Recommendations
- An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
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Cited in
(33)- A local breakdown property of robust tests in linear regression
- Exact fit points under simple regression with replication
- Assessing robustness of classification using an angular breakdown point
- Robust covariance estimates based on resampling
- Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
- The conditional breakdown properties of least absolute value local polynomial estimators
- An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
- The effect of data contamination in sliced inverse regression and finite sample breakdown point
- A resistant learning procedure for coping with outliers
- Confirmation of multiple outliers in generalized linear and nonlinear regressions
- Robust estimation of heteroscedastic regression models: a brief overview and new proposals
- The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
- Quantitative robustness of instance ranking problems
- General trimmed estimation: robust approach to nonlinear and limited dependent variable models
- Breakdown and groups. (With discussions and rejoinder)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- Breakdown properties of location \(M\)-estimators
- Least trimmed squares in nonlinear regression under dependence
- A robust proposal for heteroscedastic dose-response models with an application to interaction analysis
- Bounded influence nonlinear signed-rank regression
- Statistical learning for recommending (robust) nonlinear regression methods
- Robust inference for nonlinear regression models
- Aspects of robust linear regression
- Breakdown-point for spatially and temporally correlated observations
- Some quantitative relationships between two types of finite sample breakdown point
- Estimation, model discrimination, and experimental design for implicitly given nonlinear models of enzyme catalyzed chemical reactions
- A model selection method for S‐estimation
- High-breakdown robust multivariate methods
- Asymptotic robustness of least median of squares for autoregressions with additive outliers
- From robust neural networks toward robust nonlinear quantile estimation
- Consistency of the least median of squares estimator in nonlinear regression
- Semiparametric robust estimation of truncated and censored regression models
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