Robust Statistics

From MaRDI portal

Publication:5468336

Jump to:navigation, search

DOI10.1002/0470010940zbMath1094.62040OpenAlexW4255230573WikidataQ57486249 ScholiaQ57486249MaRDI QIDQ5468336

Douglas R. Martin, Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 24 May 2006

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/0470010940

zbMATH Keywords

robustness time series S-Plus multivariate analysis robust statistics linear regression generalized linear models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Robust depth-based estimation of the functional autoregressive model, M-estimates of autoregression with random coefficients, Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement, On the statistical properties and tail risk of violent conflicts, Searching for the core variables in principal components analysis, Robust mixture regression using the \(t\)-distribution, Robust heart rate variability analysis by generalized entropy minimization, High finite-sample efficiency and robustness based on distance-constrained maximum likelihood, Robust nonnegative garrote variable selection in linear regression, Simple heuristic for data-driven computational elasticity with material data involving noise and outliers: a local robust regression approach, Multivariate location and scatter matrix estimation under cellwise and casewise contamination, Robust and sparse estimators for linear regression models, Robust estimators under a functional common principal components model, Sharpening Wald-type inference in robust regression for small samples, Robust and efficient estimation of multivariate scatter and location, Robust methods for heteroskedastic regression, Robust closed-form estimators for the integer-valued GARCH(1,1) model, Robust testing for superiority between two regression curves, Laplace mixture of linear experts, Robust estimation of precision matrices under cellwise contamination, Robust groupwise least angle regression, Robust tests for linear regression models based on \(\tau\)-estimates, On robust fuzzy \(c\)-regression models, Optimal investment in markets with over and under-reaction to information, Model-based replacement of rounded zeros in compositional data: classical and robust approaches, Robust descriptive discriminant analysis for repeated measures data, Continuity and differentiability of regression M functionals, Implicitly weighted methods in robust image analysis, Small area estimation based on M-quantile models in presence of outliers in auxiliary variables, Statistical inference in nonlinear regression under heteroscedasticity, A plug-in approach to sparse and robust principal component analysis, Marginal integration \(M\)-estimators for additive models, Robust Bayesian regression with the forward search: theory and data analysis, From concentration profiles to concentration maps. New tools for the study of loss distributions, \textsc{Gibbs2}: A new version of the quasi-harmonic model code. I. Robust treatment of the static data, Fuzzy \(c\)-ordered-means clustering, Graphical evaluation of the ridge-type robust regression estimators in mixture experiments, Sparse least trimmed squares regression for analyzing high-dimensional large data sets, The bias and skewness of \(M\)-estimators in regression, Two proposals for robust PCA using semidefinite programming, Normalized estimating equation for robust parameter estimation, 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, Linear regression with sparsely permuted data, The security of machine learning, A partial-robust-ridge-based regression model with fuzzy predictors-responses, Robust discrimination under a hierarchy on the scatter matrices, Initial robust estimation in generalized linear models, Fast computation of robust subspace estimators, Standardization of multivariate Gaussian mixture models and background adjustment of PET images in brain oncology, On the use of conditional expectation in portfolio selection problems, Cluster-based \(L2\) re-weighted regression, Robust sieve estimators for functional canonical correlation analysis, Multivariate and functional robust fusion methods for structured big data, Robust pairwise learning with Huber loss, Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression, Optimal robust estimates using the Kullback-Leibler divergence, Robust algorithms for multiphase regression models, Robust median estimator in logistic regression, Robust parameter estimation with a small bias against heavy contamination, Logistic regression: from art to science, Trimming and likelihood: Robust location and dispersion estimation in the elliptical model, Robust weighted Gaussian processes, Robust nonparametric estimation with missing data, Connecting pairwise geodesic spheres by depth: DCOPS, Robust tests based on dual divergence estimators and saddlepoint approximations, A generalization of Tyler's M-estimators to the case of incomplete data, Estimation of the marginal location under a partially linear model with missing responses, Assessment of diagnostic procedures in symmetrical nonlinear regression models, A robust dynamic niching genetic algorithm with niche migration for automatic clustering problem, M-based simultaneous inference for the mean function of functional data, A robust coefficient of determination for regression, Detecting and handling outlying trajectories in irregularly sampled functional datasets, Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators, A new projection estimate for multivariate location with minimax bias, Robust test for dispersion parameter change in discretely observed diffusion processes, Tukey's M-estimator of the Poisson parameter with a special focus on