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?)

Recommendations

• High breakdown-point and high efficiency robust estimates for regression
• scientific article; zbMATH DE number 194744
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Asymptotics of generalized \(S\)-estimators
• Generalized S-Estimators

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)

• 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
• A journey in single steps: robust one-step \(M\)-estimation in linear regression
• A class of robust and fully efficient regression estimators
• Maximum bias curves for robust regression with non-elliptical regressors
• Optimal robust \(M\)-estimates of location
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Bootstrapping robust estimates of regression
• Uniform asymptotics for robust location estimates when the scale is unknown
• Robust tests for linear regression models based on \(\tau\)-estimates
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
• Robust spectral regression
• Robust penalized estimators for functional linear regression
• Robust regression with both continuous and binary regressors
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
• Robust regression quantiles.
• Testing for normality in linear regression models using regression and scale equivariant estimators
• Robust fitting of mixture regression models
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
• Multivariate generalized S-estimators
• On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
• Robust nonlinear principal components
• Efficient and robust estimation of regression and scale parameters, with outlier detection
• Deleting outliers in robust regression with mixed integer programming
• Title not available (Why is that?)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Outlier detection and robust mixture modeling using nonconvex penalized likelihood
• Robust loss reserving in a log-linear model
• Robust regression using data partitioning and M-estimation
• \(\sqrt n\)-consistent robust integration-based estimation
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• A central limit theorem applicable to robust regression estimators
• High breakdown-point and high efficiency robust estimates for regression
• On robust testing for conditional heteroscedasticity in time series models
• Cellwise robust M regression
• Robust boosting for regression problems
• A model selection method for S‐estimation
• Econometric applications of high-breakdown robust regression techniques
• The shooting S-estimator for robust regression
• Correcting MM estimates for ``fat data sets
• High-breakdown robust multivariate methods
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• High breakdown point robust regression with censored data
• Fast and robust discriminant analysis
• Robust linear least squares regression
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Principal component analysis for data containing outliers and missing elements
• Robust estimation of the SUR model
• 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

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 Q3683344)