scientific article; zbMATH DE number 3829050

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Multivariate generalized S-estimators
Cluster-wise assessment of cluster stability
Robust learning from bites for data mining
Computing the least quartile difference estimator in the plane
Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
Projection based scatter depth functions and associated scatter estimators
Outlier detection by means of robust regression estimators for use in engineering science
Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
Applying robust regression to insurance
Algorithms and complexity for least median of squares regression
On M and P estimators that have breakdown point equal to 1/2
The place of the \(L_ 1\)-norm in robust estimation
Robust estimation and regression with parametric quantile functions
A note on high-breakdown estimators
On the optimality of S-estimators
Convergence rates in multivariate robust outlier identification
A simple and competitive estimator of location
Desirable properties, breakdown and efficiency in the linear regression model
Effect of leverage on the finite sample efficiencies of high breakdown estimators
Efficiency of MM- and -estimates for finite sample size
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Regression-free and robust estimation of scale for bivariate data
An Anscombe type robust regression statistic
Robust estimation in structured linear regression
Robust regression with both continuous and binary regressors
Weighted likelihood estimating equations: The discrete case with applications to logistic regression
Partial breakdown in two-factor models
Robust covariance estimates based on resampling
The breakdown value of the L₁ estimator in contingency tables
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
Robust regression quantiles.
Projection-based depth functions and associated medians
An angle-based multivariate functional pseudo-depth for shape outlier detection
Asymptotics of reweighted estimators of multivariate location and scatter
Robust regression with both continuous and categorical predictors
Some results for robust GM-based estimators in heteroscedastic regression models
BACON: blocked adaptive computationally efficient outlier nominators.
A note on breakdown theory for bootstrap methods
Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem
The deepest regression method
Robust estimators of the mode and skewness of continuous data.
A Monte Carlo comparison of several high breakdown and efficient estimators
Tail behavior of the least-squares estimator
Efficiency of the pMST and RDELA location and scatter estimators
Robust dependence modeling for high-dimensional covariance matrices with financial applications
Robust and sparse estimators for linear regression models
Minimum volume peeling: a robust nonparametric estimator of the multivariate mode
Comparative analysis for robust penalized spline smoothing methods
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
General foundations for studying masking and swamping robustness of outlier identifiers
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
Robust variable selection for finite mixture regression models
The median of a random fuzzy number. The 1-norm distance approach
The Hough transform estimator
On the finite sample breakdown points of redescending M-estimates of location
A robust method for cluster analysis
Depth weighted scatter estimators
Robust covariance and scatter matrix estimation under Huber's contamination model
Breakdown properties of location \(M\)-estimators
Interactions and outliers in the two-way analysis of variance
A robust estimator of multivariate location based on projection
Finite sample tail behavior of multivariate location estimators
Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
Constrained \(M\)-estimation for multivariate location and scatter
Robust fitting of the binomial model.
A class of robust and fully efficient regression estimators
A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
Least trimmed squares regression, least median squares regression, and mathematical program\-ming
Bounded influence estimators for multivariate lognormal distributions
Breakdown points for maximum likelihood estimators of location-scale mixtures
On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
Breakdown points for designed experiments
Robust scale estimation based on the empirical characteristic function
The sample breakdown points of tests
Positive-breakdown regression by minimizing nested scale estimators
Assessing robustness of classification using an angular breakdown point
M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data
On an order-based multivariate median
Robustness of the deepest projection regression functional
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
Robust subset selection
All-in-one robust estimator of the Gaussian mean
Robust regression via error tolerance
Smoothed analysis for tensor methods in unsupervised learning
Confidence regions and minimax rates in outlier-robust estimation on the probability simplex
On robust cross-validation for nonparametric smoothing
Structural equation modeling with heavy tailed distributions
Robustification of Gaussian Bayes classifier by the minimum -divergence method
Robust elastic net estimators for variable selection and identification of proteomic biomarkers
Robustness of learning algorithms using hinge loss with outlier indicators
On masking and swamping robustness of leading nonparametric outlier identifiers for univariate data
On the consistency of a spatial-type interval-valued median for random intervals
The robustness of the hyperbolic efficiency estimator
Finite sample breakdown point of Tukey's halfspace median
Resistant estimates for high dimensional and functional data based on random projections
Data mining in electronic commerce
Robust scale estimators for fuzzy data
A generalized spatial sign covariance matrix
On the efficient computation of robust regression estimators

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