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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outlierscovarianceinvariancelinear modelsbreakdown pointinfluence functionsM-estimatorqualitative robustnessproblemsequivariancelocal robustnesschange-of-variance functionexamplesR-estimatorstwo-sample casemultivariate locationL-estimatorrobustness measuresgross-error-sensitivityinfinitesimal approachFisher-consistent functionalsmulti- dimensional estimatorsone-dimensional estimatorsglobal reliability of an estimator
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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- 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
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- From Student'st2Distribution to Student'st3Distribution Through Characterizations
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- 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
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- Asymptotic properties of weighted M-estimators for clustered data
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- Dual divergence estimators and tests: robustness results
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- Limit behavior of the empirical influence function of the median
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- Bootstrapping robust estimates of regression
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- 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
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- Structural equation modeling with heavy tailed distributions
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- Breakdown properties of location \(M\)-estimators
- The forward search: theory and data analysis
- Models as approximations. II. A model-free theory of parametric regression
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- 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 Xt= AtXt-1+ εtAND 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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