High breakdown-point and high efficiency robust estimates for regression
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DOI10.1214/AOS/1176350366zbMATH Open0624.62037OpenAlexW2011627547WikidataQ106880615 ScholiaQ106880615MaRDI QIDQ578791FDOQ578791
Authors: Victor J. Yohai 
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350366
Recommendations
residualslinear modelrobust estimatescontaminationhigh efficiencyasymptotic biasesasymptotical normalityConsistencyhigh breakdown-pointinitial regression estimateiterative numerical algorithmM- estimate of the errors scaleM-estimate of the regression parametersMM-estimatesoptimal bounded influence estimatesredescending psi-functionthree- stage procedure
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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- Robust and efficient estimation of the residual scale in linear regression
- Regression with outlier shrinkage
- Asymptotics of reweighted estimators of multivariate location and scatter
- Fast and robust bootstrap
- The choice of the initial estimate for computing MM-estimates
- Robust variable selection with application to quality of life research
- On the optimality of S-estimators
- Robust functional linear regression based on splines
- Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Change point detection with robust control chart
- Robust Variable Selection With Exponential Squared Loss
- Robust median estimator in logistic regression
- Robust ridge estimator in restricted semiparametric regression models
- Extended least trimmed squares estimator in semiparametric regression models with correlated errors
- Unconventional features of positive-breakdown estimators
- Sharpening Wald-type inference in robust regression for small samples
- An exponential-type kernel robust regression model for interval-valued variables
- A new Bayesian approach to robustness against outliers in linear regression
- Robust estimates for GARCH models
- Semiparametrically weighted robust estimation of regression models
- On the least trimmed squares estimator
- Robust functional regression based on principal components
- Robust estimation for ARMA models
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
- A robust proposal of estimation for the sufficient dimension reduction problem
- Optimal locally robust M-estimates of regression
- Building a robust linear model with forward selection and stepwise procedures
- Robust model selection using fast and robust bootstrap
- Robust multivariate mixture regression models with incomplete data
- Robust consistent estimators for ROC curves with covariates
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- Robust regression with compositional covariates including cellwise outliers
- A fast algorithm for robust regression with penalised trimmed squares
- A practical approximation algorithm for the LMS line estimator
- Robust fuzzy regression analysis
- On the robustness of two-stage estimators
- Inferential methods for elasticity estimates
- A class of robust and fully efficient regression estimators
- Bootstrapping robust estimates of regression
- Uniform asymptotics for robust location estimates when the scale is unknown
- Robust tests for linear regression models based on \(\tau\)-estimates
- Robust location estimation with missing data
- Robust penalized estimators for functional linear regression
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
- Robust regression quantiles.
- Robust estimators for generalized linear models
- Calculation of simplicial depth estimators for polynomial regression with applications
- Infinitesimally robust estimation in general smoothly parametrized models
- Robust tools for the imperfect world
- Global non-smooth optimization in robust multivariate regression
- Robust weighted LAD regression
- Robust fitting of mixture regression models
- Bayes Variable Selection in Semiparametric Linear Models
- Bounded influence nonlinear signed-rank regression
- A robust spline approach in partially linear additive models
- Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model
- Robust nonlinear principal components
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Deleting outliers in robust regression with mixed integer programming
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood
- The performance of robust two-stage estimator in nonlinear regression with autocorrelated error
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- A new regression model: modal linear regression
- Estimates of MM type for the multivariate linear model
- Title not available (Why is that?)
- On robust testing for conditional heteroscedasticity in time series models
- Cellwise robust M regression
- Robust boosting for regression problems
- Econometric applications of high-breakdown robust regression techniques
- Mixture of linear mixed models using multivariatetdistribution
- Robust groupwise least angle regression
- Correcting MM estimates for ``fat data sets
- High-breakdown robust multivariate methods
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Robust estimators in semiparametric partly linear regression models.
- Robust linear least squares regression
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
- Robust-efficient fitting of mixed linear models: methodology and theory
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- An outlier robust unit root test with an application to the extended Nelson-Plosser data
- Penalized MM regression estimation withLγpenalty: a robust version of bridge regression
- Robust and sparse estimators for linear regression models
- Robust and efficient estimation of multivariate scatter and location
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
- A resampling design for computing high-breakdown regression
- A local breakdown property of robust tests in linear regression
- Robust Box-Cox transformations based on minimum residual autocorrelation
- Quantile approximation for robust statistical estimation and \(k\)-enclosing problems
- A robust coefficient of determination for regression
- Outliers in official statistics
- Robust learning from bites for data mining
- Robust statistical inference for longitudinal data with nonignorable dropouts
- On simultaneously identifying outliers and heteroscedasticity without specific form
- Title not available (Why is that?)
- The finite-sample performance of robust unit root tests
- Robust artificial neural networks for pricing of European options
- Robust functional principal components for irregularly spaced longitudinal data
- A performance-based assessment of robust regression methods
- Robust estimation in partially linear regression models with monotonicity constraints
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