scientific article; zbMATH DE number 3954047

MaRDI QIDQ3723487zbMATH OpenFDO

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

Publication date 1986

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Robust Statistics
Robust Statistics

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A robust analysis for unreplicated factorial experiments.
Robust and efficient estimation in the parametric proportional hazards model under random censoring
Interfacing biology, category theory and mathematical statistics
Robust and efficient estimation of the residual scale in linear regression
Minimax covariance estimation using commutator subgroup of lower triangular matrices
Regression with outlier shrinkage
Robust estimation for ordinal regression
Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
The harmonic moment tail index estimator: asymptotic distribution and robustness
Some variants of minimum disparity estimation
Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
An information-theoretic framework for robustness
Data graduation based on statistical time series methods
Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
Indices of empirical robustness
The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
Linear inverse problems in viscoelastic continua and a minimax method for Fredholm equations of the first kind
On the consistency and the robustness in model selection criteria
Editorial, special issue on ``Advances in robust statistics
Robust estimation with variational Bayes in presence of competing risks
The main contributions of robust statistics to statistical science and a new challenge
Robust estimation for spatial semiparametric varying coefficient partially linear regression
Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
Robust estimation of the SUR model
A parametric framework for the comparison of methods of very robust regression
Robust parameter estimation for the Ornstein-Uhlenbeck process
A tail area influence function and its application to testing
A generalization of Tyler's M-estimators to the case of incomplete data
Robustifying multiple-set linear canonical analysis with S-estimator
Robustness of Bootstrap in Instrumental Variable Regression
Robust estimators of the mode and skewness of continuous data.
Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
Robust algorithms for multiphase regression models
Simulation-based bias correction methods for complex models
On the robustness of an epsilon skew extension for Burr III distribution on the real line
Robust regression using biased objectives
Resistant outlier rules and the non-Gaussian case.
Robust sure independence screening for nonpolynomial dimensional generalized linear models
A robust estimator for the tail index of Pareto-type distributions
Asymptotic distributions of robust shape matrices and scales
\(M\)-estimation of linear models with dependent errors
A robustification of the chain-ladder method
Robustified \(L_2\) boosting
Surface denoising based on normal filtering in a robust statistics framework
Automatic bandwidth selection for modified m-smoother^∗
On robust tail index estimation for linear long-memory processes
On the robustness of empirical likelihood ratio confidence intervals for location
Estimation of value at risk: extreme value and robust approaches
Testing the random walk hypothesis through robust estimation of correlation
Regression residuals and test statistics: Assessing naive outlier deletion
On the implementation of LIR: the case of simple linear regression with interval data
Model averaging for M-estimation
Convergence rate of SVM for kernel-based robust regression
A Simple and Effective Inequality Measure
On efficiency and robustness of estimators for a spherical location
Robust Bayesian inference via γ-divergence
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
Strong convergence rate of the least median absolute estimator in linear regression models
A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
Discussion: ``Sur une limitation très générale de la dispersion médiane by M. Fréchet
Fréchet and robust statistics
Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
Robust and efficient estimation of multivariate scatter and location
Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
The effect of nonnormality on near‐replicate lack‐of‐fit tests
Robust extraction of local structures by the minimum \(\beta\)-divergence method
A local breakdown property of robust tests in linear regression
Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
A resampling design for computing high-breakdown regression
Exact fit points under simple regression with replication
The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting
Robust estimation of the conditional median function at elliptical models
A robust scale estimator based on the shortest half
A hybrid method based on \(F\)-transform for robust estimators
Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
Imputation based mean estimators in case of missing data utilizing robust regression and variance–covariance matrices
Robust M-estimators in diffusion processes
Robust binary regression
Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models
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
On the weighted multivariate Wilcoxon rank regression estimate
Trimmed estimators in regression framework
Robust small sample accurate inference in moment condition models
Robust Inference in Conditionally Linear Nonlinear Regression Models
Consistency and robustness of tests and estimators based on depth
Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks
Pareto tail index estimation revisited
On the computation and efficiency of a HBP-GM estimator some simulation results
General M-estimation
A Jensen-Gini measure of divergence with application in parameter estimation
Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
Exponential regression for censored data with outliers

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