Robust statistics: a selective overview and new directions

DOI10.1002/WICS.1363MaRDI QIDQ6604474zbMATH OpenFDO

Authors Marco Avella-Medina, Elvezio Ronchetti

Publication date 12 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/WICS.1363

zbMATH Keywords

robust inferenceminimax approachminimum divergence approachmultivariate analysisneighborhoodsoptimal robust estimatorsoutliersparametric modelspenalized estimatorsrobust filteringmaxbias curverobust variable selectionsaddlepointscale estimatorssensitivity curvesparsitystabilitystatistical functionalstime seriesvon Mises expansiongeneralized linear modelsapproximate modelsARCH effectsbreakdown pointcapacitiescensored-likelihood ratio testdeviationsFisher consistencygame theoryGâteaux derivative\(t\)-testhigh-dimensional statisticsHuber functioninfinitesimal approachinfluence functionjackknifelassolinear modelsM-estimators

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(3)

• Robust nonparametric regression: a review
• Robust mediation analysis: what we talk about when we talk about robustness
• Robustifying Likelihoods by Optimistically Re-weighting Data

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