The 1972 Wald Lecture Robust Statistics: A Review

Cited in

(94)

Asymptotics for out of sample tests of Granger causality
Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution
Robust confidence intervals applied to crossover operator for real-coded genetic algorithms
Some asymptotic distributions in the location-scale model
On some robust properties of estimates of regression based on rank tests
U-statistics on Winsorized and trimmed samples
Adaptive choice of trimming proportions
Estimation in discrete parameter models
Robust estimation: A condensed partial survey
Testing for central symmetry and inference of the unknown center
Infinite order \(V\)-statistics
Duality results and proximal solutions of the Huber \(M\)-estimator problem
Effect of leverage on the finite sample efficiencies of high breakdown estimators
Robustness properties for a simple class of rank estimates
The empirical likelihood method applied to covariance matrix estimation
Algorithms of robust stochastic optimization based on mirror descent method
Nonparametric approach for discriminant analysis in time series
Minimum negative exponential disparity estimation in parametric models
Optimality in identification of linear plants
L p -methods for robust regression
The generalized ridge estimator and improved adjustments for regression parameters
Maintenance of configurations in the plane
An adaptive robustizing approach to Kalman filtering
Robustness of MML estimators based on censored samples and robust test statistics
The regression dilemma
Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals
Robust real-time algorithm for identification of non-linear time-varying systems
Efficient simulation-based minimum distance estimation and indirect inference
GEOMETRIC PROXIMITY GRAPHS FOR IMPROVING NEAREST NEIGHBOR METHODS IN INSTANCE-BASED LEARNING AND DATA MINING
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
Analysis of robust stochastic approximation algorithms for process identification
Multidimensional trimming based on projection depth
Scenario approximation of robust and chance-constrained programs
Robust identification
Robust directed tests of normality against heavy-tailed alternatives
Quadratic mode regression
On minimum Fisher information distributions with restricted support and fixed variance
Linear programming for weighted deviation problems using compact basis techniques
On the strong uniform consistency of a new kernel density estimator
Applications to Optics and Wave Mechanics of the Criterion of Maximum Cramer-Rao Bound
Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
Point set stratification and Delaunay depth
General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
Three steps towards robust regression
Maximum likelihood and prediction error methods
Trimming and winsorization: A review
On leastp-th power methods in multiple regressions and location estimations
Onion polygonizations
Characterization of stochastic orders by \(L\)-functionals
An algorithm for a least absolute value regression problem with bounds on the parameters
Minimum Hellinger distance estimation for supercritical Galton-Watson processes
The anonymous professor Gergonne
A topologically valid definition of depth for functional data
A robust principal component analysis
Interval regression by tolerance analysis approach
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Robust estimation via minimum distance methods
A practical method of robust estimation in case of asymmetry
Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
An application of robust parameter estimation in environmental physics
High dimension low sample size asymptotics of robust PCA
Computational geometry algorithms for the systolic screen
Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
The impact of Levene's test of equality of variances on statistical theory and practice
Asymptotic inference for stochastic processes
The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics
Robust supervised learning with coordinate gradient descent
A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square
A robust computational framework for variational data assimilation of mean flows with sparse measurements corrupted by strong outliers
Robust data assimilation using \(L_1\) and Huber norms
Robust sensible adversarial learning of deep neural networks for image classification
Linear inverse problems in viscoelastic continua and a minimax method for Fredholm equations of the first kind
Funcionales de mínima g-divergencia y sus estimadores asociados (I)
Graph-theoretic approaches for analyzing the resilience of distributed control systems: a tutorial and survey
Penalty-based aggregation of multidimensional data
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
scientific article; zbMATH DE number 3890518 (Why is no real title available?)
A Robust Two Sample Procedure to Estimate a Shift Parameter
Robustness of the deepest projection regression functional
Reporting bichromatic segment intersections from point sets
A minimum variance adaptive technique for parameter estimation and hypothesis testing
History and role of order statistics
A class of robust estimators
M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
Adapting the classical kernel density estimator to data
Robustness of subset selection procedures
Trimming extreme reports in preference aggregation
Robust analysis of variance
Are robust estimators truly robust in practice
Relaxing the assumptions of knockoffs by conditioning
What are the Most Important Statistical Ideas of the Past 50 Years?
Trustworthy regularized huber regression for outlier detection
Interval linear regression analysis based on Minkowski difference - a bridge between traditional and interval linear regression models.
Parametric estimation with a class of \(M\)-estimators

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