Robust Estimates of Location: Survey and Advances
From MaRDI portal
Publication:5667862
DOI10.1515/9781400867011zbMath0254.62001OpenAlexW2088460382MaRDI QIDQ5667862
John W. Tukey, Frank Hampel, W. H. Rogers, Peter J. Huber, Peter J. Bickel, David F. Andrews
Publication date: 1972
Full work available at URL: https://doi.org/10.1515/9781400867011
Nonparametric robustness (62G35) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample, John W. Tukey (1915--2000): His life and professional contributions, John W. Tukey's contributions to multiple comparisons, Robust estimation in time series, Editorial, special issue on ``Advances in robust statistics, Robust estimation in the linear model with asymmetric error distributions, Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures, Outliers in official statistics, The bias of \(k\)-step M-estimators, On the variance of the trimmed mean, Adaptive choice of trimming proportions, A robust and easy confidence procedure with moderately long-tailed symmetric distributions, The use of a common location measure in the invariant coordinate selection and projection pursuit, An effective selection of regression variables when the error distribution is incorrectly specified, Least informative distributions in maximum \(q\)-log-likelihood estimation, Robust estimation of multivariate location and shape, Approaches to robust estimation in the simplest variance components model, Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators, Existence of a normal scale mixture with a given variance and a percentile, Stability, Indices of empirical robustness, Bahadur slope of the \(t\)-statistic for a contaminated normal, Augmented order statistics and the biasing effect of outliers, Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals, Limit behavior of the empirical influence function of the median, Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions, Robust identification, Robustness of MML estimators based on censored samples and robust test statistics, Approximate confidence intervals for a robust scale parameter, High-breakdown robust multivariate methods, The impact of Levene's test of equality of variances on statistical theory and practice, Robust tests in genome-wide scans under incomplete linkage disequilibrium, Statistical analysis and modeling of Internet VoIP traffic for network engineering, Peak-insensitive parametric spectrum estimation, Kinetic theory and Lax equations for shock clustering and Burgers turbulence, Large sample properties of Jaeckel's adaptive trimmed mean, A smoothing principle for the Huber and other location \(M\)-estimators, Central limit theorems for local empirical processes near boundaries of sets, Nonparametric estimation of the location and scale parameters based on density estimation, Testing symmetry under a skew Laplace model., Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models, Some asymptotic distributions in the location-scale model, Weak convergence of bounded influence regression estimates with applications to repeated significance testing, Robust M-estimators of location vectors, Robust score and portmanteau tests of volatility spillover, Non-parametric confidence intervals for covariance and correlation, Redescending \(M\)-estimators, The excess-mass ellipsiod, Convergence of the feasible solution algorithm for least median of squares regression, Statistical scoring procedures applicable to laboratory performance evaluation, Asymptotics for multivariate trimming, A robust method of estimation based on the MML estimators for a simple linear regression model, Local M-estimation with discontinuous criterion for dependent and limited observations, Inferences based on multiple skipped correlations, Maximum likelihood estimation for Tukey's three corners, On a fast, robust estimator of the mode: comparisons to other robust estimators with applications, Articulated estimator random field and geometrical approach applied in system identification, On the asymptotics of trimmed best \(k\)-nets, Robust test for dispersion parameter change in discretely observed diffusion processes, The beta Laplace distribution, When jackknifing fails (or does it?), Solving implicit equations in psychometric data analysis, On the finite sample breakdown points of redescending \(M\)-estimates of location, Properties and estimation of asymmetric exponential power distribution, Three steps towards robust regression, Inconsistency of bootstrap: the Grenander estimator, Asymptotics of the shorth plot, Robust estimation and regression with parametric quantile functions, Mode regression, Asymptotics of Bayesian median loss estimation, Hodges-Lehmann estimate of the location parameter in censored samples, Some aspects of the theory of estimating equations, Efficiencies for window estimates of the parameters of the Cauchy distribution, Global robust estimation and its application to GPS positioning, Linear regression models with slash-elliptical errors, Asymptotic normality for robust R-estimators of regression function, M-estimators and gnostical estimators for identification of a regression model, A simple forward selection procedure based on false discovery rate control, Robust directed tests of normality against heavy-tailed alternatives, Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension, A reinvestigation of robust scale estimation in finite samples, A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations, Statistical consistency and hypothesis testing for nonmetric multidimensional scaling, Minimum volume sets and generalized quantile processes, Robust regression function estimation, Are robust estimation methods useful in the structural errors-in- variables model?, Comparison of robust estimates of modified variants of standard deviations and average absolute deviations, Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem, Robust estimation in very small samples., An overview of median and stack filtering, An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model, Set-indexed conditional empirical and quantile processes based on dependent data, Quasi-Bayesian estimation of Stigler's data sets, The influence curve approach in data envelopment analysis, The mean and median absolute deviations, A note on robust estimation of location, Estimation of upper quantiles under model and parameter uncertainty., Robust estimators of the mode and skewness of continuous data., Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators, A parametric framework for the comparison of methods of very robust regression, What are the Most Important Statistical Ideas of the Past 50 Years?, Choosing a robustness tuning