small means, The difference of symmetric quantiles under long range dependence, On a robust local estimator for the scale function in heteroscedastic nonparametric regression, A robust adaptive-to-model enhancement test for parametric single-index models, Robust portfolios: contributions from operations research and finance, Robust tests for the common principal components model, Robust variable selection through MAVE, Robust distances for outlier-free goodness-of-fit testing, Robust functional linear regression based on splines, Robust estimation for vector autoregressive models, Robust tests in generalized linear models with missing responses, \(M\)-type smoothing spline estimators for principal functions, Nonparametric and robust methods. (Editorial), Editorial: Machine learning and robust data mining, Building a robust linear model with forward selection and stepwise procedures, Robust estimation for ARMA models, Asymptotic distributions of robust shape matrices and scales, Outlier identification in high dimensions, Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis, Robustified \(L_2\) boosting, Complex-valued ICA based on a pair of generalized covariance matrices, The random Tukey depth, Robust model selection using fast and robust bootstrap, A Hausman-type test to detect the presence of influential outliers in regression analysis, L^p and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective, Robustified distance based fuzzy membership function for support vector machine classification, Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies, Cluster detection and clustering with random start forward searches, Robust control charts for the mean of a locally linear time series, A novel robust control chart for monitoring multiple linear profiles in phase II, On PRESS and deletion bootstraps in linear regression, A comparison of robust versions of the AIC based on M-, S- and MM-estimators, Computationally easy outlier detection via projection pursuit with finitely many directions, Finite sample correction factors for several simple robust estimators of normal standard deviation, Unnamed Item, Test for parameter change in the presence of outliers: the density power divergence-based approach, A robust adaptive modified maximum likelihood estimator for the linear regression model, A Pseudo-Likelihood Approach to Linear Regression With Partially Shuffled Data, Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models, High leverage points and vertical outliers resistant model selection in regression, High breakdown point robust estimators with missing data, PMSE performance of two different types of preliminary test estimators under a multivariate t error term, Monitoring multivariate simple linear profiles using robust estimators, Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance, Robust nonparametric regression on Riemannian manifolds, Phase I and phase II analysis of linear profile monitoring using robust estimators, Robustness of Bootstrap in Instrumental Variable Regression, Robust stability, ℋ₂ analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix, A robust sparse linear approach for contaminated data, Performances of some high dimensional regression methods, Robust mixture regression modeling based on the generalized M (GM)-estimation method, Phase-I robust parameter estimation of simple linear profiles in multistage processes, Combining empirical likelihood and robust estimation methods for linear regression models, Robust estimation in restricted linear regression, Data driven robust estimation methods for fixed effects panel data models, Robust regression analysis: a useful two stage procedure, Robust surface estimation in multi-response multistage statistical optimization problems, Robust estimators based on generalization of trimmed mean, On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*, A new approach for the computation of halfspace depth in high dimensions, An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model, The extended Bregman divergence and parametric estimation, Robust regression for interval-valued data based on midpoints and log-ranges, Control charts for the mean based on robust two-sample tests, A Wald-type test statistic based on robust modified median estimator in logistic regression models, Outlier-free merging of homogeneous groups of pre-classified observations under contamination, A robust functional time series forecasting method, M-estimates for the multiplicative error model, Trimmed Statistical Estimation via Variance Reduction, The structural Sharpe model undert-distributions, A two-step robust estimation of the process mean using M-estimator, Linear regression with compositional explanatory variables, Geometric median and its application in the identification of multiple outliers, Bayesian growth curve models with the generalized error distribution, Robust explicit estimation of the two-parameter Birnbaum–Saunders distribution, 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, The total bootstrap median: a robust and efficient estimator of location and scale for small samples, Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery, BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES, Bayesian analysis of generalized elliptical semi-parametric models, 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, Robust regression: an inferential method for determining which independent variables are most important, Multivariate calibration with robust signal regression, A robust Parafac model for compositional data, Large sample behaviour of some well-known robust estimators under long-range dependence, A bilateral fuzzy support vector machine