scientific article; zbMATH DE number 3320125

MaRDI QIDQ5600636zbMATH OpenFDO

Authors John W. Tukey

Publication date 1960

Cited in

(only showing first 100 items - show all)

• Robust directed tests of normality against heavy-tailed alternatives
• Weighted empirical likelihood estimates and their robustness properties
• Robust analysis of variance: an approach based on the forward search
• Minimum distance estimation in imprecise probability models
• A quantile-based approach to system selection
• Bayes-\(P^ *\) subset selection procedures for the best population
• Optimal stratification and clustering on the line using the \(L_ 1\)- norm
• Robust estimation and regression with parametric quantile functions
• Robust identification
• A note on Studentizing a test for heteroscedasticity
• Estimation of a parameter using Pitman nearness criterion
• Robust nonorthogonal analyses revisited: An update based on trimmed means
• Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
• An invariance property of common statistical tests
• Bahadur slope of the \(t\)-statistic for a contaminated normal
• Globally robust inference for the location and simple linear regression models
• Uniform strong consistency of robust estimators.
• Early sample measures of variability.
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
• Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
• The mean and median absolute deviations
• Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models
• Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes
• Comments on ``Sur une limitation très générale de la dispersion de la médiane by M. Fréchet
• Fréchet and robust statistics
• Articulated estimator random field and geometrical approach applied in system identification
• An adaptive robustizing approach to Kalman filtering
• John W. Tukey's contributions to multiple comparisons
• A one-way random effects model for trimmed means
• The percentage bend correlation coefficient
• Deconvolving a density from contaminated dependent observations
• A robust modification of the Jarque-Bera test of normality
• Two proposals for robust PCA using semidefinite programming
• Seasonal adjustment of daily time series
• A robust Sharpe ratio
• Robustness by reweighting for kernel estimators: an overview
• Dimension independent excess risk by stochastic gradient descent
• ANCOVA: an approach based on a robust heteroscedastic measure of effect size
• High dimensional generalized linear models for temporal dependent data
• Distribution-free robust linear regression
• Robust sub-Gaussian estimation of a mean vector in nearly linear time
• Modeling the cryptocurrency return distribution via Laplace scale mixtures
• Quadratic estimation for discrete time-varying non-Gaussian systems with multiplicative noises and quantization effects
• Robust machine learning by median-of-means: theory and practice
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• Robust classification via MOM minimization
• ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
• A time-varying multivariate noncentral contaminated normal copula model and its application to the visualized dependence analysis of Hong Kong stock markets
• A Bayesian sensitivity analysis of the effect of different random effects distributions on growth curve models
• Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
• On estimation of measurement error models with replication under heavy-tailed distributions
• The optimal statistical median of a convex set of arrays
• Algorithms of robust stochastic optimization based on mirror descent method
• Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
• Mixtures of multivariate contaminated normal regression models
• A practical method of robust estimation in case of asymmetry
• Resistant estimates for high dimensional and functional data based on random projections
• Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model
• Confidence intervals for dependent data: equating non-overlap with statistical significance
• An evolutionary algorithm for robust regression
• On the optimization properties of the correntropic loss function in data analysis
• On weighted randomly trimmed means
• Huber's minimax approach in distribution classes with bounded variances and subranges with applications to robust detection of signals
• Statistical inference on mixing proportion
• Multivariate generalized linear-statistics of short range dependent data
• Penalised robust estimators for sparse and high-dimensional linear models
• Robust model-based clustering with mild and gross outliers
• On the stability of mixtures of probability distributions to perturbations of mixing distributions
• How to marry robustness and applied statistics
• F-probability plot and its application to multivariate normality
• Power of tests of normality for detecting scale contaminated normal samples
• A central limit theorem for bootstrap sample sums from non-i.i.d. models
• Strategies for securing evidence through model criticism
• scientific article; zbMATH DE number 4064318 (Why is no real title available?)
• Robust estimation via minimum distance methods
• General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
• Robustness properties for a simple class of rank estimates
• EstimatingP{X>Y} In Exponential Model
• Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
• Gradient descent for robust kernel-based regression
• Sampling correctors
• Bayesian meta-analysis of correlation coefficients through power prior
• Learning discrete distributions from untrusted batches
• A Framework of Learning Through Empirical Gain Maximization
• Multiple scaled contaminated normal distribution and its application in clustering
• Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis
• Jackknife method for the location of gross errors in weighted total least squares
• Sample size determination of a nonparametric test based on weighted \(L_2\)-Wasserstein distance
• Geometric median and its application in the identification of multiple outliers
• Robust and scale-free effect sizes for non-Normal two-sample comparisons, with applications in e-commerce
• Robust estimation of loss models for lognormal insurance payment severity data
• Linear regression with mis-specified error distribution
• On qualitative robustness of support vector machines
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• Tests on asymmetry for ordered categorical variables
• Distributionally Robust Inventory Control When Demand Is a Martingale
• Non- and semiparametric statistics: compared and contrasted
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models

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