scientific article; zbMATH DE number 194744

zbMath0711.62030MaRDI QIDQ4692741

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

outliers robustness time series covariance matrix robust regression breakdown point least trimmed squares multiple regression multivariate location reweighted least squares diagnostic methods univariate location least median squares program PROGRESS

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Consistency, efficiency and robustness of conditional disparity methods, Analysis of the forward search using some new results for martingales and empirical processes, Robust ridge estimator in restricted semiparametric regression models, Three contributions to robust regression diagnostics, Optimization techniques for robust multivariate location and scatter estimation, An improved deterministic algorithm for generating different many-element random samples, An approximation algorithm for least median of squares regression, The shooting S-estimator for robust regression, Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model, SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression, How bad can the centroid be?, Outlier detection and accommodation in general spatial models, The FastHCS algorithm for robust PCA, Reweighted least trimmed squares: an alternative to one-step estimators, Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression, Depth notions for orthogonal regression, Projection-pursuit approach to robust linear discriminant analysis, Iterative methods for anisotropic diffusion of speckled medical images, Influence analysis in response surface methodology, Robust and efficient estimation of the residual scale in linear regression, Robust estimation of location and scatter by pruning the minimum spanning tree, Regression with outlier shrinkage, Unmanned aerial vehicle localization based on monocular vision and online mosaicking, Comparison of multivariate distributions using quantile-quantile plots and related tests, A robust version of the hurdle model, Robust-efficient fitting of mixed linear models: methodology and theory, Digital image forgery detection based on lens and sensor aberration, Dense versus sparse approaches for estimating the fundamental matrix, Goodness-of-fit tests based on a robust measure of skewness, Robustness and generalization, Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms, Surface fitting and registration of point clouds using approximations of the unsigned distance function, Computing of high breakdown regression estimators without sorting on graphics processing units, \(\sqrt n\)-consistent robust integration-based estimation, Robust fuzzy regression analysis, Searching for a best least absolute deviations solution of an overdetermined system of linear equations motivated by searching for a best least absolute deviations hyperplane on the basis of given data, Tests of multinormality based on location vectors and scatter matrices, Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale, The least trimmed quantile regression, Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression, A.-M. Guerry's moral statistics of France: challenges for multivariable spatial analysis, A note on the behaviour of residual plots in regression, Robust second-order least-squares estimator for regression models, Semiparametrically weighted robust estimation of regression models, Scalable anomaly detection in large homogeneous populations, A fast algorithm for robust regression with penalised trimmed squares, Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models, The finite sample breakdown point of PCS, On the least trimmed squares estimator, System identification in the presence of outliers and random noises: a compressed sensing approach, Weighted least squares and least median squares estimation for the fuzzy linear regression analysis, Least quantile regression via modern optimization, \(l_p\)-recovery of the most significant subspace among multiple subspaces with outliers, A generalization of Löwner-John's ellipsoid theorem, Robust loss reserving in a log-linear model, Multivariate functional outlier detection, Discussion of ``Multivariate functional outlier detection by M. Hubert, P. Rousseeuw and P. Segaert, Convergence of the feasible solution algorithm for least median of squares regression, Combinatorial properties of support vectors of separating hyperplanes, Fitting discrete polynomial curve and surface to noisy data, Linear programming approach to LMS-estimation, On hyperplanes of closest fit, Adaptive robust regression with continuous Gaussian scale mixture errors, On the principle of empirical risk minimization based on averaging aggregation functions, Robust registration of surfaces using a refined iterative closest point algorithm with a trust region approach, Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model, Robust estimation of mixtures of regressions with random covariates, via trimming and constraints, Robust estimation and testing for general nonlinear regression models, A resampling design for computing high-breakdown regression, Exact fit points under simple regression with replication, A robust regression based on weighted LSSVM and penalized trimmed squares, On the weak monotonicity of Gini means and other mixture functions, Robust multi-view \(L_2\) triangulation via optimal inlier selection and 3D structure refinement, On simultaneously identifying outliers and heteroscedasticity without specific form, Benchmark testing of algorithms for very robust regression: FS, LMS and LTS, Robust tools for the imperfect world, Leverage and subset efficiencies in regression, On the statistical efficiency of robust estimators of multivariate location, Weighted quasi-likelihood estimation based on fuzzy clustering analysis method and dimension reduction technique, On the asymptotics of trimmed best \(k\)-nets, Robust estimation of AR coefficients under simultaneously influencing outliers and missing values, Depth estimators and tests based on the likelihood principle with application to regression, High breakdown estimators for principal components: the projection-pursuit approach revis\-ited, Robust estimation and regression with parametric quantile functions, Mode regression, Cellwise robust M regression, Robust fitting of mixtures using the trimmed likelihood estimator, Robust fitting of mixture regression models, Robust archetypoids for anomaly detection in big functional data, The feasible set algorithm for least median of squares regression, Finding multivariate outliers with FastPCS, Generalized method of trimmed moments, A parametric framework for the comparison of methods of very robust regression, Computing halfspace depth contours