Statistical Robustness: One View of Its Use in Applications Today

DOI10.2307/2683810MaRDI QIDQ3852974zbMATH OpenOpenAlexFDO

Authors Robert V. Hogg

Publication date 1979

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2683810

zbMATH Keywords

outliersapplicationsmaximum likelihood estimationdata analysisleast squaresreviewregression coefficientsrobust proceduresM estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(17)

• Bregman divergence to generalize Bayesian influence measures for data analysis
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• Geometric framework for statistical analysis of eye tracking heat maps, with application to a tobacco waterpipe study
• An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates
• Are robust estimators truly robust in practice
• On robust Kalman filtering
• On w-estimators of a linear functional relationship
• Adapting the classical kernel density estimator to data
• QQ-plot approach to robust Kalman filtering
• Some Adaptive Robust Estimators which Work with Real Data
• Hypotheses testing for fuzzy robust regression parameters
• The professional contributions of robert v. hogg
• Nonperforming loan of European islamic banks over the economic cycle
• A robust regression method based on Pearson type VI distribution
• Adaptive m estimation of symmetric distribution location
• On robust AML identification algorithms
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy

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