A class of robust and fully efficient regression estimators

DOI10.1214/AOS/1021379866zbMATH Open1012.62073OpenAlexW1997815969WikidataQ58194162 ScholiaQ58194162MaRDI QIDQ1848950FDOQ1848950

Authors: Daniel Gervini, Victor J. Yohai 

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1021379866

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• scientific article; zbMATH DE number 3905646

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (87)

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• Reweighted least trimmed squares: an alternative to one-step estimators
• Bias-robust estimates of regression based on projections
• Consistency, efficiency and robustness of conditional disparity methods
• Efficient robust estimation of time-series regression models.
• Penalized unimodal spline density estimation with application to \(M\)-estimation
• Combining locally and globally robust estimates for regression
• A new Bayesian approach to robustness against outliers in linear regression
• Semiparametrically weighted robust estimation of regression models
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• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• Robust estimation and moment selection in dynamic fixed-effects panel data models
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• Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
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• Robust estimators of accelerated failure time regression with generalized log-gamma errors
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• Global non-smooth optimization in robust multivariate regression
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• Robust estimation and outlier detection for varying-coefficient models via penalized regression
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• Minimizing Sum of Truncated Convex Functions and Its Applications
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• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution
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• Derivative-free optimization and neural networks for robust regression
• On Huber's contaminated model
• Empirical likelihood analysis for accelerated failure time model using length-biased data
• A new weighted likelihood approach
• Formulas for the exact LMS and LQS estimator
• Robust variable selection in the logistic regression model
• Detecting Deviating Data Cells

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