based on the idea of a circular sequence, Infinitesimally robust estimation in general smoothly parametrized models, Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers, Robust EM kernel-based methods for linear system identification, Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure, Robust variable selection with application to quality of life research, Classification of multivariate objects using interval quantile classes, Detection of autocorrelation-influential points by dynamic removal, Robust measures of association in the correlation model, Robust priors for smoothing and image restoration, The bias of \(k\)-step M-estimators, An outlier robust unit root test with an application to the extended Nelson-Plosser data, Invariant characterisation of the Hough transform for pose estimation of arbitrary shapes, The MIN PFS problem and piecewise linear model estimation, The determination of a ``least quantile of squares regression line for all quantiles, Computing depth contours of bivariate point clouds, Regression-free and robust estimation of scale for bivariate data, A method for simultaneous variable selection and outlier identification in linear regression, An Anscombe type robust regression statistic, A method for estimating parameters and quantiles of distributions of continuous random variables, Robust estimation in structured linear regression, Sensitivity analysis of \(M\)-estimates, Convergence of depth contours for multivariate datasets, Trimmed \(k\)-means: An attempt to robustify quantizers, The feasible solution algorithm for least trimmed squares regression, The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data, Robust regression with a distributed intercept using least median of squares, Sample size requirements for multiple outlier location techniques based on elemental sets, Parallel algorithms for least median of squares regression, Robust regression and small sample confidence intervals, Robust inference by influence functions, Local and global robustness of regression estimators, Robust regression with both continuous and binary regressors, Robust estimation in simultaneous equations models, Robust estimation of multivariate location and shape, Reweighting approximate GM estimators: Asymptotics and residual-based graphics, Robust covariance estimates based on resampling, Robust estimators for simultaneous equations models, LAD regression for detecting outliers in response and explanatory variables, Median balls: An extension of the interquantile intervals to multivariate distributions, The breakdown value of the \(L_1\) estimator in contingency tables, A note on the robustness of multivariate medians, Trimmed best \(k\)-nets: A robustified version of an \(L_{\infty}\)-based clustering method, Multiple outliers detection through reweighted least deviances., Estimating the variance of the LAD regression coefficients., A clustering algorithm for identifying multiple outliers in linear regression., A one-step robust estimator for regression based on the weighted likelihood reweighting scheme, Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms, An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator, On the computation and efficiency of a HBP-GM estimator some simulation results, Confirmation of multiple outliers in generalized linear and nonlinear regressions, Identification of outliers by means of \(L_{1}\) regression: Safe and unsafe configurations, A comparative study of some robust methods for coefficient-estimation in linear regression, A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates., Clusters, outliers, and regression: Fixed point clusters, Robust matching of 3D contours using iterative closest point algorithm improved by M-estimation., A random least-trimmed-squares identification algorithm, Strong convergence rate of the least median absolute estimator in linear regression models, Support vector interval regression networks for interval regression analysis., Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models., Globally robust inference for the location and simple linear regression models, Robust weighted orthogonal regression in the errors-in-variables model, Robust regression with high coverage., A review on egomotion by means of differential epipolar geometry applied to the movement of a mobile robot., The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies., Statistical significance of the LMS regression., A mixed integer programming approach for accommodating outliers with the minimax absolute error criterion, A note on high-breakdown estimators, The excess-mass ellipsiod, Asymptotics for multivariate trimming, On the optimality of S-estimators, Iteratively reweighted least squares: A comparison of several single step algorithms for linear models, Resistant orthogonal Procrustes analysis, Bias-robust estimators of multivariate scatter based on projections, Rotational and helical surface approximation for reverse engineering, Convergence rates in multivariate robust outlier identification, The catline for deep regression, Principal component analysis for data containing outliers and missing elements, Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data, Robustness of classification rules that incorporate additional information, Pair-perturbation influence functions of nongaussianity by projection pursuit, Robust bivariate boxplots and multiple outlier detection., Quadratic mixed integer programming and support vectors for deleting outliers in robust regression, A note on the comedian for elliptical distributions, A procedure for the detection of multivariate outliers., Parallel Schwarz alternating methods for anisotropic diffusion of speckled medical images, Computing the update of the repeated median regression line in linear time, Median hyperplanes in normed spaces -- a survey, Improved feasible solution algorithms for high breakdown estimation., Accurate confidence intervals in regression analyses of non-normal data, Solving restricted line location problems via a dual interpretation, Applications of semidefinite programming, Outlier detection by means of robust regression estimators for use in engineering science, A novel fuzzy clustering algorithm using observation weighting and context information for reverberant blind speech separation, An ordered family of Lorenz curves, D-optimal design methods for robust estimation of multivariate location and scatter, Approximation by ruled surfaces, Robust principal component analysis for functional data. (With comments), A note on robust estimation of location, Statistical properties, fixed points, and decomposition with WMMR filters, The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators, Desirable