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