Robust Estimation of a Location Parameter

DOI10.1214/aoms/1177703732zbMath0136.39805OpenAlexW2046033161WikidataQ22673907 ScholiaQ22673907MaRDI QIDQ5509355

Publication date: 1964

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177703732

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statistics

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Regression, Robust location estimation with missing data, Unnamed Item, Bandwidth selection in robust smoothing, Robust location estimation under dependence, Distortion sensitivity of estimators of location, On solvability of an equation arising in the theory of m-estimates, Minimum hellinger distance estimation for normal models, Robust analysis of variance for a randomized block design, Unnamed Item, Partially-adaptive robust estimators of location via exponential embedding, Bounded influence estimation for regression and scale, Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location, Unnamed Item, Automatic bandwidth selection for modified m-smoother^∗, ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES, A new approach to default priors and robust bayes methodology, RobustM-estimators of scale: Minimax bias versus maximal variance, Minimax weights for generalised M-estimation in biased regression models, INDUCED CORES AND THEIR USE IN ROBUST PARAMETRIC ESTIMATION, Summary measurements and screening in clinical trials with replicate observations, Semi-parametric MLE in Simple Linear Regression Analysis with Interval-Censored Data, REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS*, Maxbias Curves of Robust Location Estimators based on Subranges, A note on estimating equations for linear parameters in discrete-time stochastic processes, On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean, La médiane simpliciale d'Oja: Existence, unicité et stabilité, Conditions of Asymptotic Normality of One-Step M-Estimators, Robust Decisions under Risk for Imprecise Probabilities, Model averaging for M-estimation, Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model, Gradient descent for robust kernel-based regression, QQ-plot approach to robust Kalman filtering, Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators, Adaptive sequential confidence intervals for A location Parameter, On robust Kalman filtering, Almost sure representation for multivariate m-estimators, On robust estimation using individual ratios in bioavailability trials, On optimal b-robust influence functions in multidimensional parametric models, Robust methods for personal‐income distribution models, Artificial neural networks: an econometric perspective^∗, Finite sample properties of adaptive regression estimators, PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION, Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, Bias-robustness of l-estimates of location against dependence, Maximum asymptotic variances of mndash;estimators of location with auxiliary scale estimator under symmetric contamination, On practical implementation of robust kalman filtering, CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA, Adaptive tests for the c-sample location problem - the case of two-sided alternatives, Adaptive tests for the c-sample location problem - the case of two-sided alternatives, Robust regression analysis for a censored response and functional regressors, Model influence functions based on mixtures, On the accuracy of empirical likelihood confidence intervals forM-Functionals, Robustness and efficiency of some tests for ordered alternatives in the C-Sample location problem, Robust sequential designs for approximately linear models, Higher-Order Infinitesimal Robustness, Estimating GARCH models using support vector machines*, A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions, Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate, An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation, Numerical solution of robust regression problems: computational aspects, a comparison, Highly Resistant Regression and Object Matching, An introduction to robust procedures, Unnamed Item, Robustness properties for a simple class of rank estimates, A monte carlo study of robust estimators of location, Quick, Easy, and Powerful Analysis of Unreplicated Factorial Designs, Robust regression using iteratively reweighted least-squares, Robust regression estimators compared via monte carlo, Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares, Delta Boosting Machine with Application to General Insurance, Locally robust correlation coefficients, A Central Limit Theorem for M‐estimators by the von Mises Method, Unnamed Item, Asymptotic behavior of iterative M-estimartors for location, Unnamed Item, A new infinitesimal approach to robust estimation, Techniques for nonlinear least squares and robust regression, Robust sequential designs for nonlinear regression, Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap, Adaptive Statistik (Bemerkungen über neuere Bestrebungen in der statistischen Methodologie), Asymptotic behavior of general M-estimates for regression and scale with random carriers, Asymptotically multinomial experiments and the extension of a theorem of wald, Sharp upper mean-variance bounds for trimmed means from restricted families, M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result, Some