properties, breakdown and efficiency in the linear regression model, Small sample efficiency and exact fit for Cauchy regression models, The asymptotics of the least trimmed absolute deviations (LTAD) estimator, Effect of leverage on the finite sample efficiencies of high breakdown estimators, Efficiency of MM- and \(\tau\)-estimates for finite sample size, Unconventional features of positive-breakdown estimators, An insight into linear calibration: univariate case, Breakdown points of Cauchy regression-scale estimators, Combining locally and globally robust estimates for regression, Least trimmed squares regression, least median squares regression, and mathematical program\-ming, Robust mixture regression using the \(t\)-distribution, Uniform asymptotics for robust location estimates when the scale is unknown, Efficiency of the pMST and RDELA location and scatter estimators, Estimators of the multiple correlation coefficient: local robustness and confidence intervals, Fast approximate \(L_\infty\) minimization: speeding up robust regression, Asymmetric \(\nu\)-tube support vector regression, The DetS and DetMM estimators for multivariate location and scatter, High finite-sample efficiency and robustness based on distance-constrained maximum likelihood, An exact polynomial time algorithm for computing the least trimmed squares estimate, Robust dependence modeling for high-dimensional covariance matrices with financial applications, Smoothing and mixed models, Simulation of errors in linear regression: an approach based on fixed percentage area, Breakdown points for designed experiments, Stability of robust and non-robust principal components analysis, A general estimation procedure based on group means, The percentage bend correlation coefficient, Fitting parabolas in noisy images, The YARF system for vision-based road following, Asymptotic normality of multivariate trimmed means, Comparison of internal clustering validation indices for prototype-based clustering, Robust estimators and tests for bivariate copulas based on likelihood depth, Constrained center and range joint model for interval-valued symbolic data regression, Depth-based nonparametric description of functional data, with emphasis on use of spatial depth, Robust methods for heteroskedastic regression, A practical approximation algorithm for the LTS estimator, A semiparametric scale-mixture regression model and predictive recursion maximum likelihood, Minimum volume peeling: a robust nonparametric estimator of the multivariate mode, Robust procedures in multiple regression: \(p\)-subsets and a computational proposal, Positive-breakdown regression by minimizing nested scale estimators, On robust fuzzy \(c\)-regression models, Fuzzy linear regression using rank transform method, Weak monotonicity of Lehmer and Gini means, One-stage and two-stage DEA estimation of the effects of contextual variables, Clusterwise linear regression modeling with soft scale constraints, Robust descriptive discriminant analysis for repeated measures data, Robust tests for normality of errors in regression models, Testing the normality of errors in regression models with a forward approach, A new non-parametric detector of univariate outliers for distributions with unbounded support, A plug-in approach to sparse and robust principal component analysis, Robust Bayesian regression with the forward search: theory and data analysis, A reweighting approach to robust clustering, Robust fitting of ellipsoids by separating interior and exterior points during optimization, Detection of outliers in geochemical data using ensembles of subsets of variables, Robust signal extraction for on-line monitoring data., Robust regression quantiles., Robust estimators in semiparametric partly linear regression models., Adaptively truncated maximum likelihood regression with asymmetric errors., Maximal meaningful events and applications to image analysis, Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder)., A hybrid method based on \(F\)-transform for robust estimators, Strategy-proof estimators for simple regression., Generalized and robustified empirical depths for multivariate data, Initial robust estimation in generalized linear models, Cluster-based \(L2\) re-weighted regression, Regression analysis: likelihood, error and entropy, Outlying property detection with numerical attributes, The effect of data contamination in sliced inverse regression and finite sample breakdown point, Axiomatization of inconsistency indicators for pairwise comparisons, Estimating the \(p\)-values of robust tests for the linear model, The Hough transform estimator, Robustness weight by weighted median distance, Density estimation of a unimodal continuous distribution in the presence of outliers, Robust variable selection through MAVE, Robust minimum information loss estimation, Functional stability of one-step GM-estimators in approximately linear regression, Interactions and outliers in the two-way analysis of variance, An application of weighted bootstrap method in semi-parametric model, Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension, Fuzzy weighted scaled coefficients in semi-parametric model, Breakdown points and variation exponents of robust \(M\)-estimators in linear models, Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), A central limit theorem for multivariate generalized trimmed \(k\)-means, On robust linear regression with incomplete data, Asymptotics of reweighted estimators of multivariate location and scatter, Robust regression with both continuous and categorical predictors, BACON: blocked adaptive computationally efficient outlier nominators., On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions., Bootstrapping robust estimates of regression, A class of robust and fully efficient regression estimators, On the diversity of estimates., Robust estimation in very small samples., On B-robust instrumental variable estimation of the linear model with panel data., Finding defects in texture using regularity and local orientation, Robust image registration by increment sign correlation, A journey in single steps: robust one-step \(M\)-estimation in linear regression, Fuzzy least-squares linear regression analysis for fuzzy input-output data, The deepest regression method, Robust estimators of the mode and skewness of continuous data., Identifying multivariate discordant observations: a computer-intensive approach., Goodness-of-fit analysis for multivariate normality based on generalized quantiles., A Monte Carlo comparison of several high breakdown and efficient estimators, Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers, Local influence in ridge regression, A robust and efficient adaptive