hybridizing the Gaussian mixture model, Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models, A robust posterior preference multi-response optimization approach in multistage processes, Unnamed Item, Robust Eligible Own Funds and Value at Risk Under Solvency II System, Robust Estimation of Parameters in Simple Linear Profiles Using M-Estimators, Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method, Generalized M-estimation for the accelerated failure time model, Robust estimation and variable selection in heteroscedastic linear regression, ROBUST FITTING OF INARCH MODELS, Time‐series models with an EGB2 conditional distribution, Robust Estimation of Multi-response Surfaces Considering Correlation Structure, Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems, Robust estimators for the fixed effects panel data model, Unnamed Item, Robust nonlinear principal components, On a construction of multivariate distributions given some multidimensional marginals, Robust fitting of hidden Markov regression models under a longitudinal setting, Outlier detection and robust estimation in linear regression models with fixed group effects, A small-sample correction factor for S-estimators, Tests for Scale Changes Based on Pairwise Differences, Least trimmed squares ridge estimation in partially linear regression models, Multiple Influential Point Detection in High Dimensional Regression Spaces, Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical, Unnamed Item, Using the Wavelet Transform for Time Series Analysis, Heteroscedasticity testing after outlier removal, Optimal B-robust estimators for the parameters of the power Lindley distribution, Robust Sparse Regression with High-Breakdown Value, Robust principal component analysis for compositional tables, Statistical Inference Enables Bad Science; Statistical Thinking Enables Good Science, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, Distributionally Robust Inventory Control When Demand Is a Martingale, A fuzzy robust regression approach applied to bedload transport data, Robust Bregman clustering, Editorial, special issue on ``Advances in robust statistics, The main contributions of robust statistics to statistical science and a new challenge, Quantile spectral processes: asymptotic analysis and inference, Outliers in official statistics, Minimum distance Lasso for robust high-dimensional regression, \(M\)-type penalized splines with auxiliary scale estimation, A von Mises approximation to the small sample distribution of the trimmed mean, Robust nonparametric kernel regression estimator, Sieve-based inference for infinite-variance linear processes, Correlation analysis for compositional data, The shooting S-estimator for robust regression, Robust likelihood inference for multivariate correlated count data, SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression, The use of a common location measure in the invariant coordinate selection and projection pursuit, Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions, ANCOVA: a heteroscedastic global test when there is curvature and two covariates, The FastHCS algorithm for robust PCA, Dilemmas of robust analysis of economic data streams, Development and evaluation of fast branch-and-bound algorithm for feature matching based on line segments, Robust portfolio optimization with a hybrid heuristic algorithm, Groups acting on Gaussian graphical models, Robust regularized singular value decomposition with application to mortality data, Influence analysis in response surface methodology, Robust estimators for generalized linear models, Regression with outlier shrinkage, Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators, A characterization of elliptical distributions and some optimality properties of principal components for functional data, On maximum likelihood fuzzy neural networks, Robust-efficient fitting of mixed linear models: methodology and theory, Quantiles for finite and infinite dimensional data, High-breakdown robust multivariate methods, On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation, Dual divergences estimation for censored survival data, \(M\)-estimation of wavelet variance, Computing of high breakdown regression estimators without sorting on graphics processing units, Robust joint modeling of mean and dispersion through trimming, Robust spatial time-frequency distribution matrix estimation with application to direction-of-arrival estimation, \(M\)-estimators for isotonic regression, On the robustness of two-stage estimators, Bandwidth choice for robust nonparametric scale function estimation, Consistency and robustness of tests and estimators based on depth, Decomposable pseudodistances and applications in statistical estimation, Robust functional principal components: a projection-pursuit approach, A smoothing principle for the Huber and other location \(M\)-estimators, Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models, Robust registration of point sets using iteratively reweighted least squares, Records with confirmation, Robust modelling of periodic vector autoregressive time series, The finite sample breakdown point of PCS, Affine invariant divergences associated with proper composite scoring rules and their applications, Robust inference for the stress-strength reliability, Robust Hotelling \(T^2\) control chart with consistent minimum vector variance, M-estimator with asymmetric influence function for estimating the Burr type III parameters with outliers, \(l_p\)-recovery of the most significant subspace among multiple subspaces with outliers, Corruption-tolerant bandit learning, Robust spiked random matrices and a robust G-MUSIC estimator, Multivariate