results on estimating a change-point using non-parametric type statistics, Unnamed Item, Asymptotic representation of L-estimators and their relations to M-estimators, The asymptotic distributions of kernel estimators of the mode, Best monotone M-estimators, Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination, Testing in robust anova, A minimum variance adaptive technique for parameter estimation and hypothesis testing, Applications to Optics and Wave Mechanics of the Criterion of Maximum Cramer-Rao Bound, Is statistics too difficult?, Robust estimation of extremes, On the trimmed mean and minimax-varianceL-estimation in Kolmogorov neighbourhoods, Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods, On the explosion rate of maximum-bias functions, Trimmed means and M-estimates, Monte Carlo studies of some adaptive robust procedures for location, Unnamed Item, Robustness of the student t based M-estimator, Studentized robust statistics in multivariate randomized block design, An adaptive two-sample location-scale test of lepage type for symmetric distributions, Unnamed Item, CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER, Unnamed Item, L p -methods for robust regression, Asymptotic efficiencies of estiamtors of location a comutational study, Most robust M-estimators in the infinitesimal sense, Studentized robust statistics for, main effects in a two-factor manova, Lineaire regressie-analyse, ook bij gegevens in strijd met het model, Robust confidence interval for the variance, Robust minimum distance estimators for the CARR(1,1) model, Robust sparse regression by modeling noise as a mixture of gaussians, Rank-Based Analysis of Linear Models and Beyond: A Review, Robust inference in the multilevel zero-inflated negative binomial model, A New Principle for Tuning-Free Huber Regression, Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs, Best Arm Identification for Contaminated Bandits, Asymptotic relative efficiency comparisions for some robust location estimators, A global test for effects in 2^kfactorial design without replicates, Reconstructing the Kaplan–Meier Estimator as an M-estimator, Robust covariance estimation with noisy high-frequency financial data, A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality, Identification of time‐varying OE models in presence of non‐Gaussian noise: Application to pneumatic servo drives, A comparison of robust versions of the AIC based on M-, S- and MM-estimators, Robust piecewise linear L₁-regression via nonsmooth DC optimization, FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control, An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression, A nonlinear measurement error model and its application to describing the dependency of health outcomes on dietary intake, High leverage points and vertical outliers resistant model selection in regression, High breakdown point robust estimators with missing data, Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors, Monitoring multivariate simple linear profiles using robust estimators, Unnamed Item, A robust regression methodology via M-estimation, Does the generalized mean have the potential to control outliers?, Robust equivariant non parametric regression estimators for functional ergodic data, Maximum Lq-Likelihood Estimation for the parameters of Marshall-Olkin Extended Burr XII Distribution, Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information, Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models, A Robust Two Sample Procedure to Estimate a Shift Parameter, Numerical study of robust Bayesian analysis of generalized inverted family of distributions based on progressive type II right censoring, Combining empirical likelihood and robust estimation methods for linear regression models, Jackknife method for the location of gross errors in weighted total least squares, Data driven robust estimation methods for fixed effects panel data models, A revised generalized F-test for testing the equality of group means under non-normality caused by skewness, Robust estimators based on generalization of trimmed mean, Robust change detection for large-scale data streams, Regularized robust estimation in binary regression models, An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model, Parameter estimation by minimizing a probability generating function-based power divergence, Robustness and Tractability for Non-convex M-estimators, Maximum correntropy unscented filter, M-estimates for the multiplicative error model, Unnamed Item, Unnamed Item, Robust Estimation of the Mean with Bounded Relative Standard Deviation, Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation, Robust regression for estimating the Burr XII parameters with outliers, One-stepM-estimators: Jones and Faddy's skewedt-distribution, The total bootstrap median: a robust and efficient estimator of location and scale for small samples, Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach, Unnamed Item, Improving prediction performance of stellar parameters using functional models, Marshall–Olkin distribution: parameter estimation and application to cancer data, Robust Maximum Likelihood Estimation, Inference robust to outliers with ℓ₁-norm penalization, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace, Multivariate