reweighted estimator of multivariate location and scatter., Robust factor analysis., Relationships between maximum depth and projection regression estimates, Editorial, special issue on ``Advances in robust statistics, The main contributions of robust statistics to statistical science and a new challenge, Computation of projection regression depth and its induced median, Outliers in official statistics, Efficient robust estimation of time-series regression models., Consistency of the instrumental weighted variables, Outliers detection in the statistical accuracy test of a \(\mathrm pK_{\mathrm a}\) prediction, Maximum likelihood robust regression by mixture models, About the applicability of MCDA to some robustness problems, Multidimensional trimming based on projection depth, Neural networks and organizational systems: modeling nonlinear relationships, Online signal extraction by robust linear regression, Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions, Computing projection depth and its associated estimators, Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median, Multivariate coefficients of variation: comparison and influence functions, Using robust dispersion estimation in support vector machines, High-breakdown robust multivariate methods, Robust diagnostics for the heteroscedastic regression model, Sampling minimal subsets with large spans for robust estimation, Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators, Modified quantum-behaved particle swarm optimization for parameters estimation of generalized nonlinear multi-regressions model based on Choquet integral with outliers, Theoretical properties of sign change criteria for robust off-line estimation, Detection of outliers in multilevel models, Robust regression credibility: The influence function approach, Scale-invariant clustering with minimum volume ellipsoids, Does context matter more for hypothetical than for actual contributions? evidence from a natural field experiment, Trimmed L-moments, Using data images for outlier detection, Inferences based on multiple skipped correlations, A monitoring display of multivariate outliers, Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator, Fast and robust discriminant analysis, A resistant estimator of multivariate location and dispersion, On robust testing for conditional heteroscedasticity in time series models, A simple more general boxplot method for identifying outliers, Experiments with, and on, algorithms for maximum likelihood clustering, Multivariate least-trimmed squares regression estimator, Fast and robust bootstrap for LTS, An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints, Two simple resistant regression estimators, Robust regression diagnostics with data transformations, Statistical properties of the Hough transform estimator in the presence of measurement errors, Robust measures of tail weight, Least median of squares and regression through the origin, Local influence in measurement error models with ridge estimate, Robust weighted LAD regression, On a fast, robust estimator of the mode: comparisons to other robust estimators with applications, Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions, A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity, Principal component regression for data containing outliers and missing elements, A procedure for robust fitting in nonlinear regression, Finding approximate solutions to combinatorial problems with very large data sets using BIRCH, RelaxMCD: smooth optimisation for the minimum covariance determinant estimator, Assessment of diagnostic procedures in symmetrical nonlinear regression models, Robust smoothing of gridded data in one and higher dimensions with missing values, Breakdown concepts for contingency tables, A framework of irregularity enlightenment for data pre-processing in data mining, High breakdown mixture discriminant analysis, Minsum hyperspheres in normed spaces, A comparison of six smoothers when there are multiple predictors, Discovering influential cases in linear regression with MINITAB: peeking into multidimensions with a MINITAB macro, Comparing robust generalized variances and comments on efficiency, Approximation algorithm for the kinetic robust \(k\)-center problem, Robust inferences in longitudinal models for binary and count panel data in the presence of outliers, A resistant learning procedure for coping with outliers, Characterization of the equivalence of robustification and regularization in linear and matrix regression, Unsupervised clustering and feature weighting based on generalized Dirichlet mixture modeling, Outlier robust corner-preserving methods for reconstructing noisy images, Random item IRT models, Conditional minimum volume ellipsoid with application to multiclass discrimination, A comparison of robust estimators based on two types of trimming, Robust data imputation, A generalization of the multivariate slash distribution, Object matching in disjoint cameras using a color transfer approach, Weighted locally linear embedding for dimension reduction, Deletion measures for generalized linear mixed effects models, Comparing medians, The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator, RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point, A consensus sampling technique for fast and robust model Fitting, The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version, Testing normality in the presence of outliers, Fast and robust bootstrap, A practical approximation algorithm for the LMS line estimator, Identifying differentially expressed genes in dye-swapped microarray experiments of small sample size, Identifying outliers with sequential fences, Nonparametric and robust methods. (Editorial), Calculation of simplicial depth estimators for polynomial regression with applications, Quantile curves and dependence structure for bivariate distributions, Building a robust linear model with forward selection and stepwise procedures, Exploratory tools for clustering multivariate data, Kernel ellipsoidal trimming, Computing the least quartile difference estimator in the plane, Robust centroid based classification with minimum error rates for high dimension, low sample size data, The symplectic camel and the uncertainty principle: the tip of an iceberg?, LASSO-based multivariate linear profile monitoring, Robust stochastic configuration networks with kernel density estimation for uncertain data regression, Multi-stage nested classification credibility quantile regression model, On the breakdown point of multivariate location estimators based on trimming procedures, One-step robust estimation of fixed-effects panel data models, Resistant estimates for high dimensional and functional