parameter, The Almon M-estimator for the distributed lag model in the presence of outliers, Understanding some long‐tailed symmetrical distributions, Slash distributions, generalized convolutions, and extremes, M-estimates: a review and application for decision-making under uncertainty, Robust estimation: A condensed partial survey, Robust Support Vector Machines for Classification with Nonconvex and Smooth Losses, Numerical algorithms for nonlinear \(L_p\)-norm problem and its extreme case, Bootstrapping the shorth for regression, Estimators of Influence Function, Weakly Monotone Averaging Functions, Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance, M-estimators with asymmetric influence functions: the distribution case, A class of nonparametric mode estimators, Robustness of the Simultaneous Estimators of Location and Scale From Approximating a Histogram by a Normal Density Curve, \(M\)-estimators for regression with changing scale, A class of robust stepwise alternatives to Hotelling's T 2 tests, Adaptive Choice of Trimming Proportions for Location Estimation of the Mean, Exact tests for outliers in Laplace samples, New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location, On the convergence of Newton's method when estimating higher dimensional parameters, Contributions to adaptive estimation, Summary measurements and screening in clinical trials with replicate observations, Two sets of isotones for comparing tests of exponentiality, Skew models. I, Tukey's biweight estimation for uncertain regression model with imprecise observations, An Extension of the Normal/Independent Family for Studies of Robust Estimators, A new family of multivariate skew slash distribution, Outlier detection and robust estimation of scale, Minimum distance estimation in linear regression with strong mixing errors, Robust regression analysis: a useful two stage procedure, Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators, Unnamed Item, Unnamed Item, Robustness and Tractability for Non-convex M-estimators, Who's being swindled?: a case for enlightened naivete, Tables to calculate untrimmed range and standard deviation estimates from trimmed estimates, On univariate slash distributions, continuous and discrete, Generalized Wilcoxon Rank Tests and Sensitivity Curves, How to Marry Robustness and Applied Statistics, Asymptotically Stable Tests with Application to Robust Detection, Unnamed Item, O-statistics and their applications, On Robust Linear Regression of Hepatic Extraction of Insulin, Comparison of estimation methods for the finite population mean in simple random sampling: symmetric super-populations, Model influence functions based on mixtures, M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model, A note on robustness of two-stage procedure for a multivariate compounded normal distribution, One-stepM-estimators: Jones and Faddy's skewedt-distribution, Robust pairwise multiple comparisons under short-tailed symmetric distributions, Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions, A robust scale estimator based on the shortest half, Monitoring robust regression, Computing Robust Statistics via an EM Algorithm, A discussion of the question: for what use are tests of hypotheses and tests of significance, Robust statistics for testing mean vectors of multivariate distributions, Karhunen–Loeve expansion for the additive two-sided Brownian motion, LIKELIHOOD RATIO AND HAZARD RATE ORDERINGS OF THE MAXIMA IN TWO MULTIPLE-OUTLIER GEOMETRIC SAMPLES, The Use of Influence Functions for Outlier Detection and Data Editing, An analysis of constrained robust regression estimators, Weighted least-squares rank estimates, Gauss–Newton Methods for Robust Parameter Estimation, Adaptive robust estimation of location and scale parameters of symmetric populations, A new dimension to nonparametric tests, An introduction to robust procedures, Multiple comparisons based on a modified one-step M-estimator, Algorithm 616: fast computation of the Hodges-Lehmann location estimator, Preliminary estimators for robust non-linear regression estimation, Robust analysis of variance, Power of tests of normality for detecting scale contaminated normal samples, Heavy-tailed longitudinal regression models for censored data: a robust parametric approach, Robustness properties for a simple class of rank estimates, A monte carlo study of robust estimators of location, Mean or median? (A note on an old problem), Two new approaches to robust estimation in time series, Unnamed Item, Robust regression using iteratively reweighted least-squares, Robustness of Inference for One-sample Problem with Correlated Observations, Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares, A review of robust regression and diagnostic procedures in linear regression, The forward search: theory and data analysis, A fast mode estimator in multidimensional space, Robust estimation and inference for heavy tailed GARCH, Several Applications of Divergence Criteria in Continuous Families, Asymptotic behavior of iterative M-estimartors for location, Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families, Unnamed Item, Gamma minimax robustness of bayes rules, A class of robust estimators, Efficient robust estimates in parametric models, Unnamed Item, Adaptive Statistik (Bemerkungen über neuere Bestrebungen in der statistischen Methodologie), Statistical estimation of the pharmokinetic parameters in the one compartment open model, Unnamed Item, Robuste schätzungen: Ein anwendungsorientierter Überblick, A comparative study of robust and stable estimates of multivariate location, Robust estimation via minimum distance methods, Robust parameter estimation for fuel cost models in economic operation of electric power systems, On minimum cramer-von mises-norm parameter estimation, Rejoinder to the discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample, On the computation of a robusl version of the optimalc(α) test, One-sided trimming in small samples with asymmetric contamination, Testing in robust anova, Breakdown and groups. (With discussions and rejoinder), Unnamed Item, Simple large sample estimators of scale and location parameters based on blocks of order statistics, Robust location estimation under dependence, Descriptive Parameters of Location, Dispersion and Stochastic Dependence, The multivariate skew-slash distribution, An investigation of sample influence functions for the ds estimate of the optimum error rate in discriminant analysis, L p -methods for robust regression, Unnamed Item, Random quotients and robust estimation, Most robust M-estimators in the infinitesimal sense, Trimming and winsorization: A review