Breakdown and groups. (With discussions and rejoinder)

DOI10.1214/009053604000001138MaRDI QIDQ2569232zbMATH OpenOpenAlexFDO

Authors Ursula Gather, Laurie Davies

Publication date 18 October 2005

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

Full work available at URL https://arxiv.org/abs/math/0508497, https://arxiv.org/abs/math/0508499, https://arxiv.org/abs/math/0508500, https://arxiv.org/abs/math/0508501, https://arxiv.org/abs/math/0508502, https://arxiv.org/abs/math/0508503, https://arxiv.org/abs/math/0508504, https://arxiv.org/abs/math/0508505

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)

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

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• A General Qualitative Definition of Robustness
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
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• Aspects of robust linear regression
• Assessing the bias of maximum likelihood estimates of contaminated garch models
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• Breakdown Robustness of Tests
• Breakdown and groups. (With discussions and rejoinder)
• Breakdown in Nonlinear Regression
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Breakdown-point for spatially and temporally correlated observations
• Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
• Convergence of stochastic processes
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• Estimation of variance components with high breakdown point and high efficiency
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• High breakdown estimation for multiple populations with applications to discriminant analysis
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• Highly robust estimation of the autocovariance function
• In search of the ultimate building blocks
• Interactions and outliers in the two-way analysis of variance
• Is statistics too difficult?
• Least Median of Squares Regression
• Leverage and Breakdown in L 1 Regression
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
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Cited in

(49)

• Robust estimation of location and scatter by pruning the minimum spanning tree
• On the use of robust estimators of multivariate location for heterogeneous data
• Breakdown points for maximum likelihood estimators of location-scale mixtures
• Reweighted least trimmed squares: an alternative to one-step estimators
• Robust and sparse estimators for linear regression models
• Efficient computation of sparse and robust maximum association estimators
• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
• Weighted M-estimators for multivariate clustered data
• Finite sample breakdown point of Tukey's halfspace median
• Semiparametrically weighted robust estimation of regression models
• Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
• 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
• Issues of robustness and high dimensionality in cluster analysis
• The breakdown point -- examples and counterexamples
• Trimmed estimator for circular-circular regression: breakdown properties and an exact algorithm for computation
• Quantitative robustness of instance ranking problems
• Stahel-Donoho kernel estimation for fixed design nonparametric regression models
• Data driven robust estimation methods for fixed effects panel data models
• Breakdown and groups. (With discussions and rejoinder)
• Depth functions and mutidimensional medians on minimal spanning trees
• Nonsingular subsampling for regression S estimators with categorical predictors
• Weighted likelihood methods for robust fitting of wrapped models for p-torus data
• Implicitly weighted methods in robust image analysis
• 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
• Addendum to the discussion of ``Breakdown and groups
• 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
• 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
• A weighted spatial median for clustered data
• Interactions in the analysis of variance
• 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
• Regularized halfspace depth for functional data
• The Gaussian rank correlation estimator: robustness properties
• High-breakdown robust multivariate methods
• Robust penalized estimators for high-dimensional generalized linear models
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Groups acting on Gaussian graphical models
• Principal component analysis for data containing outliers and missing elements
• Robustness of the deepest projection regression functional

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