scientific article; zbMATH DE number 3905646

MaRDI QIDQ3683344zbMATH OpenFDO

Authors Peter Rousseeuw, Victor J. Yohai

Publication date 1984

zbMATH Keywords

affine equivarianceasymptotic normalityconsistencyefficiencyfinite- sample version of the breakdown pointmeasure of robustnessnumerical examplesoutliersrobust regressionS-estimatorsscale-estimatetime seriesvelocity of convergence

Mathematics Subject Classification ID

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

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Cited in

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• Multivariate generalized S-estimators
• Fast cross-validation of high-breakdown resampling methods for PCA
• Principal component analysis for data containing outliers and missing elements
• Robust model selection using fast and robust bootstrap
• A Hausman-type test to detect the presence of influential outliers in regression analysis
• Robust regression based on infinitesimal neighbourhoods
• Robust spectral regression
• A comparison between two robust regression estimators by means of robust covariances
• Best approximations to random variables based on trimming procedures
• A note on high-breakdown estimators
• A local breakdown property of robust tests in linear regression
• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
• On the optimality of S-estimators
• Asymptotics for trimmed \(k\)-means and associated tolerance zones.
• Stability under contamination of robust regression estimators based on differences of residuals.
• Aspects of robust linear regression
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
• Efficient high-breakdown M-estimators of scale
• Effect of leverage on the finite sample efficiencies of high breakdown estimators
• Unconventional features of positive-breakdown estimators
• Robust boosting for regression problems
• Cellwise robust M regression
• Regression-free and robust estimation of scale for bivariate data
• Robust estimation in structured linear regression
• Robust fitting of mixture regression models
• Robust regression with a distributed intercept using least median of squares
• Robust regression and small sample confidence intervals
• Local and global robustness of regression estimators
• Robust regression with both continuous and binary regressors
• Robust covariance estimates based on resampling
• Optimal locally robust M-estimates of regression
• On the computation and efficiency of a HBP-GM estimator some simulation results
• Strong convergence rate of the least median absolute estimator in linear regression models
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Globally robust inference for the location and simple linear regression models
• Estimating the inverse autocorrelation function from outlier contaminated data
• Robust regression quantiles.
• Longitudinal data analysis using \(t\)-type regression.
• Robustness of deepest regression
• Some results for robust GM-based estimators in heteroscedastic regression models
• On the global robustness of generalized S-estimators
• A journey in single steps: robust one-step M-estimation in linear regression
• The deepest regression method
• A Monte Carlo comparison of several high breakdown and efficient estimators
• The DetS and DetMM estimators for multivariate location and scatter
• High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
• Robust nonnegative garrote variable selection in linear regression
• Robust dependence modeling for high-dimensional covariance matrices with financial applications
• Robust and sparse estimators for linear regression models
• Sharpening Wald-type inference in robust regression for small samples
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• Robust tests for linear regression models based on \(\tau\)-estimates
• Robust regression using biased objectives
• Comparative analysis for robust penalized spline smoothing methods
• A hybrid method based on \(F\)-transform for robust estimators
• Estimating the \(p\)-values of robust tests for the linear model
• The Hough transform estimator
• Robust estimation and confidence interval in meta-regression models
• Robust estimation for vector autoregressive models
• Functional stability of one-step GM-estimators in approximately linear regression
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Optimal robust \(M\)-estimates of location
• Maximum bias curves for robust regression with non-elliptical regressors
• Bootstrapping robust estimates of regression
• A class of robust and fully efficient regression estimators
• Partial influence functions
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
• Combining locally and globally robust estimates for regression
• Uniform asymptotics for robust location estimates when the scale is unknown
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• The finite-sample performance of robust unit root tests
• Bounded influence regression using high breakdown scatter matrices
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Positive-breakdown regression by minimizing nested scale estimators
• Continuity and differentiability of regression M functionals
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Improving bias-robustness of regression estimates through projections
• High breakdown estimation for multiple populations with applications to discriminant analysis
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
• Robust model selection in linear regression models using information complexity
• Sparse regression for extreme values
• Robust penalized estimators for functional linear regression
• Robust regression via error tolerance
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Tukey's biweight estimation for uncertain regression model with imprecise observations
• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew t normal distribution
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• An exponential-type kernel robust regression model for interval-valued variables
• A new Bayesian approach to robustness against outliers in linear regression
• AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions
• Robust regression with compositional covariates
• Sparse regression for large data sets with outliers
• Robust functional regression based on principal components
• Robust elastic net estimators for variable selection and identification of proteomic biomarkers
• User-friendly covariance estimation for heavy-tailed distributions
• Robust regression via mutivariate regression depth
• Nonsingular subsampling for regression S estimators with categorical predictors
• A novel robust approach for analysis of longitudinal data
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form

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