A class of robust and fully efficient regression estimators
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- scientific article; zbMATH DE number 3905646
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- A class of robust and fully efficient regression estimators
- A minimax-bias property of the least \(\alpha\)-quantile estimates
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- Reweighted LS estimators converge at the same rate as the initial estimator
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Cited in
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- Robust-efficient fitting of mixed linear models: methodology and theory
- A review of robust regression and diagnostic procedures in linear regression
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Robust loss reserving in a log-linear model
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
- Optimal robust estimates using the Hellinger distance
- Robust estimators of accelerated failure time regression with generalized log-gamma errors
- Implicitly weighted methods in robust image analysis
- Robust regression estimation and inference in the presence of cellwise and casewise contamination
- Regression with outlier shrinkage
- A class of robust and fully efficient regression estimators
- Efficient robust estimation of time-series regression models.
- Combining locally and globally robust estimates for regression
- Modified least trimmed quantile regression to overcome effects of leverage points
- Data driven robust estimation methods for fixed effects panel data models
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- A Robust and Almost Fully Efficient M-Estimator
- Robust and Accurate Inference via a Mixture of Gaussian and Student’s t Errors
- Reweighted LS estimators converge at the same rate as the initial estimator
- Robust adaptive estimators for binary regression models
- An automatic robust Bayesian approach to principal component regression
- Robust estimation for linear regression with asymmetric errors
- Bahadur representations of M-estimators and their applications in general linear models
- Reweighted least trimmed squares: an alternative to one-step estimators
- Efficient and robust estimation of regression and scale parameters, with outlier detection
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- Sketching for M-Estimators: A Unified Approach to Robust Regression
- A new Bayesian approach to robustness against outliers in linear regression
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Robust regression credibility: The influence function approach
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
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- Weighted likelihood estimation of multivariate location and scatter
- High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
- Semiparametrically weighted robust estimation of regression models
- Penalized unimodal spline density estimation with application to \(M\)-estimation
- Bias-robust estimates of regression based on projections
- A robust inverse regression estimator
- Global non-smooth optimization in robust multivariate regression
- Robust estimators in semiparametric partly linear regression models.
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- Statistical inference based on robust low-rank data matrix approximation
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- General trimmed estimation: robust approach to nonlinear and limited dependent variable models
- The least trimmed quantile regression
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- Statistical inference based on a new weighted likelihood approach
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- An entropy-like estimator for robust parameter identification
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- Semiparametric robust estimation of truncated and censored regression models
- Consistency, efficiency and robustness of conditional disparity methods
- Robust estimation and moment selection in dynamic fixed-effects panel data models
- Minimizing Sum of Truncated Convex Functions and Its Applications
- A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
- A central limit theorem applicable to robust regression estimators
- High breakdown-point and high efficiency robust estimates for regression
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood
- A fast algorithm for robust regression with penalised trimmed squares
- Linear regression under model uncertainty
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution
- Detecting Deviating Data Cells
- A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression
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- Robust variable selection in the logistic regression model
- Robust Eligible Own Funds and Value at Risk Under Solvency II System
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- Robust density power divergence estimates for panel data models
- Robust sparse regression with high-breakdown value
- A new weighted likelihood approach
- Empirical likelihood analysis for accelerated failure time model using length-biased data
- Critical value functions for likelihood-ratio tests for normality
- Robust Estimation Using Modified Huber’s Functions With New Tails
- A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
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- Formulas for the exact LMS and LQS estimator
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- High-dimensional robust regression with \(L_q\)-loss functions
- Derivative-free optimization and neural networks for robust regression
- On Huber's contaminated model
- Adaptive subsample estimation for multivariate normal distributions
- Adaptive efficient and double-robust regression based on generalized empirical likelihood
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