calibration with robust signal regression, A mixture-based approach to robust analysis of generalised linear models, Unnamed Item, Detecting Strong Signals in Gene Perturbation Experiments: An Adaptive Approach With Power Guarantee and FDR Control, ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA, A bilateral fuzzy support vector machine hybridizing the Gaussian mixture model, Dynamic Neural Turing Machine with Continuous and Discrete Addressing Schemes, Unnamed Item, Unnamed Item, Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models, A Guide to the TV Zoo, Unnamed Item, On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach, Analysis of incomplete longitudinal data with informative drop‐out and outliers, Gauss–Newton Methods for Robust Parameter Estimation, Unnamed Item, Adaptive Jonckheere-type tests for ordered alternatives, Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method, Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms, Model-driven statistical arbitrage on LETF option markets, Generalized Canonical Polyadic Tensor Decomposition, Regular, median and Huber cross‐validation: A computational comparison, Improved double kernel local linear quantile regression, Optimal B-robust estimators for the parameters of the Burr XII distribution, Weak linear representation of M-estimaton in GLMs with dependent errors, Weighted M-statistics With Superior Design Sensitivity in Matched Observational Studies With Multiple Controls, Image Denoising with Generalized Gaussian Mixture Model Patch Priors, Dynamical Systems Approach to Outlier Robust Deep Neural Networks for Regression, Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model, Robust location estimators in regression models with covariates and responses missing at random, Analysis and automatic parameter selection of a variational model for mixed Gaussian and salt-and-pepper noise removal, LINEAR REGRESSION WITH MIS-SPECIFIED ERROR DISTRIBUTION, On image restoration from random sampling noisy frequency data with regularization, TERES: Tail Event Risk Expectile Shortfall, Privacy-Preserving Parametric Inference: A Case for Robust Statistics, Unnamed Item, Unnamed Item, Unnamed Item, A Smooth Block Bootstrap for Statistical Functionals and Time Series, Comparison of Statistical Methods for Pretest–Posttest Designs in Terms of Type I Error Probability and Statistical Power, Unnamed Item, Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects, Maximal dispersion of order statistics in dependent samples, The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models, Approximate Gibbs sampler for Bayesian Huberized lasso, Robust confidence limits, Unnamed Item, Learning regularization parameters for general-form Tikhonov, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Robust penalized empirical likelihood estimation method for linear regression, Robust penalized empirical likelihood in high dimensional longitudinal data analysis, New moderation methods of higher school certificate assessments: a case study of the New South Wales practice, Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes, Predicting stock realized variance based on an asymmetric robust regression approach, Minimizing sensitivity to model misspecification, Quantifying uncertainty in method of moments estimates of the heterogeneity variance in random effects meta‐analysis, Comparison of the robust methods in the general linear regression model, The Almon M-estimator for the distributed lag model in the presence of outliers, Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation, Empirical strategy for stretching probability distribution in neural-network-based regression, Robust instance-dependent cost-sensitive classification, Huber estimation for the network autoregressive model, On the use of robust estimators of multivariate location for heterogeneous data, Robust Small Area Estimation under Spatial Non‐stationarity, Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation, A framework of regularized low-rank matrix models for regression and classification, Deconfounding and Causal Regularisation for Stability and External Validity, Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data, Learning with risks based on M-location, On Huber's contaminated model, Doubly iteratively reweighted algorithm for constrained compressed sensing models, Robust estimation in beta regression via maximum $\mathrm{L}_q$-likelihood, Clustering mixed-type player behavior data for churn prediction in mobile games, Laplace's method and BIC model selection for least absolute value criterion, Extension of forward-reflected-backward method to non-convex mixed variational inequalities, Safety-constrained reinforcement learning with a distributional safety critic, Modelling the influence of returns for an omni-channel retailer, Robust Two-Step Wavelet-Based Inference for Time Series Models, Limit theorems for deviation means of independent and identically distributed random variables, Robust maximum likelihood estimation of stochastic frontier models, A first-order Rician denoising and deblurring model, On latent idealized models in symbolic datasets: unveiling signals in noisy sequencing data, Rate-optimal robust estimation of high-dimensional vector autoregressive models, Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion), Topics in robust statistical learning, Robust Bayesian choice, Unnamed Item, Huberization image restoration model from incomplete multiplicative noisy data, Penalized $M$-estimation based on standard error adjusted adaptive elastic-net, Robust inference for high‐dimensional single index models, Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination, Online inference in high-dimensional generalized linear models with streaming data, Sparse Reduced Rank Huber Regression in High Dimensions, Distributionally robust and generalizable inference, Deep Neural Networks Pruning via the Structured Perspective Regularization, Retire: robust expectile regression in high dimensions, Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective, Elegant robustification of sparse partial least squares by robustness-inducing transformations, Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis, A bundle-type method for nonsmooth DC programs, Second-order robustness for time series inference, Robust correlation scaled principal component regression, Unnamed Item, Robust estimation: A condensed partial survey, Unnamed Item, Unnamed Item, Robust Support Vector Machines for Classification with Nonconvex and Smooth Losses, Matrix Factor Analysis: From Least Squares to Iterative Projection, BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES, Application of M-Estimators to Cross-Section Effect Models, Smooth Tests for the Zero‐Inflated Poisson Distribution, Robust small area estimation under semi‐parametric mixed models, Convergence properties of two-stage stochastic programming, Non- and semiparametric statistics: compared and contrasted, Strong consistency of M-estimates in linear models, Sample heterogeneity and M-estimation, MU-estimation and smoothing, Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems, Robustness and the robust estimate, Non-parametric estimation in contaminated linear model, The $50\%$ breakdown point in simultaneous $M$-estimation of location and scale, Asymptotic distribution of regression M-estimators, Robust m-estimators, Robust estimation of a linear functional relationship, Comparison of Robust Estimators of Standard Deviation in Normal Distributions Within the Context of Quality Control, The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics, Development of a highly efficient and resistant robust design, Sensitivity Analysis for m‐Estimates, Tests, and Confidence Intervals in Matched Observational Studies, Scalable estimation strategies based on stochastic approximations: classical results and new insights, Sensitivity Analysis for m‐Estimates, Tests, and Confidence Intervals in Matched Observational Studies, Model-based process monitoring using robust generalized linear models, Comment: ``Microarrays, empirical Bayes and the two-groups model, Unnamed Item, Robust estimation for linear regression with asymmetric errors, Optimal B-robust estimators for the parameters of the power Lindley distribution, A Unifying Tutorial on Approximate Message Passing, Imputation based mean estimators in case of missing data utilizing robust regression and variance–covariance matrices, Distributionally Robust Inventory Control When Demand Is a Martingale, Signal Decomposition Using Masked Proximal Operators, Robust Bayesian approach to logistic regression modeling in small sample size utilizing a weakly informative student’s t prior distribution, Nonconcave penalized M-estimation for the least absolute relative errors model, Robustness of the Simultaneous Estimators of Location and Scale From Approximating a Histogram by a Normal Density Curve, On the Boundedness and Nonmonotonicity of Generalized Score Statistics, A higher-order correct fast moving-average bootstrap for dependent data, On the variable bandwidth kernel estimation of conditional $U$-statistics at optimal rates in sup-norm, Robust supervised learning with coordinate gradient descent, GTL regression: a linear model with skewed and thick-tailed disturbances, Robust estimation in regression and classification methods for large dimensional data, Robust Multivariate Lasso Regression with Covariance Estimation, Universality of regularized regression estimators in high dimensions, Adaptive and robust multi-task learning, Differentially private inference via noisy optimization, Least sum of squares of trimmed residuals regression, A modified Huber loss function for continual reassessment methods in clinical trials, A data-adaptive dimension reduction for functional data via penalized low-rank approximation, Generalised likelihood profiles for models with intractable likelihoods, Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates, Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis, Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change, Maximum likelihood estimation for non-stationary location models with mixture of normal distributions, Image Super-Resolution Reconstruction by Huber Regularization and Tailored Finite Point Method, M-estimates: a review and application for decision-making under uncertainty, Mean estimation in high dimension, High-dimensional local linear regression under sparsity and convex losses, An Optimal Transport Analogue of the Rudin–Osher–Fatemi Model and Its Corresponding Multiscale Theory, Unnamed Item