Breakdown and groups. (With discussions and rejoinder)

DOI10.1214/009053604000001138zbMATH Open1077.62041arXivmath/0508505OpenAlexW2143791421MaRDI QIDQ2569232FDOQ2569232

Ursula Gather, Laurie Davies

Publication date: 18 October 2005

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

Abstract: Rejoinder to ``Breakdown and groups by P. L. Davies and U. Gather [math.ST/0508497]

Full work available at URL: https://arxiv.org/abs/math/0508497

Recommendations

• The breakdown point -- examples and counterexamples
• Addendum to the discussion of ``Breakdown and groups
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Breakdown in Nonlinear Regression
• On M and P estimators that have breakdown point equal to 1/2

zbMATH Keywords

time serieslinear filtersgroup of measurable transformations

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Foundations and philosophical topics in statistics (62A01) Numerical smoothing, curve fitting (65D10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Densities, spectral densities and modality.
• Highly robust estimation of the autocovariance function
• Title not available (Why is that?)
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• Robust Estimation of a Location Parameter
• Robust Statistics
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Robust m-estimators of multivariate location and scatter
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Robust signal extraction for on-line monitoring data.
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• High breakdown estimation for multiple populations with applications to discriminant analysis
• Least Median of Squares Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Title not available (Why is that?)
• A General Qualitative Definition of Robustness
• Robust Estimates of Location: Survey and Advances
• Convergence of stochastic processes
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Projection-based depth functions and associated medians
• Breakdown and groups. (With discussions and rejoinder)
• Breakdown Robustness of Tests
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
• Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
• Descriptive statistics for nonparametric models. II: Location
• In search of the ultimate building blocks
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• The Identification of Multiple Outliers
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.
• Edge-Preserving Smoothers for Image Processing
• On the ratio of two correlated normal random variables
• Leverage and Breakdown in L 1 Regression
• On the finite sample breakdown points of redescending \(M\)-estimates of location
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Is statistics too difficult?
• Breakdown in Nonlinear Regression
• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• Highly efficient estimators of multivariate location with high breakdown point
• Robust direction estimation
• Robust estimation: A condensed partial survey
• Aspects of robust linear regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Finite sample breakdown of M- and P-estimators
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• On the breakdown point of multivariate location estimators based on trimming procedures
• Title not available (Why is that?)
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Robust fitting of the binomial model.
• Descriptive statistics for nonparametric models. I: Introduction
• The breakdown value of the \(L_1\) estimator in contingency tables
• Interactions and outliers in the two-way analysis of variance
• Title not available (Why is that?)
• Assessing the bias of maximum likelihood estimates of contaminated garch models
• Die Geschwindigkeit der Glivenko-Cantelli Konvergenz, gemessen in der Prohorov-Metrik
• Title not available (Why is that?)
• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• Theory and applications of recent robust methods. Selected papers of the international conference on robust statistics 2003, ICORS 2003, Antwerp, Belgium, July 13--18, 2003.
• Estimation of variance components with high breakdown point and high efficiency
• Title not available (Why is that?)
• Breakdown-point for spatially and temporally correlated observations
• Title not available (Why is that?)

Cited In (45)

• Robust estimation of location and scatter by pruning the minimum spanning tree
• Breakdown points for maximum likelihood estimators of location-scale mixtures
• Robust and sparse estimators for linear regression models
• Reweighted least trimmed squares: an alternative to one-step estimators
• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• Weighted \(M\)-estimators for multivariate clustered data
• Finite sample breakdown point of Tukey's halfspace median
• Semiparametrically weighted robust estimation of regression models
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
• Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median
• Robust nonnegative garrote variable selection in linear regression
• Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
• Robust online scale estimation in time series: a model-free approach
• Robust online signal extraction from multivariate time series
• The breakdown point -- examples and counterexamples
• Issues of robustness and high dimensionality in cluster analysis
• Interactions in the Analysis of Variance
• Quantitative robustness of instance ranking problems
• Data driven robust estimation methods for fixed effects panel data models
• Stahel-Donoho kernel estimation for fixed design nonparametric regression models
• Depth functions and mutidimensional medians on minimal spanning trees
• Breakdown and groups. (With discussions and rejoinder)
• Nonsingular subsampling for regression S estimators with categorical predictors
• Implicitly weighted methods in robust image analysis
• Addendum to the discussion of ``Breakdown and groups
• RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
• The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator
• Robust regression techniques for multiple method comparison and transformation
• Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models
• Testing noisy numerical data for monotonic association
• Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix
• One-step robust estimation of fixed-effects panel data models
• Algorithmic aspects of determining depth functions in a procedure for optimal hypothesis selection in data classification problems
• Boosting in the Presence of Outliers: Adaptive Classification With Nonconvex Loss Functions
• A weighted spatial median for clustered data
• Robustness of supervised learning based on combined centroids
• Outlier detection by means of robust regression estimators for use in engineering science
• Influence functions of the Spearman and Kendall correlation measures
• The Gaussian rank correlation estimator: robustness properties
• High-breakdown robust multivariate methods
• Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation
• Groups acting on Gaussian graphical models
• Robustness of the deepest projection regression functional
• Principal component analysis for data containing outliers and missing elements
• On the use of robust estimators of multivariate location for heterogeneous data

Uses Software

• ftnonpar

This page was built for publication: Breakdown and groups. (With discussions and rejoinder)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2569232)