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)
- 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.
- Recursive U-quantiles
- Multivariate location and scatter matrix estimation under cellwise and casewise contamination
- Trimmed Constrained Mixed Effects Models: Formulations and Algorithms
- On the global robustness of generalized S-estimators
- Robust smoothing of gridded data in one and higher dimensions with missing values
- A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates.
- Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions
- Positive-breakdown regression by minimizing nested scale estimators
- The bias of \(k\)-step M-estimators
- Some results on the spatial breakdown point of robust point estimates of the variogram
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- Visualization of evidence in regression with the QR decomposition
- Trimmed and winsorized standard deviations based on a scaled deviation
- Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
- Optimised one-class classification performance
- The total bootstrap median: a robust and efficient estimator of location and scale for small samples
- Robustness of confidence intervals for scale parameters based on m-estimators
- Interactions and outliers in the two-way analysis of variance
- Profiling effects in industrial data mining by non-parametric DOE methods: an application on screening checkweighing systems in packaging operations
- Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
- Robust scale estimation under shifts in the mean
- A plug-in approach to sparse and robust principal component analysis
- A robust functional time series forecasting method
- A robust scale estimator based on pairwise means
- Globul robustness of location and dispersion estimates
- Detecting curved edges in noisy images in sublinear time
- Robust confidence intervals for the difference of two independent population variances
- 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
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