One-Step Huber Estimates in the Linear Model

Cited in

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Least absolute deviations estimation for the censored regression model
A note on Levene's tests for equality of variances
Robust estimation in the linear model with asymmetric error distributions
Weak convergence of bounded influence regression estimates with applications to repeated significance testing
An alternative derivation of aligned rank tests for regression
Optimal estimation of a functional distribution
Adaptive estimates for autoregressive processes
On the asymptotic distribution of multivariate M-estimates
Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
Reweighting approximate GM estimators: Asymptotics and residual-based graphics
General M-estimation
Estimating multiplicative and additive hazard functions by kernel methods
Asymptotics of reweighted estimators of multivariate location and scatter
A journey in single steps: robust one-step M-estimation in linear regression
Distributed testing and estimation under sparse high dimensional models
Asymptotic normality of one-step M-estimators based on non-identically distributed observations
Consistency of M-estimators of nonlinear signal processing models
A distributed one-step estimator
Functional stability of one-step GM-estimators in approximately linear regression
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Variable selection for Cox's proportional hazards model and frailty model
On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
Nonparametric estimation in heteroskedastic regression
Direct use of regression quantiles to construct confidence sets in linear models
Quasi-likelihood models and optimal inference
One-step minimum Hellinger distance estimation
Restricted regression quantiles
Variable bandwidth and one-step local \(M\)-estimator
Asymptotic properties on high-dimensional multivariate regression M-estimation
Increasing cluster size asymptotics for nested error regression models
Scale calibration for high-dimensional robust regression
Distributed adaptive Huber regression
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Estimation of a multiplicative correlation structure in the large dimensional case
Entrywise eigenvector analysis of random matrices with low expected rank
Interval estimation of the ruin probability in the classical compound Poisson risk model
Local linear quantile regression with truncated and dependent data
Nonparametric estimation and inference on conditional quantile processes
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
Strong oracle optimality of folded concave penalized estimation
Testing for normality in linear regression models using regression and scale equivariant estimators
M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
The growth rate of significant regressors for high dimensional data
Analysis of the forward search using some new results for martingales and empirical processes
Smoothed quantile regression with large-scale inference
Asymptotic theory of outlier detection algorithms for linear time series regression models
Regression on manifolds using data-dependent regularization with applications in computer vision
A nonparametric regression estimator that adapts to error distribution of unknown form
Consistency of the least weighted squares under heteroscedasticity
Empirical distribution function under heteroscedasticity
Combining forecasts using the least trimmed squares.
Some results on generalized regression quantiles
Change-of-variance sensitivities in regression analysis
SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
Constructing initial estimators in one-step estimation procedures of nonlinear regression
High dimensional robust M-estimation: asymptotic variance via approximate message passing
Robust Tests in Semiparametric Partly Linear Models
On the symmetry of m-estimators computed by the huber-dutter algorithm
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
Stability
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
Asymptotic normality ofr-estimates in the linear model
Semiparametric estimation of warranty costs
Asymptotic behavior of iterative M-estimartors for location
Basic structure of the asymptotic theory in dynamic nonlinear econometric models
One‐step M‐estimators in the linear model, with dependent errors
Bounded‐influence rank estimation in the linear model
Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
On efficient estimation in additive hazards regression with current status data
Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
Least quantile regression via modern optimization
The asymptotics for studentized K-Step M-Estimators of location
Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method
High-dimensional inference for cluster-based graphical models
On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
scientific article; zbMATH DE number 7376767 (Why is no real title available?)
A New Principle for Tuning-Free Huber Regression
scientific article; zbMATH DE number 7626769 (Why is no real title available?)
Visually Communicating and Teaching Intuition for Influence Functions
Diagonally Dominant Principal Component Analysis
Asymptotic properties of one-step \(M\)-estimators
scientific article; zbMATH DE number 7578279 (Why is no real title available?)
One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
Asymptotic analysis of iterated 1-step Huber-skip M-estimators with varying cut-offs
The least trimmed squares. I: Consistency.
One-Step Estimation with Scaled Proximal Methods
Predictive quantile regression with persistent covariates: IVX-QR approach
Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model
A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample
Huber estimation for the network autoregressive model
Application of one‐step method to parameter estimation in ODE models
Retire: robust expectile regression in high dimensions
Communication-Efficient Accurate Statistical Estimation
Least sum of squares of trimmed residuals regression
Robust two-stage estimation in general spatial dynamic panel data models
Composite expectile estimation in partial functional linear regression model
Aggregated inference

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