Breakdown and groups. (With discussions and rejoinder)

DOI10.1214/009053604000001138zbMath1077.62041arXivmath/0508505OpenAlexW2143791421MaRDI QIDQ2569232

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

zbMATH Keywords

time series linear filters group of measurable transformations

Mathematics Subject Classification ID

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

Related Items

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

Uses Software

ftnonpar

Cites Work