functional outlier detection, Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination, Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination, A robust multiquadric method for digital elevation model construction, Robust estimation for the Weibull process applied to eruption records, Qualitative robustness of estimators on stochastic processes, Robustness analysis of a maximum correntropy framework for linear regression, 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, Cleaning large correlation matrices: tools from random matrix theory, Regression towards the mode, Benchmark testing of algorithms for very robust regression: FS, LMS and LTS, Robust tools for the imperfect world, On qualitative robustness of support vector machines, Combining robustness with efficiency in the estimation of the variogram, Robust estimation of AR coefficients under simultaneously influencing outliers and missing values, Estimates of MM type for the multivariate linear model, Fast estimation of the median covariation matrix with application to online robust principal components analysis, Imputation of missing values for compositional data using classical and robust methods, Design of kernel M-smoothers for spatial data, Sparse Principal Component Analysis via Variable Projection, M-estimation with incomplete and dependent multivariate data, Robust estimators in semi-functional partial linear regression models, A canonical definition of shape, Cellwise robust M regression, Robust fitting of mixture regression models, Finding multivariate outliers with FastPCS, Robust estimation of the correlation matrix of longitudinal data, S-estimation of hidden Markov models, Testing noisy numerical data for monotonic association, Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score, Robust estimation in long-memory processes under additive outliers, Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study, The Gaussian rank correlation estimator: robustness properties, RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point, One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic, Learning under \((1 + \epsilon)\)-moment conditions, A parametric framework for the comparison of methods of very robust regression, Analysis of a nonsmooth optimization approach to robust estimation, Influence functions of the Spearman and Kendall correlation measures, Robust estimation of location and concentration parameters for the von Mises-Fisher distribution, Robust variable selection with application to quality of life research, Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data, \(M\)-estimators for regression with changing scale, Nonsingular subsampling for regression S estimators with categorical predictors, One-step robust estimation of fixed-effects panel data models, Resistant estimates for high dimensional and functional data based on random projections, Perturbed robust linear estimating equations for confidentiality protection in remote analysis, All-in-one robust estimator of the Gaussian mean, Likelihood-based imprecise regression, Robust optimization of multistage process: response surface and multi-response optimization approaches, Noise benefits to robust M-estimation of location in dependent observations, Integration of prior knowledge of measurement noise in kernel density classification, Robust multivariate and functional archetypal analysis with application to financial time series analysis, Fast solving of weighted pairing least-squares systems, A spectral approach to estimate the autocovariance function, Benefits of noise in M-estimators: optimal noise level and probability density, Fuzziness in data analysis: towards accuracy and robustness, Robustness issues for \textsc{cub} models, Error propagation in isometric log-ratio coordinates for compositional data: theoretical and practical considerations, Principle component analysis: robust versions, Robust sparse Gaussian graphical modeling, On the rotational invariant \(L_1\)-norm PCA, Robust estimators in a generalized partly linear regression model under monotony constraints, Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter, Multivariate and functional classification using depth and distance, Robust scale estimators for fuzzy data, Sufficient dimension reduction and prediction in regression: asymptotic results, A robust outlier control framework for classification designed with family of homotopy loss function, Volatility estimation and jump detection for drift-diffusion processes, An exponential-type kernel robust regression model for interval-valued variables, Outlier detection for compositional data using robust methods, Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models, On robustifying some second order blind source separation methods for nonstationary time series, Identification of local multivariate outliers, Robust confirmatory factor analysis based on the forward search algorithm, Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator, Shape bias of robust covariance estimators: an empirical study, Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers, Minimax optimal sequential hypothesis tests for Markov processes, Robust exponential smoothing of multivariate time series, On the efficient computation of robust regression estimators, Fast robust estimation of prediction error based on resampling, Correcting MM estimates for ``fat data sets, Outlier detection and least trimmed squares approximation using semi-definite programming, Robust model selection with flexible trimming, Optimal risk transfer under quantile-based risk measurers, Monitoring robust regression, A robust multiple regression model based on fuzzy random variables, Information