scientific article; zbMATH DE number 3954047

zbMATH Open0593.62027MaRDI QIDQ3723487FDOQ3723487

Authors: Frank Hampel, Elvezio Ronchetti, Peter Rousseeuw, Werner A. Stahel

Publication date: 1986

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Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Robust parameter estimation for the Ornstein-Uhlenbeck process
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SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
Snipping for robust \(k\)-means clustering under component-wise contamination
Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
On the Schoenberg transformations in data analysis: theory and illustrations
Residual empirical processes and qualitatively robust GM-tests in autoregression
Robust efficient method of moments
Robust GMM tests for structural breaks
From Student'st₂Distribution to Student'st₃Distribution Through Characterizations
Model selection tests for nonlinear dynamic models
Consistency and robustness of tests and estimators based on depth
Robustness of GM-tests in autoregression against outliers
Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
The tapered block bootstrap for general statistics from stationary sequences
\(\tau\)-estimators of regression models with structural change of unknown location
Influence analysis of robust Wald-type tests
Weighted \(M\)-estimators for multivariate clustered data
Robust inference with GMM estimators
Efficient and Robust Fitting of Lognormal Distributions
On linear models with long memory and heavy-tailed errors
A consistent simulation-based estimator in generalized linear mixed models
Asymptotic properties of weighted M-estimators for clustered data
Robust double clustering: a method based on alternating concentration steps
Redescending \(M\)-estimators
Proper local scoring rules
Semiparametrically weighted robust estimation of regression models
Inferences based on multiple skipped correlations
Robust measures of tail weight
On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
Semi-parametric modelling in finance: theoretical foundations
Testing composite null hypotheses based on \(S\)-divergences
Minimum distance Lasso for robust high-dimensional regression
Dual divergence estimators and tests: robustness results
Robust explicit estimators of Weibull parameters
An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering
Resampling methods for variable selection in robust regression
Robust parameter estimation with a small bias against heavy contamination
Robust centroid based classification with minimum error rates for high dimension, low sample size data
Accounting for contamination and outliers in covariates for open population capture-recapture models
A von Mises approximation to the small sample distribution of the trimmed mean
Asymptotic and bootstrap inference for inequality and poverty measures
Income distribution and inequality measurement: the problem of extreme values
On model selection via stochastic complexity in robust linear regression
Modified quasi-profile likelihoods from estimating functions
Multivariate least-trimmed squares regression estimator
Partial identification of probability distributions with misclassified data
Regression-free and robust estimation of scale for bivariate data
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Minimum negative exponential disparity estimation in parametric models
Robust inversion, dimensionality reduction, and randomized sampling
Robust weighted orthogonal regression in the errors-in-variables model
Generalized maximum entropy analysis of the linear simultaneous equations model
Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
M-estimators for single-index model using B-spline
A journey in single steps: robust one-step \(M\)-estimation in linear regression
Robust efficient method of moments estimation
Limit behavior of the empirical influence function of the median
Robust variable selection through MAVE
Bootstrapping robust estimates of regression
Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
Robust inference for generalized linear models with application to logistic regression
Derivatives diagnostics and robustness for smoothing splines
Simulated minimum Hellinger distance estimation of stochastic volatility models
Robust tests for linear regression models based on \(\tau\)-estimates
The asymptotics of the least trimmed absolute deviations (LTAD) estimator
The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
Consistency of the least weighted squares under heteroscedasticity
Robust explicit estimation of the two-parameter Birnbaum-Saunders distribution
On the overall sensitivity of the posterior distribution to its inputs
GBSSS: The generalized big square small square method for planar single- facility location
Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
Robust inference by influence functions
Structural equation modeling with heavy tailed distributions
A Beran-inspired estimator for the Weibull-type tail coefficient
Breakdown properties of location \(M\)-estimators
The forward search: theory and data analysis
Models as approximations. II. A model-free theory of parametric regression
Robust estimation in the normal mixture model
Spatial sign correlation
High dimension low sample size asymptotics of robust PCA
A simple characterization of Student's \(t_3\) distribution
On the robustness of a divergence based test of simple statistical hypotheses
Von Mises approximation of the critical value of a test
\(M\)-estimators for regression with changing scale
Breakdown point theory for implied probability bootstrap
Credibility theory based on trimming
Robust estimation in generalized linear models: the density power divergence approach
Influence function analysis of the restricted minimum divergence estimators: a general form
Optimal risk transfer under quantile-based risk measurers
Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
Robust ordinal regression in preference learning and ranking
Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
STATIONARITY OF THE SOLUTION OF X_t= A_tX_t-1+ ε_tAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
A class of high-breakdown scale estimators based on subranges
Robustness of Bootstrap in Instrumental Variable Regression

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