Do robust estimators work with real data?

From MaRDI portal
Publication:1244958

DOI10.1214/aos/1176343997zbMath0374.62050OpenAlexW2145262637MaRDI QIDQ1244958

Stephen M. Stigler

Publication date: 1977

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343997



Related Items

The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach, A combined bootstrap test for the two-sample location problem, Robust fitting of a Weibull model with optional censoring, On adaptive statistical inferences, A Survey of Reporting Practices of Computer Simulation Studies in Statistical Research, Usefulness of robust estimators in sample survey, Measures of lack of fit from tests of chi-squared type, Posterior robustness with more than one sampling model. (With discussion), Robust statistics for testing equality of means or variances, A robust scale estimator based on pairwise means, A new theoretical and algorithmical basis for estimation, identification and control, New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location, An Inversion Theorem-Based Kernel Density Estimator for a Weighted Average and Difference of Weighted Averages with Applications, Robust analogs of hotelling's two-sample t2, Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes, Adaptive choice of trimming proportions, Robust Likelihood Methods Based on the Skew-t and Related Distributions, An Extension of the Normal/Independent Family for Studies of Robust Estimators, Maximum likelihood estimation in the presence of outiliers, Resampling methods for the nonparametric and generalized Behrens-Fisher problems, On second order efficient robust inference, Multidimensional trimming based on projection depth, Divergence based robust estimation of the tail index through an exponential regression model, An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives, A bayesian approach to prediction in the presence of spurious observations for several models, On the use of \(L\)-functionals in regression models, Trimming extreme reports in preference aggregation, Robustness of MML estimators based on censored samples and robust test statistics, Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion), \(M\)-estimation of wavelet variance, Adaptation of the tuning parameter in general Bayesian inference with robust divergence, Flexible Distributions as an Approach to Robustness: The Skew-t Case, Renewable composite quantile method and algorithm for nonparametric models with streaming data, Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models, Trimmed and winsorized standard deviations based on a scaled deviation, The performance of estimators based on the propensity score, Direct density estimation of \(L\)-estimates via characteristic functions with applications, An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation, Efficient sample size allocation with cost constraints for heterogeneous-variance group comparison, Unnamed Item, Scientific method, statistical method and the speed of light., The epsilon-skew-normal distribution for analyzing near-normal data, Statistical inference based on a new weighted likelihood approach, Statistical scoring procedures applicable to laboratory performance evaluation, On the robustness of empirical likelihood ratio confidence intervals for location, Robust inference using the exponential-polynomial divergence, Robust statistics for testing mean vectors of multivariate distributions, Trimmed and Winsorized means based on a scaled deviation, Estimation and hypothesis testing in BIB design and robustness, Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy, Bootstrap MISE Estimators to Obtain Bandwidth for Kernel Density Estimation, Mean or median? (A note on an old problem), A weakly informative default prior distribution for logistic and other regression models, Symmetric maximum kernel likelihood estimation, Robustification of estimators by winsorizing on ellipsoids, Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap, Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations, Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy, Robust estimation via minimum distance methods, Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators, Robust test for means when population variances are unequal, An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality, Robust statistical inference based on the \(C\)-divergence family, Is statistics too difficult?, Optimal robust \(M\)-estimates of location, Moments and efficiency of the median and trimmed mean for finite populations, On the ‘optimal’ density power divergence tuning parameter, Quasi-Bayesian estimation of Stigler's data sets, An alternative skew exponential power distribution formulation, Robust tests for the equality of two normal means based on the density power divergence, Effect size for comparing two or more normal distributions based on maximal contrasts in outcomes, Trimmed and Winsorized transformed means based on a scaled deviation, A robust alternative to the normal distribution