scientific article; zbMATH DE number 3829050

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On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
Penalised robust estimators for sparse and high-dimensional linear models
Robustness and inference in nonparametric partial frontier modeling
An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints
Least trimmed squares regression, least median squares regression, and mathematical program\-ming
Breakdown and groups. (With discussions and rejoinder)
Partial breakdown in two-factor models
Weighted and robust archetypal analysis
Breakdown points for maximum likelihood estimators of location-scale mixtures
Multivariate least-trimmed squares regression estimator
Trimmed and Winsorized means based on a scaled deviation
Robust estimation for the multivariate linear model based on a \(\tau\)-scale
Robust regression with both continuous and categorical predictors
Weighted \(M\)-estimators for multivariate clustered data
Algorithms and complexity for least median of squares regression
Robust and sparse estimators for linear regression models
Robust estimation of location and scatter by pruning the minimum spanning tree
Constrained \(M\)-estimation for multivariate location and scatter
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
Cluster-wise assessment of cluster stability
Regression with outlier shrinkage
A class of robust and fully efficient regression estimators
Robust estimators based on generalization of trimmed mean
Robust scale estimation based on the empirical characteristic function
On weighted randomly trimmed means
Regression-free and robust estimation of scale for bivariate data
High-breakdown robust multivariate methods
Convergence rates in multivariate robust outlier identification
Depth weighted scatter estimators
High breakdown point robust regression with censored data
Asymptotics of reweighted estimators of multivariate location and scatter
Breakdown properties of location \(M\)-estimators
Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
The deepest regression method
Robust weighted LAD regression
The place of the \(L_ 1\)-norm in robust estimation
Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
A robust method for cluster analysis
Robust regression with both continuous and binary regressors
Applying robust regression to insurance
Weighted likelihood estimating equations: The discrete case with applications to logistic regression
A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
Resistant estimates for high dimensional and functional data based on random projections
An alternative definition of the influence function.
Multidimensional trimming based on projection depth
Robust estimators of the mode and skewness of continuous data.
On the breakdown behavior of the TCLUST clustering procedure
Exact fit points under simple regression with replication
On the finite sample breakdown points of redescending \(M\)-estimates of location
The sample breakdown points of tests
An angle-based multivariate functional pseudo-depth for shape outlier detection
About the applicability of MCDA to some robustness problems
The multivariate least-trimmed squares estimator
Projection-based depth functions and associated medians
Groups acting on Gaussian graphical models
Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem
Measuring firm performance using nonparametric quantile-type distances
Efficiency of the pMST and RDELA location and scatter estimators
Tail behavior of the least-squares estimator
An evolutionary algorithm for robust regression
Multivariate generalized S-estimators
Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
Robustness of Bootstrap in Instrumental Variable Regression
scientific article; zbMATH DE number 4064318 (Why is no real title available?)
Structural equation modeling with heavy tailed distributions
Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
Breakdown points for designed experiments
Least quantile regression via modern optimization
BACON: blocked adaptive computationally efficient outlier nominators.
A smoothing principle for the Huber and other location \(M\)-estimators
Highly robust estimation of dispersion matrices
Robust regression quantiles.
An Extended Projection Data Depth and Its Applications to Discrimination
Robust estimating equation based on statistical depth
The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
Robust estimation and regression with parametric quantile functions
scientific article; zbMATH DE number 718743 (Why is no real title available?)
On the optimality of S-estimators
A fast algorithm for robust regression with penalised trimmed squares
\(\sqrt n\)-consistent robust integration-based estimation
The median of a random fuzzy number. The 1-norm distance approach
Some quantitative relationships between two types of finite sample breakdown point
Robust variable selection for finite mixture regression models
Adaptive subsample estimation for multivariate normal distributions
Bounded influence estimators for multivariate lognormal distributions
On an order-based multivariate median
Robust estimation in partially linear regression models
Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
The Hough transform estimator
Adaptive efficient and double-robust regression based on generalized empirical likelihood
Projection based scatter depth functions and associated scatter estimators
The Cellwise Minimum Covariance Determinant Estimator
Elegant robustification of sparse partial least squares by robustness-inducing transformations
Data mining in electronic commerce
On robust cross-validation for nonparametric smoothing
General foundations for studying masking and swamping robustness of outlier identifiers

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