One-Step Huber Estimates in the Linear Model

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Visually Communicating and Teaching Intuition for Influence Functions
Stability
Asymptotic theory of outlier detection algorithms for linear time series regression models
Reweighting approximate GM estimators: Asymptotics and residual-based graphics
Asymptotic properties on high-dimensional multivariate regression M-estimation
Asymptotic normality ofr-estimates in the linear model
Least absolute deviations estimation for the censored regression model
High-Dimensional Expected Shortfall Regression
One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
Direct use of regression quantiles to construct confidence sets in linear models
Communication-Efficient Accurate Statistical Estimation
One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Predictive quantile regression with persistent covariates: IVX-QR approach
Asymptotic relations between L- and M-estimators in the linear model
Diagonally Dominant Principal Component Analysis
Generalized M-estimators for high-dimensional Tobit I models
Interval estimation of the ruin probability in the classical compound Poisson risk model
Methods for a longitudinal quantitative outcome with a multivariate Gaussian distribution multi-dimensionally censored by therapeutic intervention
Robust estimation in the linear model with asymmetric error distributions
Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
Asymptotics of reweighted estimators of multivariate location and scatter
Optimal estimation of a functional distribution
Huber estimation for the network autoregressive model
Analysis of the forward search using some new results for martingales and empirical processes
General M-estimation
Bounded-influence estimators for the Tobit model
Variable selection for Cox's proportional hazards model and frailty model
Some results on generalized regression quantiles
Combining forecasts using the least trimmed squares.
A New Principle for Tuning-Free Huber Regression
Consistency of the instrumental weighted variables
Empirical distribution function under heteroscedasticity
An alternative derivation of aligned rank tests for regression
On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
Regression on manifolds using data-dependent regularization with applications in computer vision
Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method
Restricted regression quantiles
Retire: robust expectile regression in high dimensions
A nonparametric regression estimator that adapts to error distribution of unknown form
Adaptive estimates for autoregressive processes
Nonparametric estimation and inference on conditional quantile processes
Distributed testing and estimation under sparse high dimensional models
Least quantile regression via modern optimization
Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
A distributed one-step estimator
On the symmetry of m-estimators computed by the huber-dutter algorithm
One-Step Estimation with Scaled Proximal Methods
The asymptotics for studentized K-Step M-Estimators of location
Profile-kernel likelihood inference with diverging number of parameters
On efficient estimation in additive hazards regression with current status data
Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
Entrywise eigenvector analysis of random matrices with low expected rank
Asymptotic normality of the recursive M-estimators of the scale parameters
High dimensional robust M-estimation: asymptotic variance via approximate message passing
Robust Tests in Semiparametric Partly Linear Models
A journey in single steps: robust one-step M-estimation in linear regression
One-step minimum Hellinger distance estimation
Robust two-stage estimation in general spatial dynamic panel data models
Composite expectile estimation in partial functional linear regression model
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model
The growth rate of significant regressors for high dimensional data
Estimation of a multiplicative correlation structure in the large dimensional case
On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
High-dimensional inference for cluster-based graphical models
Two-stage Huber estimation
Aggregated inference
Local linear quantile regression with truncated and dependent data
Application of one‐step method to parameter estimation in ODE models
Robust estimation in a nonlinear cointegration model
The least trimmed squares. I: Consistency.
SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
Communication-efficient distributed EM algorithm
Increasing dimension asymptotics for two-way crossed mixed effect models
Statistical inference for decentralized federated learning
Change-of-variance sensitivities in regression analysis
Estimating multiplicative and additive hazard functions by kernel methods
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Consistency of M-estimators of nonlinear signal processing models
Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
Smoothed quantile regression with large-scale inference
Consistency of the least weighted squares under heteroscedasticity
Increasing cluster size asymptotics for nested error regression models
Nonparametric estimation in heteroskedastic regression
Semi-supervised inference for the high-dimensional quantile regression
Aligned rank tests for the linear model with heteroscedastic errors
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
Distributed robust estimation and inference with contaminated data
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Asymptotic behavior of iterative M-estimartors for location
Optimal convex M-estimation via score matching
Quasi-likelihood models and optimal inference
Weak convergence of bounded influence regression estimates with applications to repeated significance testing
Estimating the model with fixed and random effects by a robust method
Testing for normality in linear regression models using regression and scale equivariant estimators
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
Uniform asymptotics for S- and MM-regression estimators
Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo

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