data based on random projections, Exactly computing bivariate projection depth contours and median, Perturbed robust linear estimating equations for confidentiality protection in remote analysis, Computing minimum-volume enclosing ellipsoids for large datasets, Likelihood-based imprecise regression, Employing the MCMC technique to compute the projection depth in high dimensions, A robust deterministic affine-equivariant algorithm for multivariate location and scatter, Genetic programming for anticancer therapeutic response prediction using the NCI-60 dataset, Smoothed analysis for tensor methods in unsupervised learning, Robust anisotropic diffusion filter via robust spatial gradient estimation, Clustering via minimum volume ellipsoids, A branch-and-bound method for the minimum \(k\)-enclosing ball problem, Robust weighted least squares support vector regression algorithm to estimate the nanofluid thermal properties of water/graphene oxide-silicon carbide mixture, Choosing among notions of multivariate depth statistics, Convex Euclidean distance embedding for collaborative position localization with NLOS mitigation, Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model, On the rotational invariant \(L_1\)-norm PCA, A new multiple outliers identification method in linear regression, Lasso ANOVA decompositions for matrix and tensor data, A sequential distance-based approach for imputing missing data: forward imputation, Multivariate and functional classification using depth and distance, Eigenvalues and constraints in mixture modeling: geometric and computational issues, Local generalized quadratic distance metrics: application to the \(k\)-nearest neighbors classifier, Implicitly weighted methods in robust image analysis, The blockwise coordinate descent method for integer programs, An exponential-type kernel robust regression model for interval-valued variables, Primal and dual model representations in kernel-based learning, A nonparametric multivariate multisample test based on data depth, Sparse least trimmed squares regression for analyzing high-dimensional large data sets, A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions, An improvement of the Hotelling \(T^2\) statistic in monitoring multivariate quality characteristics, Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers, An overview of membership function generation techniques for pattern recognition, Globul robustness of location and dispersion estimates, On min-max majority and deepest points, Lorenz model selection, Influence function and efficiency of the minimum covariance determinant scatter matrix estimator, Multiple outlier detection in multivariate data using projection pursuit techniques, Multivariate L-estimation. (With comments), Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation, Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms, Statistical inference based on a new weighted likelihood approach, Improving bias-robustness of regression estimates through projections, High breakdown estimation for multiple populations with applications to discriminant analysis, Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression, AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions, Robust fuzzy clustering of time series based on B-splines, On the upper bounds of test statistics for a single outlier test in linear regression models, Robust inference using the exponential-polynomial divergence, Leveraged least trimmed absolute deviations, Robust algorithms for multiphase regression models, Sparse signal inversion with impulsive noise by dual spectral projected gradient method, Robust mean and covariance structure analysis through iteratively reweighted least squares, Principle of minimizing empirical risk and averaging aggregate functions, An adversarial optimization approach to efficient outlier removal, Multicriteria robust fitting of elliptical primitives, Halfspace depth and floating body, Generalized signed-rank estimation for regression models with non-ignorable missing responses, On the implementation of LIR: the case of simple linear regression with interval data, On the construction of an aggregated measure of the development of interval data, Robust supervised classification with mixture models: learning from data with uncertain labels, Shift outliers in linear inference, Detecting multiple outliers in linear regression using a cluster method combined with graphical visualization, On the robust PCA and Weiszfeld's algorithm, Correntropy based feature selection using binary projection, On the cumulants of affine equivariant estimators in elliptical families, Outlier detection and trimmed-average estimation in network systems, Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm, On general notions of depth for regression, Generalized robust-regression-type estimators under different ranked set sampling, Robust model selection in linear regression models using information complexity, Robust regression via mutivariate regression depth, Learning with correntropy-induced losses for regression with mixture of symmetric stable noise, Kernel density regression, Exploration of the variability of variable selection based on distances between bootstrap sample results, Outlier detection in non-elliptical data by kernel MRCD, Outlier detection and robust regression for correlated data, The generalized equivalence of regularization and min-max robustification in linear mixed models, Robustness of the deepest projection regression functional, Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions, Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators, Nonparametric regression when estimating the probability of success: a comparison of four extant estimators, Noncentralities induced in regression diagnostics, Outlier detection under star-contoured errors, Data depth-based nonparametric tests for multivariate scales, A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers, The power of monitoring: how to make the most of a contaminated multivariate sample, The B-exponential divergence and its generalizations with applications to parametric estimation, Outlyingness: which variables contribute most?, Robust statistical inference based on the \(C\)-divergence family, Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation, ANCOVA: an approach based on a robust heteroscedastic measure of effect size, Correcting outliers in GARCH models: a weighted forward approach, Empirical likelihood based modal regression, Robust functional principal component analysis based on a new regression framework, Fast algorithms for the minimum volume estimator, Robust computation of linear models by convex relaxation, Distribution-free robust linear regression, ML