scientific article; zbMATH DE number 3829050

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Robust estimation of location and scatter by pruning the minimum spanning tree
Regression with outlier shrinkage
Weighted and robust archetypal analysis
Statistical properties of the Hough transform estimator in the presence of measurement errors
Robust Bregman clustering
Asymptotics of reweighted estimators of multivariate location and scatter
Robustness of Bootstrap in Instrumental Variable Regression
A robust method for cluster analysis
Robust estimators of the mode and skewness of continuous data.
On the use of robust estimators of multivariate location for heterogeneous data
A note on breakdown theory for bootstrap methods
Algorithms and complexity for least median of squares regression
Breakdown points for maximum likelihood estimators of location-scale mixtures
Robust and sparse estimators for linear regression models
Exact fit points under simple regression with replication
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
On the optimality of S-estimators
Outliers in official statistics
Robust learning from bites for data mining
Constrained \(M\)-estimation for multivariate location and scatter
Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
Assessing robustness of classification using an angular breakdown point
A Monte Carlo comparison of several high breakdown and efficient estimators
Robust covariance estimates based on resampling
Adaptive subsample estimation for multivariate normal distributions
Robust regression through robust covariances
General foundations for studying masking and swamping robustness of outlier identifiers
Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
A New Principle for Tuning-Free Huber Regression
Projection-based depth functions and associated medians
Simultaneous feature selection and outlier detection with optimality guarantees
Weighted M-estimators for multivariate clustered data
Robustification of Gaussian Bayes classifier by the minimum \(\beta \)-divergence method
A generalized spatial sign covariance matrix
Robust estimating equation based on statistical depth
Finite sample breakdown point of Tukey's halfspace median
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
Robust estimators based on generalization of trimmed mean
Elegant robustification of sparse partial least squares by robustness-inducing transformations
Bounded influence estimators for multivariate lognormal distributions
The place of the \(L_ 1\)-norm in robust estimation
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
Robust dependence modeling for high-dimensional covariance matrices with financial applications
Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
Tail behavior of the least-squares estimator
Modification of the robust chirp-rate estimator for impulse noise environments
Robust explicit estimators using the power-weighted repeated medians
Self-supervised cross validation using data generation structure
Overview of robust variable selection methods for high-dimensional linear regression model
Least quantile regression via modern optimization
Robust Estimation Using Modified Huber’s Functions With New Tails
Robust estimation in partially linear regression models
The multivariate least-trimmed squares estimator
A robust estimator of multivariate location based on projection
Robustness and Tractability for Non-convex M-estimators
Issues of robustness and high dimensionality in cluster analysis
The size of the largest nonidentifiable outlier as a performance criterion for multivariate outlier identification: the case of high-dimensional data
A fast algorithm for robust regression with penalised trimmed squares
All-in-one robust estimator of the Gaussian mean
Multivariate least-trimmed squares regression estimator
Robust variable selection for finite mixture regression models
Cluster-wise assessment of cluster stability
Regression-free and robust estimation of scale for bivariate data
On robust cross-validation for nonparametric smoothing
Penalised robust estimators for sparse and high-dimensional linear models
On the consistency of a spatial-type interval-valued median for random intervals
Some results for robust GM-based estimators in heteroscedastic regression models
The deepest regression method
Confidence regions and minimax rates in outlier-robust estimation on the probability simplex
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
Trimmed estimator for circular-circular regression: breakdown properties and an exact algorithm for computation
The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
The Hough transform estimator
Robust scale estimation based on the empirical characteristic function
Quantitative robustness of instance ranking problems
Trimmed \(\tilde T^2\): A robust analog of Hotelling's \(T^2\)
Smoothed analysis for tensor methods in unsupervised learning
Resistant estimates for high dimensional and functional data based on random projections
Geometric median and its application in the identification of multiple outliers
A class of robust and fully efficient regression estimators
An Extended Projection Data Depth and Its Applications to Discrimination
Weighted likelihood estimating equations: The discrete case with applications to logistic regression
Stahel-Donoho kernel estimation for fixed design nonparametric regression models
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
Robust verification analysis
scientific article; zbMATH DE number 718743 (Why is no real title available?)
scientific article; zbMATH DE number 846079 (Why is no real title available?)
Robust statistics: a selective overview and new directions
Breakdown and groups. (With discussions and rejoinder)
Robust fitting of the binomial model.
A smoothing principle for the Huber and other location M-estimators
The Cellwise Minimum Covariance Determinant Estimator
SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
Change-of-variance sensitivities in regression analysis
Robustness in stochastic frontier analysis
An alternative definition of the influence function.
Depth weighted scatter estimators
M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data

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