scientific article; zbMATH DE number 3829050
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Publication:3673862
zbMATH Open0523.62032MaRDI QIDQ3673862FDOQ3673862
Authors: David Donoho, Peter J. Huber
Publication date: 1983
Title of this publication is not available (Why is that?)
covariance estimationprojection pursuitrobust estimationbreakdown pointsfitting linear modelslocation estimationfinite-sample definition
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
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