estimation of multiple regression parameters under classification of the dependent variable, Post-hocanalyses in multiple regression based on prediction error, Robust Mixture of Linear Regression Models, A Novel Collinearity-Influential Observation Diagnostic Measure Based on a Group Deletion Approach, Weighted Median of the Data in Solving Least Absolute Deviations Problems, Robust second-order least-squares estimation for regression models with autoregressive errors, Gaussian Scale Mixture Models for Robust Linear Multivariate Regression with Missing Data, Procedures for the identification of multiple influential observations in linear regression, Unnamed Item, New Robust Variable Selection Methods for Linear Regression Models, Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models, Minimizing robust estimates of sums of parameterized functions, Robust regression with compositional covariates including cellwise outliers, A robust technique for matching two uncalibrated images through the recovery of the unknown epipolar geometry, A heuristic algorithm to combat outliers and multicollinearity in regression model analysis, A novel robust approach for analysis of longitudinal data, A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection, Parallelized integrated nested Laplace approximations for fast Bayesian inference, Introducing Prior Information into the Forward Search for Regression, How to Marry Robustness and Applied Statistics, Flexible Distributions as an Approach to Robustness: The Skew-t Case, On a robust gradient boosting scheme based on aggregation functions insensitive to outliers, Combined regression models, Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis, Robust estimation in the simple errors-in-variables model, Parameter-free search of time-series discord, Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality, Consistency of the likelihood depth estimator for the correlation coefficient, Shape bias of robust covariance estimators: an empirical study, A constrained-optimization based half-quadratic algorithm for robustly Fitting sets of linearly parametrized curves, A review of robust clustering methods, Inference for robust canonical variate analysis, Robust estimation of efficient mean-variance frontiers, Robust errors-in-variables linear regression via Laplace distribution, Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form, Robust concentration graph model selection, Correcting MM estimates for ``fat data sets, A diagnostic method for simultaneous feature selection and outlier identification in linear regression, Outlier detection and least trimmed squares approximation using semi-definite programming, An evolutionary algorithm for robust regression, A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis, Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models, Stepwise local influence analysis, On the robustness of location estimators in models of firm growth under heavy-tailedness, Monitoring robust regression, An algorithm for deepest multiple regression, A fast algorithm for highly robust regression in data mining, Analyzing Data with Robust Multivariate Methods and Diagnostic Plots, Clockwise Bivariate Boxplots, Computational Connections between Robust Multivariate Analysis and Clustering, Detection of Outliers in Multivariate Data: A Method Based on Clustering and Robust Estimators, Evolutionary Algorithms with Competing Heuristics in Computational Statistics, Robust Principal Components Regression, Statistical Inference for a Robust Measure of Multiple Correlation, Variance Stabilization and Robust Normalization for Microarray Gene Expression Data, Epipolar geometry estimation based on evolutionary agents, Movie scene segmentation using background information, Modelling catastrophe claims with left-truncated severity distributions, Influence analysis of non-Gaussianity by applying projection pursuit, New robust estimators for detecting non-random patterns in multivariate control charts: a simulation approach, Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, The multivariate least-trimmed squares estimator, An offline/real-time artifact rejection strategy to improve the classification of multi-channel evoked potentials, High breakdown point robust regression with censored data, Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks, Generalized multivariate rank type test statistics via spatial U-quantiles, Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator, Denoising of smooth images using \(L^{1}\)-fitting, Multiple outlier detection in multivariate data using self-organizing maps, Bootstrapping MM-estimators for linear regression with fixed designs, Rapid modeling of animated faces from video, Robust estimation of Cronbach's alpha, The asymptotics of MM-estimators for linear regression with fixed designs, Robust analysis of linear models, Positions and QQ plots, A Compressive Sensing Based Analysis of Anomalies in Generalized Linear Models, A review of robust regression and diagnostic procedures in linear regression, Deleting outliers in robust regression with mixed integer programming, The forward search: theory and data analysis, Attribute-Based Signatures for Circuits from Bilinear Map, Support vector machines: a nonlinear modelling and control perspective, Testing for normality in linear regression models using regression and scale equivariant estimators, On consistency factors and efficiency of robust \(S\)-estimators, On Bias Reduction in Robust Inference for Generalized Linear Models, A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers, Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models, Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’, Unnamed Item, Covariance matrices of S robust regression estimators, Minimizing Sum of Truncated Convex Functions and Its Applications, Robust versus classical detection of atypical data, A comparison of some quick algorithms for robust regression, Restricted \(M\)-estimation, Computing the minimum covariance determinant estimator (MCD) by simulated annealing, Detection of outliers and robust estimation using fuzzy clustering, Breakdown and groups. (With discussions and rejoinder), Partially adaptive robust estimation of regression models and applications, A Natural Robustification of the Ordinary Instrumental Variables Estimator, Outliers detection in multivariate spatial linear models, ADAPTIVE WEIGHTED LEAST SQUARES SVM BASED SNOWING MODEL FOR IMAGE DENOISING, Unnamed Item, Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates, Best Arm Identification for Contaminated Bandits, Unnamed Item, Unnamed Item, Unnamed Item, Robust multitask diffusion affine projection M-estimate algorithm: design and