelation
A robust coefficient of determination for regression
Nonlinear relationship between household composition and electricity consumption: optimal threshold models
Robust functional principal component analysis based on a new regression framework
On the optimality of S-estimators
Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
Outliers in official statistics
Robust functional linear regression based on splines
Tukey's biweight estimation for uncertain regression model with imprecise observations
Robust learning from bites for data mining
Quantile approximation for robust statistical estimation and \(k\)-enclosing problems
Improved methods for making inferences about multiple skipped correlations
On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
A Monte Carlo comparison of several high breakdown and efficient estimators
Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
Change point detection with robust control chart
On simultaneously identifying outliers and heteroscedasticity without specific form
Penalized unimodal spline density estimation with application to \(M\)-estimation
Modified ratio estimators using robust regression methods
Robust doubly protected estimators for quantiles with missing data
Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information
Robust estimation with a modified Huber's loss for partial functional linear models based on splines
Robust ridge estimator in restricted semiparametric regression models
Robust statistical inference for longitudinal data with nonignorable dropouts
Robust median estimator in logistic regression
Principle of minimizing empirical risk and averaging aggregate functions
A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers
Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
New robust class of estimators for population mean under different sampling designs
Combining locally and globally robust estimates for regression
Unconventional features of positive-breakdown estimators
Robust Variable Selection With Exponential Squared Loss
Sharpening Wald-type inference in robust regression for small samples
Extended least trimmed squares estimator in semiparametric regression models with correlated errors
The finite-sample performance of robust unit root tests
Robust mixture regression modeling based on the generalized M (GM)-estimation method
scientific article; zbMATH DE number 814581 (Why is no real title available?)
Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression
Semiparametrically weighted robust estimation of regression models
An exponential-type kernel robust regression model for interval-valued variables
Robust estimates for GARCH models
On the least trimmed squares estimator
A new Bayesian approach to robustness against outliers in linear regression
Robust estimation for ARMA models
Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models
On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
Linear regression under model uncertainty
Robust functional regression based on principal components
Robust m-estimators
Valid Inference Corrected for Outlier Removal
Heteroscedasticity testing after outlier removal
Statistical properties of detrended fluctuation analysis
Fast approximate L_ minimization: speeding up robust regression
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Robust nonnegative garrote variable selection in linear regression
The DetS and DetMM estimators for multivariate location and scatter
Robust dependence modeling for high-dimensional covariance matrices with financial applications
A robust proposal of estimation for the sufficient dimension reduction problem
Optimal locally robust M-estimates of regression
Building a robust linear model with forward selection and stepwise procedures
Robust model selection using fast and robust bootstrap
Outlier detection using difference-based variance estimators in multiple regression
ROBOUT: a conditional outlier detection methodology for high-dimensional data
Overview of robust variable selection methods for high-dimensional linear regression model
`Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
Robust artificial neural networks for pricing of European options
Mixture of linear mixed models using multivariate \(t\) distribution
Robust consistent estimators for ROC curves with covariates
Robust Estimation Using Modified Huber’s Functions With New Tails
Robust estimation in partially linear regression models
Robust multivariate mixture regression models with incomplete data
Outlier-free merging of homogeneous groups of pre-classified observations under contamination

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