matrices and standard errors for MLEs of item parameters in IRT, Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms, M-estimator for estimating the Burr type III parameters with outliers, Classical and robust regression analysis with compositional data, A further analysis of robust regression modeling and data mining corrections testing in global stocks, Generalised central limit theorems for growth rate distribution of complex systems, The spatial sign covariance matrix with unknown location, A weighted strategy to handle likelihood uncertainty in Bayesian inference, Spatial sign correlation, On robust cross-validation for nonparametric smoothing, On the implementation of LIR: the case of simple linear regression with interval data, On the robust PCA and Weiszfeld's algorithm, A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter, Robust inference for nonlinear regression models, Weighted likelihood estimation of multivariate location and scatter, Robust functional regression based on principal components, The forward search: theory and data analysis, Statistical learning for recommending (robust) nonlinear regression methods, On general notions of depth for regression, Intraday forecasts of a volatility index: functional time series methods with dynamic updating, Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation, Weighted symmetric pivot coordinates for compositional data with geochemical applications, Robust elastic net estimators for variable selection and identification of proteomic biomarkers, Robustness of learning algorithms using hinge loss with outlier indicators, An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems, A robust varying coefficient approach to fuzzy multiple regression model, Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data, A statistical learning assessment of Huber regression, A robust Sharpe ratio, Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators, A comparative study of robust and stable estimates of multivariate location, Analysing pairwise logratios revisited, Online estimation of the asymptotic variance for averaged stochastic gradient algorithms, Robust Bayesian seemingly unrelated regression model, Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations, Scale calibration for high-dimensional robust regression, Robust multivariate estimation based on statistical depth filters, A practical method of robust estimation in case of asymmetry, Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators, Asymptotic linear expansion of regularized M-estimators, Robustness by reweighting for kernel estimators: an overview, Moment-type estimation from grouped samples, The power of monitoring: how to make the most of a contaminated multivariate sample, Marginalized Lasso in sparse regression, Outlyingness: which variables contribute most?, Data science vs. statistics: two cultures?, Boosting as a kernel-based method, Minimum Rényi pseudodistance estimators for logistic regression models, Correcting outliers in GARCH models: a weighted forward approach, Functional linear regression with Huber loss, Robust inference in partially linear models with missing responses, Strong convergence of robust equivariant nonparametric functional regression estimators, The random matrix regime of Maronna's M-estimator with elliptically distributed samples, Robust computation of linear models by convex relaxation, Robust nonparametric equivariant regression for functional data with responses missing at random, Simultaneous feature selection and outlier detection with optimality guarantees, Cellwise outlier detection with false discovery rate control, Efficient nonparametric estimation for skewed distributions, A Selective Overview and Comparison of Robust Mixture Regression Estimators, Reliable Robust Regression Diagnostics, Robust multi‐response surface optimization: a posterior preference approach, Sign depth tests in multiple regression, The Use of Prior Information in Very Robust Regression for Fraud Detection, On Huber's contaminated model, Decentralized dynamic state estimation for multi-machine power systems with non-Gaussian noises: outlier detection and localization, Robust Two-Step Wavelet-Based Inference for Time Series Models, Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion), Robust estimation in partially nonlinear models, Influence function-based confidence intervals for the Kendall rank correlation coefficient, Detection of outliers in functional time series, Elegant robustification of sparse partial least squares by robustness-inducing transformations, Seemingly unrelated clusterwise linear regression for contaminated data, Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis, Robust regression against heavy heterogeneous contamination, Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds, Robust density power divergence estimates for panel data models, The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting, Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs, Non-asymptotic robustness analysis of regression depth median, Least sum of squares of trimmed residuals regression, WLAD-LASSO method for robust estimation and variable selection in partially linear models, Robust estimation for the Cox regression model based on trimming, Breakdown point theory for implied probability bootstrap, Robust Regression Using Data Partitioning and M-Estimation, Weak Solutions to a Nonuniformly Elliptic PDE System in the Harmonic Regime, A Gini Autocovariance Function for Time Series Modelling, Robust second-order least-squares estimation for regression models with autoregressive errors, Robust Linearized Ridge M-estimator for Linear Regression