Alternatives to the Median Absolute Deviation
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Publication:4292104
DOI10.2307/2291267zbMATH Open0792.62025OpenAlexW4229530126WikidataQ57380614 ScholiaQ57380614MaRDI QIDQ4292104FDOQ4292104
Authors: Peter Rousseeuw, Christophe Croux 
Publication date: 10 July 1994
Full work available at URL: https://doi.org/10.2307/2291267
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quantilerobust estimationbreakdown pointinfluence functionsgross-error sensitivitynon-Gaussian modelsmedian absolute deviationfinite-sample performancebias curvesGaussian efficiencynegative exponential modelscale estimators
Cited In (only showing first 100 items - show all)
- Detecting multiple generalized change-points by isolating single ones
- Robust and efficient estimation of the residual scale in linear regression
- Robustified \(L_2\) boosting
- A robust scale estimator based on the shortest half
- Robust estimation of precision matrices under cellwise contamination
- Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
- M-regression, false discovery rates and outlier detection with application to genetic association studies
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- Combining robustness with efficiency in the estimation of the variogram
- Detecting mutations in mixed sample sequencing data using empirical Bayes
- Bahadur representation for \(U\)-quantiles of dependent data
- Simple robust parameter estimation for the Birnbaum-Saunders distribution
- A reinvestigation of robust scale estimation in finite samples
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust functional regression based on principal components
- Outlier detection in non-elliptical data by kernel MRCD
- Comparing variances and other measures of dispersion
- Efficient high-breakdown \(M\)-estimators of scale
- Robust explicit estimators of Weibull parameters
- Minimum Hellinger distance estimation in a nonparametric mixture model
- Robust parameter estimation with a small bias against heavy contamination
- Robust online scale estimation in time series: a model-free approach
- Robust explicit estimation of the log-logistic distribution with applications
- Minimum Hellinger distance estimation in a two-sample semiparametric model
- Robust online signal extraction from multivariate time series
- Computing of high breakdown regression estimators without sorting on graphics processing units
- A note on the comedian for elliptical distributions
- Asymptotics of the two-stage spatial sign correlation
- Efficient Hellinger distance estimates for semiparametric models
- Regression-free and robust estimation of scale for bivariate data
- Detecting influential observations in kernel PCA
- Outlyingness: which variables contribute most?
- Robust scale estimation based on the empirical characteristic function
- Bias correction in extreme value statistics with index around zero
- Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
- Estimating residual variance in random forest regression
- Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model
- Quantile regression with clustered data
- A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression
- Highly robust estimation of dispersion matrices
- Consistency of support vector machines using additive kernels for additive models
- Robust kernel principal component analysis and classification
- Non-parametric estimation of historical volatility
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
- The minimum regularized covariance determinant estimator
- Minimum regularized covariance determinant and principal component analysis-based method for the identification of high leverage points in high dimensional sparse data
- The spatial sign covariance matrix with unknown location
- Spatial sign correlation
- Robust and efficient estimation of the mode of continuous data: the mode as a viable measure of central tendency
- Robust estimation in long-memory processes under additive outliers
- Incomplete generalized \(L\)-statistics
- Large covariance estimation through elliptical factor models
- Large sample behaviour of some well-known robust estimators under long-range dependence
- Asymptotic properties of \(U\)-processes under long-range dependence
- The Remedian: A Robust Averaging Method for Large Data Sets
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
- On minimum Hellinger distance estimation
- Robust estimation in very small samples.
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
- Reducing the mean squared error of quantile-based estimators by smoothing
- The mean and median absolute deviations
- Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Estimators of fractal dimension: assessing the roughness of time series and spatial data
- Exponential probability inequality and convergence results for the median absolute deviation and its modifications
- Noise suppression in ECG signals through efficient one-step wavelet processing techniques
- Robust fitting of INARCH models
- Online analysis of time series by the \(Q_n\) estimator
- Cellwise robust M regression
- On rank tests for shift detection in time series
- On the robust detection of edges in time series filtering
- A note on mean absolute deviation
- On the efficiency of Gini's mean difference
- High-breakdown robust multivariate methods
- On a fast, robust estimator of the mode: comparisons to other robust estimators with applications
- Computing the principal eigenelements of some linear operators using a branching Monte Carlo method
- DetMCD in a calibration framework
- Principal component analysis for data containing outliers and missing elements
- Robust Q-mode principal component analysis in \(L_{1}\)
- Fast computation of robust subspace estimators
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
- Bahadur representations for the median absolute deviation and its modifications
- Breakdown points of Cauchy regression-scale estimators
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
- The DetS and DetMM estimators for multivariate location and scatter
- Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions
- Multivariate spatial outlier detection using robust geographically weighted methods
- Robust functional principal components for irregularly spaced longitudinal data
- RTS-mavericks in data envelopment analysis
- On robust cross-validation for nonparametric smoothing
- Robust verification analysis
- The Power to See: A New Graphical Test of Normality
- The efficacy of process capability indices using median absolute deviation and their bootstrap confidence intervals
- An outlier-resistant test for heteroscedasticity in linear models
- A new measure for detecting influential DMUs in DEA
- Gini covariance matrix and its affine equivariant version
- Stability under contamination of robust regression estimators based on differences of residuals.
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