scientific article; zbMATH DE number 3829050

zbMATH Open0523.62032MaRDI QIDQ3673862FDOQ3673862

Publication date: 1983

Title of this publication is not available (Why is that?)

covariance estimation projection pursuit robust estimation breakdown points fitting linear models location estimation finite-sample definition

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (only showing first 100 items - show all)

Weighted and robust archetypal analysis
Robust estimation of location and scatter by pruning the minimum spanning tree
Regression with outlier shrinkage
Asymptotics of reweighted estimators of multivariate location and scatter
A robust method for cluster analysis
Robust estimators of the mode and skewness of continuous data.
Breakdown points for maximum likelihood estimators of location-scale mixtures
Algorithms and complexity for least median of squares regression
Robust and sparse estimators for linear regression models
Exact fit points under simple regression with replication
On the optimality of S-estimators
Constrained \(M\)-estimation for multivariate location and scatter
Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
Projection-based depth functions and associated medians
Weighted \(M\)-estimators for multivariate clustered data
Robust estimating equation based on statistical depth
Robust estimators based on generalization of trimmed mean
The place of the \(L_ 1\)-norm in robust estimation
Tail behavior of the least-squares estimator
Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
The multivariate least-trimmed squares estimator
Least quantile regression via modern optimization
A fast algorithm for robust regression with penalised trimmed squares
Penalised robust estimators for sparse and high-dimensional linear models
Multivariate least-trimmed squares regression estimator
Cluster-wise assessment of cluster stability
Regression-free and robust estimation of scale for bivariate data
The deepest regression method
The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
Robust scale estimation based on the empirical characteristic function
Resistant estimates for high dimensional and functional data based on random projections
An Extended Projection Data Depth and Its Applications to Discrimination
Title not available (Why is that?)
A class of robust and fully efficient regression estimators
Weighted likelihood estimating equations: The discrete case with applications to logistic regression
Breakdown and groups. (With discussions and rejoinder)
A smoothing principle for the Huber and other location \(M\)-estimators
An alternative definition of the influence function.
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
Highly robust estimation of dispersion matrices
Depth weighted scatter estimators
On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
Robust regression with both continuous and binary regressors
Multidimensional trimming based on projection depth
Structural equation modeling with heavy tailed distributions
Robust regression quantiles.
The median of a random fuzzy number. The 1-norm distance approach
Trimmed and Winsorized means based on a scaled deviation
Breakdown properties of location \(M\)-estimators
Measuring firm performance using nonparametric quantile-type distances
Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem
Robust weighted LAD regression
An angle-based multivariate functional pseudo-depth for shape outlier detection
Breakdown points for designed experiments
About the applicability of MCDA to some robustness problems
Robustness and inference in nonparametric partial frontier modeling
Robust estimation for the multivariate linear model based on a \(\tau\)-scale
Robust regression with both continuous and categorical predictors
Multivariate generalized S-estimators
On the finite sample breakdown points of redescending \(M\)-estimates of location
An evolutionary algorithm for robust regression
The sample breakdown points of tests
Partial breakdown in two-factor models
On the breakdown behavior of the TCLUST clustering procedure
\(\sqrt n\)-consistent robust integration-based estimation
Least trimmed squares regression, least median squares regression, and mathematical program\-ming
Convergence rates in multivariate robust outlier identification
Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
Title not available (Why is that?)
Robust estimation and regression with parametric quantile functions
A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints
On weighted randomly trimmed means
High-breakdown robust multivariate methods
High breakdown point robust regression with censored data
Efficiency of the pMST and RDELA location and scatter estimators
Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
BACON: blocked adaptive computationally efficient outlier nominators.
Applying robust regression to insurance
Groups acting on Gaussian graphical models
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Robustness of Bootstrap in Instrumental Variable Regression
Robust elastic net estimators for variable selection and identification of proteomic biomarkers
An impartial trimming algorithm for robust circle fitting
On the breakdown point of multivariate location estimators based on trimming procedures
Robust covariance and scatter matrix estimation under Huber's contamination model
Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
On M and P estimators that have breakdown point equal to 1/2
Robustness of the deepest projection regression functional
Comparative analysis for robust penalized spline smoothing methods
On the use of robust estimators of multivariate location for heterogeneous data
Statistical properties of the Hough transform estimator in the presence of measurement errors
Robust Bregman clustering
A note on breakdown theory for bootstrap methods
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
Adaptive subsample estimation for multivariate normal distributions
Outliers in official statistics

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3673862)