performance analysis, Robust penalized empirical likelihood estimation method for linear regression, Robust approaches to redundancy analysis, Minimum regularized covariance determinant and principal component analysis-based method for the identification of high leverage points in high dimensional sparse data, Reliable Robust Regression Diagnostics, Predicting stock realized variance based on an asymmetric robust regression approach, A literature survey of matrix methods for data science, Adaptive efficient and double-robust regression based on generalized empirical likelihood, Comparison of the robust methods in the general linear regression model, Modal non‐linear regression in the presence of Laplace measurement error, On the use of \(L\)-functionals in regression models, Robust instance-dependent cost-sensitive classification, Within groups designs: inferences based on a robust nonparametric measure of effect size, On the use of robust estimators of multivariate location for heterogeneous data, Consistency factor for the MCD estimator at the Student-\(t\) distribution, A data-adaptive method for outlier detection from functional data, On Huber's contaminated model, Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion), An efficient Hartley-Ross type estimators of nonsensitive and sensitive variables using robust regression methods in sample surveys, Geographically weighted Comedian method for spatial outlier detection, New robust ridge estimators for the linear regression model with outliers, New robust class of estimators for population mean under different sampling designs, Elegant robustification of sparse partial least squares by robustness-inducing transformations, Robust correlation scaled principal component regression, The minimum weighted covariance determinant estimator for high-dimensional data, Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression, Mixture models with an improper component, Geometric median and its application in the identification of multiple outliers, Robust BCa–JaB method as a diagnostic tool for linear regression models, Robust ridge and robust Liu estimator for regression based on the LTS estimator, Identification of multiple high leverage points in logistic regression, Unnamed Item, Cluster-based multivariate outlier identification and re-weighted regression in linear models, Robust estimation of the mean vector for high-dimensional data set using robust clustering, Robust two parameter ridge M-estimator for linear regression, Non-sparseϵ-insensitive support vector regression for outlier detection, Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach, Unnamed Item, A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression, Marshall–Olkin distribution: parameter estimation and application to cancer data, Outlier detection with Mahalanobis square distance: incorporating small sample correction factor, Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage, Inference robust to outliers with ℓ₁-norm penalization, A Comparison of Robust Model Choice Criteria Within a Metalearning Study, Cluster Detection in the Noisy Environment by Using the Modified EM Algorithm, Searching for an Optimal Partition of Incomplete Data with Application in Modeling Energy Efficiency of Public Buildings, Investigation of the optimal number of clusters by the adaptive EM algorithm, Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models, Visual research on the trustability of classical variable selection methods in Cox regression, Robust regression estimation and variable selection when cellwise and casewise outliers are present, Sign and rank covariance matrices, Robust inference with GMM estimators, Adaptive multitrack fitting, Robust estimation of the conditional median function at elliptical models, Some quantitative relationships between two types of finite sample breakdown point, Properties of selected subset diagnostics in regression, Influence function of halfspace depth, \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations, Estimation of the conditional distribution in regression with censored data: a comparative study., New algorithms for computing the least trimmed squares regression estimator, Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses, Highly robust estimation of dispersion matrices, The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale, Parameter identification of quasibrittle materials as a mathematical program with equilibrium constraints, Segmentation based on fusion of range and intensity images using robust trimmed methods, Robust Hausdorff distance matching algorithms using pyramidal structures, Robust and direct estimation of 3-D motion and scene depth from stereo image sequences, A mathematical programming approach for improving the robustness of least sum of absolute deviations regression, Content-based similarity retrieval of trademarks using relevance feedback, Mixed linear regression with equi-cross-correlated errors., Analytic line fitting in the presence of uniform random noise, Real time tracking of 3D objects: An efficient and robust approach, Outlier detection and robust estimation in linear regression models with fixed group effects, Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria, A small-sample correction factor for S-estimators, Power of depth-based nonparametric tests for multivariate locations, Extended least trimmed squares estimator in semiparametric regression models with correlated errors, Least trimmed squares ridge estimation in partially linear regression models, Weakly Monotone Averaging Functions, Unnamed Item, Unnamed Item, Unnamed Item, Multiple Influential Point Detection in High Dimensional Regression Spaces, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, A novel approach for dynamic hand gesture recognition using contour-based similarity images, Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method, On the ‘optimal’ density power divergence tuning parameter, The minimum weighted covariance determinant estimator revisited, Iteratively reweighted total least squares for PEIV model, Imputation based mean estimators in case of missing data utilizing robust regression and variance–covariance matrices, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, A fuzzy robust regression approach applied to bedload transport data, Robust and sparse multinomial regression in high dimensions, Adaptation of the tuning parameter in general Bayesian inference with robust divergence, Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions, Random Projection and Recovery for High Dimensional Optimization with Arbitrary Outliers, Quantitative robustness of instance ranking problems, Robust density power divergence estimates for