scientific article; zbMATH DE number 3905646

zbMATH Open0567.62027MaRDI QIDQ3683344FDOQ3683344

Authors: Peter Rousseeuw, Victor J. Yohai 

Publication date: 1984

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

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zbMATH Keywords

outliersasymptotic normalityconsistencytime seriesefficiencynumerical examplesrobust regressionaffine equivarianceS-estimatorsmeasure of robustnessfinite- sample version of the breakdown pointscale-estimatevelocity of convergence

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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

• Computing the constrained M-estimates for regression
• Robust regression using biased objectives
• Strong convergence rate of the least median absolute estimator in linear regression models
• Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
• Robust estimation and testing for general nonlinear regression models
• A resampling design for computing high-breakdown regression
• Exact fit points under simple regression with replication
• A local breakdown property of robust tests in linear regression
• Robust Box-Cox transformations based on minimum residual autocorrelation
• A robust coefficient of determination for regression
• Outliers in official statistics
• Huber-type principal expectile component analysis
• Fast cross-validation of high-breakdown resampling methods for PCA
• Robust regression through robust covariances
• Robust regression and small sample confidence intervals
• Robust covariance estimates based on resampling
• Robust estimation in canonical correlation analysis for multivariate functional data
• Title not available (Why is that?)
• Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
• Robust estimation and confidence interval in meta-regression models
• Robust artificial neural networks for pricing of European options
• Data quality: a statistical perspective
• Asymptotics for trimmed \(k\)-means and associated tolerance zones.
• Comparison of the robust methods in the general linear regression model
• Some results for robust GM-based estimators in heteroscedastic regression models
• S-estimator in partially linear regression models
• The Hough transform estimator
• A comparison between two robust regression estimators by means of robust covariances
• S-estimation of hidden Markov models
• Projection-pursuit approach to robust linear discriminant analysis
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
• Stability under contamination of robust regression estimators based on differences of residuals.
• Robustness of deepest regression
• On the global robustness of generalized S-estimators
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• Globally robust inference for the location and simple linear regression models
• Testing the information matrix equality with robust estimators
• Least sum of squares of trimmed residuals regression
• Graphical evaluation of the ridge-type robust regression estimators in mixture experiments
• Uniform asymptotics for S- and MM-regression estimators
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• A note on high-breakdown estimators
• Robust regression via error tolerance
• A novel robust approach for analysis of longitudinal data
• Estimating the \(p\)-values of robust tests for the linear model
• Bounded influence regression using high breakdown scatter matrices
• Partial influence functions
• A Hausman-type test to detect the presence of influential outliers in regression analysis
• Functional stability of one-step GM-estimators in approximately linear regression
• Sparse regression for extreme values
• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
• Robust model selection in linear regression models using information complexity
• Aspects of robust linear regression
• Some quantitative relationships between two types of finite sample breakdown point
• Numerical Methods for Robust Regression: Linear Models
• Robust regression credibility: The influence function approach
• Robust linear regression: A review and comparison
• A comparison of robust estimators in simple linear regression
• Bootstrapping MM-estimators for linear regression with fixed designs
• On consistency factors and efficiency of robust \(S\)-estimators
• On the breakdown point of multivariate location estimators based on trimming procedures
• Robust estimation of constrained covariance matrices for confirmatory factor analysis
• Algorithms to compute \(CM\)- and \(S\)-estimates for regression
• Robust and efficient estimation of the residual scale in linear regression
• Regression with outlier shrinkage
• A parametric framework for the comparison of methods of very robust regression
• Robust and sparse estimators for linear regression models
• Robust estimation of the mean vector for high-dimensional data set using robust clustering
• On the optimality of S-estimators
• Detecting influential observations in principal components and common principal components
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• New models for locating a moving service facility
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• High breakdown estimation for multiple populations with applications to discriminant analysis
• Change point detection with robust control chart
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• \(\tau\)-estimators of regression models with structural change of unknown location
• Unconventional features of positive-breakdown estimators
• Sharpening Wald-type inference in robust regression for small samples
• The finite-sample performance of robust unit root tests
• An exponential-type kernel robust regression model for interval-valued variables
• A new Bayesian approach to robustness against outliers in linear regression
• Semiparametrically weighted robust estimation of regression models
• Robust functional regression based on principal components
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
• Robust regression based on infinitesimal neighbourhoods
• Efficient high-breakdown \(M\)-estimators of scale
• A robust inverse regression estimator
• Optimal locally robust M-estimates of regression
• A robust testing procedure for the equality of covariance matrices
• Robust model selection using fast and robust bootstrap
• Robust multivariate mixture regression models with incomplete data
• Best approximations to random variables based on trimming procedures
• Instrumental variable estimation based on conditional median restriction
• Longitudinal data analysis using \(t\)-type regression.
• Multivariate regression \(S\)-estimators for robust estimation and inference
• Penalised robust estimators for sparse and high-dimensional linear models
• Robust fuzzy regression analysis
• Regression-free and robust estimation of scale for bivariate data
• The deepest regression method

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