Model, Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators, On the Optimality of Multivariate S-Estimators, On adaptive linear regression, The influence function of penalized regression estimators, Generalized System Identification with Stable Spline Kernels, Expected shortfall estimation for apparently infinite-mean models of operational risk, Exponential smoothing based on L-estimation, Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM, A robust Liu regression estimator, New testing approaches for mean-variance predictability, Gradient descent for robust kernel-based regression, Robust principal component analysis: a factorization-based approach with linear complexity, Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications, Recursive maximum likelihood estimation with \(t\)-distribution noise model, Robust Estimation for Parameters of the Extended Burr Type III Distribution, Unnamed Item, Robust regression with compositional covariates including cellwise outliers, ROBUSTNESS OF THE REGRESSION MODELS FOR UNCERTAIN CATEGORIES, Some notes on robust sure independence screening, Penalized MM regression estimation withL_γpenalty: a robust version of bridge regression, Classical and robust orthogonal regression between parts of compositional data, Introducing Prior Information into the Forward Search for Regression, How to Marry Robustness and Applied Statistics, Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures, Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis, Robust subspace recovery by Tyler's M-estimator, Gibbs posterior concentration rates under sub-exponential type losses, Unnamed Item, Robust estimation of complicated profiles using wavelets, Comparing Classical and Robust Sparse PCA, Unnamed Item, Geometric aspects of robust testing for normality and sphericity, Computing Robust Statistics via an EM Algorithm, Robust Model Selection with LARS Based on S-estimators, Robust Methods for Compositional Data, Robust Principal Component Analysis Based on Pairwise Correlation Estimators, A novel robust multivariate regression approach to optimize multiple surfaces, UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, Robust generalized confidence intervals, Robust linear regression: A review and comparison, Higher-Order Infinitesimal Robustness, Clusters Detection in Regression Problems: A Similarity Test Between Estimated Models, Compound-Estimator Based Cause-Selecting Control Chart for Monitoring Multistage Processes, Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data, A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions, Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator, A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers, Global non-smooth optimization in robust multivariate regression, Robust estimation for boundary correction in wavelet regression, Robust estimates in generalised varying-coefficient partially linear models, The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error, Fault Detection and Isolation with Robust Principal Component Analysis, (Non-)robustness of maximum likelihood estimators for operational risk severity distributions, Discriminant analysis for compositional data and robust parameter estimation, Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation, The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator, Bayesian model robustness via disparities, A Proposal of Robust Regression for Random Fuzzy Sets, Robust Diagnostics of Fuzzy Clustering Results Using the Compositional Approach, Robust estimation in the additive hazards model, Score function of distribution and revival of the moment method, An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models, On the Robustness of Absolute Deviations with Fuzzy Data, A Novel Robust MM Filter against Outliers, Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models, A robust R control chart based on a two-step estimator of the process dispersion, Robust non-parametric smoothing of non-stationary time series, Filtering With Heavy Tails, Covariance matrices of S robust regression estimators, Minimizing Sum of Truncated Convex Functions and Its Applications, Robust and Accurate Inference via a Mixture of Gaussian and Student’s t Errors, Valid Inference Corrected for Outlier Removal, Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes, The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors, Robustness of the Mean Square Risk in Forecasting of Regression Time Series, Tests Based on Simplicial Depth for AR(1) Models With Explosion, A Well-Tempered Landscape for Non-convex Robust Subspace Recovery, Robust estimation with modified Huber's function for functional linear models, Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model, Robust Inference in Two-phase Sampling Designs with Application to Unit Nonresponse, Detection of outliers in the response and explanatory variables of the simple circular regression model, Privacy-Preserving Parametric Inference: A Case for Robust Statistics, Robust location estimation with missing data, New Insights Into Learning With Correntropy-Based Regression, Iterative gradient descent for outlier detection, A Natural Robustification of the Ordinary Instrumental Variables Estimator, Scaled Fisher consistency of partial likelihood estimator in the Cox model with arbitrary frailty, Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors, Bounded influence estimation for regression and scale, Robust and Scalable Methods for the Dynamic Mode Decomposition, Derivative-free optimization and neural networks for robust regression, A Robustification of the Chain-Ladder Method

Uses Software

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5468336&oldid=30012279"