panel data models, Non-asymptotic robustness analysis of regression depth median, Least sum of squares of trimmed residuals regression, Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers, Unnamed Item, WLAD-LASSO method for robust estimation and variable selection in partially linear models, On maximum depth classifiers: depth distribution approach, Use of likelihood ratio tests to detect outliers under the variance shift outlier model, Nonlinear regression models for heterogeneous data with massive outliers, Evaluation of robust outlier detection methods for zero-inflated complex data, The trimmed mean in non-parametric regression function estimation, Low-Rank Outlier Detection, Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data, Linear Empirical Bayes Prediction of Employment Growth Rates Using the U.S. Current Employment Statistics Survey, Sparse local influence analysis, On PRESS and deletion bootstraps in linear regression, Robust piecewise linear L₁-regression via nonsmooth DC optimization, Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines, A robust adaptive modified maximum likelihood estimator for the linear regression model, General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, From Mean and Median Income to the Most Adequate Way of Taking Inequality into Account, High leverage points and vertical outliers resistant model selection in regression, Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM, Outlier detection using difference-based variance estimators in multiple regression, Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling, On the consistency and the robustness in model selection criteria, Local influence of nonlinear mixed effects model based on M-estimation, Robust difference-based outlier detection, Modified ratio estimators using robust regression methods, Generalized expected value of continuous random variables and its applications, Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information, A new correction approach for information criteria to detect outliers in regression modeling, Robustness of Bootstrap in Instrumental Variable Regression, Robust mixture regression modeling based on the generalized M (GM)-estimation method, Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity, Combining empirical likelihood and robust estimation methods for linear regression models, Robust estimation in restricted linear regression, Robust estimation in partially linear regression models with monotonicity constraints, Data driven robust estimation methods for fixed effects panel data models, Parameter estimation by type-2 fuzzy logic in case that data set has outlier, Robust regression analysis: a useful two stage procedure, A modified ridge m-estimator for linear regression model with multicollinearity and outliers, Robust parameter estimation of regression model with AR(p) error terms, RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS, An iterative procedure for robust circle fitting, A multiple-case deletion approach for detecting influential points in high-dimensional regression, Evaluation of outlier detection method performance in symmetric multivariate distributions, Robust system-parameter identification: The influence functional approach, Location of outliers in multiple regression using resampled values, Maximum Lq-likelihood Estimation in Functional Measurement Error Models, Detection of outliers in high-dimensional data using nu-support vector regression, Unnamed Item, Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models, Rapid penalized likelihood-based outlier detection via heteroskedasticity test, Robust inference for parsimonious model-based clustering, Nonparametric tests for multivariate multi-sample locations based on data depth, Unnamed Item, Feasible robust estimator in restricted semiparametric regression models based on the LTS approach, A comparison of robust alternatives to Hotelling’sT²control chart, Identification of multiple influential observations in logistic regression, The structural Sharpe model undert-distributions, A robust diagnostic plot for explanatory variables under model mis-specification, Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data, A robust partial correlation measure, Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions, Wild adaptive trimming for robust estimation and cluster analysis, A robust Parafac model for compositional data, A robust support vector machine for labeling errors, Robust linear regression: A review and comparison, A predictive leverage statistic for quantile regression with measurement errors, On function recovery by neural networks based on orthogonal expansions, Outliers, inliers and the generalized least trimmed squares estimator in system identification, Some Exploratory Methods for Studying Curvature in Robust Regression, Global non-smooth optimization in robust multivariate regression, An Application of Robust Parameter Estimation in Environmental Physics, Unnamed Item, Unnamed Item, Descriptive tests for the identification of outliers in the errors in variables linear model, On robustness and efficiency of certain statistics involving the empirical characteristic function, Fault Detection and Isolation with Robust Principal Component Analysis, A FuzzyKth ordered statistic, Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates, On ordering fuzzy numbers, Multiple outliers detection in sparse high-dimensional regression, Unnamed Item, On the Performance of Sequential Regression Multiple Imputation Methods with Non Normal Error Distributions, Unnamed Item, مدلسازی دادههای مهندسی آب با استفاده از روش رگرسیون فازی استوار کمترین مربعات پیراسته, Regular, median and Huber cross‐validation: A computational comparison, Bayesian outlier detection in Capital Asset Pricing Model, Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2, Unnamed Item, Estimation, model discrimination, and experimental design for implicitly given nonlinear models of enzyme catalyzed chemical reactions, Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model, Approximate calculation of Tukey's depth and median with high-dimensional data, Detection of outliers in the response and explanatory variables of the simple circular regression model, On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models, Visual map-less navigation based on homographies, Risk comparison of some shrinkage M-estimators in linear models, On robust estimation in the first order autoregressive processes, Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization, Iterative gradient descent for outlier detection, Unnamed Item, Simulation results on extensions of the theil-sen regression estimator, A Robustification of the Chain-Ladder Method