Multivariate calibration with robust signal regression

DOI10.1177/1471082X18782813MaRDI QIDQ5142255zbMATH OpenOpenAlexWikidataFDO

Authors Bin Li, Brian D. Marx, Somsubhra Chakraborty, David C. Weindorf

Publication date 30 December 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x18782813

zbMATH Keywords

Huber lossmultivariate calibrationP-splinesrobust regressionsignal regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A reinvestigation of robust scale estimation in finite samples
• Adaptive \(M\)-estimation in nonparametric regression
• Alternatives to the Median Absolute Deviation
• Asymptotics for M-type smoothing splines
• Beyond mean regression
• Breakdown points of t-type regression estimators
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• scientific article; zbMATH DE number 3864299 (Why is no real title available?)
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• Robust and sparse bridge regression
• Robust Estimation of a Location Parameter
• Robust Linear Model Selection by Cross-Validation
• Robust penalized regression spline fitting with application to additive mixed modelling
• Robust Statistics
• Robust Statistics
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms

Cited in

(3)

• Scale calibration for high-dimensional robust regression
• Robust calibration and arbitrage-free interpolation of SSVI slices
• MULTIVARIATE CALIBRATION WITH SUPPORT VECTOR REGRESSION BASED ON RANDOM PROJECTION

Describes a project that uses

Uses Software

• robustbase

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