The 1972 Wald Lecture Robust Statistics: A Review
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Publication:5667883
DOI10.1214/AOMS/1177692459zbMATH Open0254.62023OpenAlexW1971334823WikidataQ108810909 ScholiaQ108810909MaRDI QIDQ5667883FDOQ5667883
Authors: Peter J. Huber
Publication date: 1972
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692459
Cited In (94)
- Robustness of MML estimators based on censored samples and robust test statistics
- Testing for central symmetry and inference of the unknown center
- Characterization of stochastic orders by \(L\)-functionals
- Interval regression by tolerance analysis approach
- Linear programming for weighted deviation problems using compact basis techniques
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Robustness properties for a simple class of rank estimates
- Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution
- The generalized ridge estimator and improved adjustments for regression parameters
- A topologically valid definition of depth for functional data
- Adaptive choice of trimming proportions
- Algorithms of robust stochastic optimization based on mirror descent method
- Robust identification
- Applications to Optics and Wave Mechanics of the Criterion of Maximum Cramer-Rao Bound
- A practical method of robust estimation in case of asymmetry
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
- Computational geometry algorithms for the systolic screen
- Minimum negative exponential disparity estimation in parametric models
- Quadratic mode regression
- Robust estimation: A condensed partial survey
- An adaptive robustizing approach to Kalman filtering
- On the strong uniform consistency of a new kernel density estimator
- Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals
- Efficient simulation-based minimum distance estimation and indirect inference
- An algorithm for a least absolute value regression problem with bounds on the parameters
- Asymptotic inference for stochastic processes
- Maintenance of configurations in the plane
- The anonymous professor Gergonne
- Robust estimation via minimum distance methods
- Multidimensional trimming based on projection depth
- Point set stratification and Delaunay depth
- Trimming and winsorization: A review
- Analysis of robust stochastic approximation algorithms for process identification
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes
- High dimension low sample size asymptotics of robust PCA
- Effect of leverage on the finite sample efficiencies of high breakdown estimators
- On leastp-th power methods in multiple regressions and location estimations
- Maximum likelihood and prediction error methods
- Infinite order \(V\)-statistics
- On minimum Fisher information distributions with restricted support and fixed variance
- The impact of Levene's test of equality of variances on statistical theory and practice
- Duality results and proximal solutions of the Huber \(M\)-estimator problem
- The empirical likelihood method applied to covariance matrix estimation
- Optimality in identification of linear plants
- L p -methods for robust regression
- The regression dilemma
- Robust real-time algorithm for identification of non-linear time-varying systems
- Robust directed tests of normality against heavy-tailed alternatives
- Estimation in discrete parameter models
- U-statistics on Winsorized and trimmed samples
- GEOMETRIC PROXIMITY GRAPHS FOR IMPROVING NEAREST NEIGHBOR METHODS IN INSTANCE-BASED LEARNING AND DATA MINING
- Onion polygonizations
- Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
- General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
- Robust confidence intervals applied to crossover operator for real-coded genetic algorithms
- Scenario approximation of robust and chance-constrained programs
- A robust principal component analysis
- Asymptotics for out of sample tests of Granger causality
- An application of robust parameter estimation in environmental physics
- Some asymptotic distributions in the location-scale model
- On some robust properties of estimates of regression based on rank tests
- Nonparametric approach for discriminant analysis in time series
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
- Three steps towards robust regression
- Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
- A robust computational framework for variational data assimilation of mean flows with sparse measurements corrupted by strong outliers
- Linear inverse problems in viscoelastic continua and a minimax method for Fredholm equations of the first kind
- Relaxing the assumptions of knockoffs by conditioning
- Trustworthy regularized huber regression for outlier detection
- Parametric estimation with a class of \(M\)-estimators
- Are robust estimators truly robust in practice
- Robust sensible adversarial learning of deep neural networks for image classification
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
- What are the Most Important Statistical Ideas of the Past 50 Years?
- Title not available (Why is that?)
- A Robust Two Sample Procedure to Estimate a Shift Parameter
- Adapting the classical kernel density estimator to data
- Interval linear regression analysis based on Minkowski difference - a bridge between traditional and interval linear regression models.
- Robustness of subset selection procedures
- A class of robust estimators
- A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
- Funcionales de mínima g-divergencia y sus estimadores asociados (I)
- Robust analysis of variance
- A minimum variance adaptive technique for parameter estimation and hypothesis testing
- History and role of order statistics
- Trimming extreme reports in preference aggregation
- Robust data assimilation using \(L_1\) and Huber norms
- Penalty-based aggregation of multidimensional data
- The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics
- Robust supervised learning with coordinate gradient descent
- Graph-theoretic approaches for analyzing the resilience of distributed control systems: a tutorial and survey
- Reporting bichromatic segment intersections from point sets
- Robustness of the deepest projection regression functional
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