Robust estimators for generalized linear models

DOI10.1016/J.JSPI.2013.09.016zbMATH Open1279.62148OpenAlexW2045421151MaRDI QIDQ393579FDOQ393579

Authors: Marina Valdora, Victor J. Yohai 

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.09.016

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zbMATH Keywords

transformationsM-estimatorsbreakdown points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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Cited In (42)

• On bias reduction in robust inference for generalized linear models
• Bahadur representations of M-estimators and their applications in general linear models
• Initial robust estimation in generalized linear models
• Robust estimates in generalized partially linear single-index models
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Parametric simultaneous robust inferences for regression coefficient under generalized linear models
• Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
• Iterative rank estimation for generalized linear models
• Determining the mean-variance relationship in generalized linear models -- A parametric robust way
• Robust Modeling for Inference From Generalized Linear Model Classes
• RobROSE: a robust approach for dealing with imbalanced data in fraud detection
• Projection estimators for generalized linear models
• Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models
• Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
• Robust fitting of the binomial model.
• Robust median estimator for generalized linear models with binary responses
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Robust estimation via generalized quasi-gradients
• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
• Title not available (Why is that?)
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes
• Robust instance-dependent cost-sensitive classification
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• Robust variable selection via penalized MT-estimator in generalized linear models
• Robust estimation in generalized linear models: the density power divergence approach
• Robust inference for nonlinear regression models
• Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
• Weak linear representation of M-estimation in GLMs with dependent errors
• Robust Inference for Generalized Linear Models
• Robust Inference in Generalized Linear Models
• Title not available (Why is that?)
• A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
• The breakdown point of the median of means tournament
• Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data
• Completely robust statistics for dependence in the general linear model (case of full rank)
• \(M\)-estimator of a generalized linear model with measurement errors
• Estimation in the generalized Poisson model via robust testing
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• Optimal robust estimators for families of distributions on the integers
• Estimation in the generalized Poisson model via robust testing

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