Robust statistics: a selective overview and new directions
DOI10.1002/WICS.1363zbMATH Open1545.62004MaRDI QIDQ6604474FDOQ6604474
Authors: Marco Avella-Medina, Elvezio Ronchetti
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
outlierslassotime seriesgame theorygeneralized linear modelshigh-dimensional statisticslinear modelssparsitystatistical functionalsjackknifestabilityinfluence functionmultivariate analysisM-estimatorsbreakdown pointFisher consistencyrobust inferenceminimax approachvon Mises expansioncapacitiesneighborhoodsparametric modelsrobust filtering\(t\)-testdeviationsapproximate modelssaddlepointHuber functionrobust variable selectionARCH effectsoptimal robust estimatorspenalized estimatorsmaxbias curvesensitivity curveinfinitesimal approachGâteaux derivativeminimum divergence approachscale estimatorscensored-likelihood ratio test
Cites Work
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Robust Linear Model Selection Based on Least Angle Regression
- Nearly unbiased variable selection under minimax concave penalty
- Estimating the dimension of a model
- The Adaptive Lasso and Its Oracle Properties
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Statistics for high-dimensional data. Methods, theory and applications.
- Some Comments on C P
- A new look at the statistical model identification
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Quantile regression.
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- Robust Estimation of a Location Parameter
- Title not available (Why is that?)
- Robust Statistics
- Propagation of outliers in multivariate data
- Robust m-estimators of multivariate location and scatter
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Adaptive robust variable selection
- Robust principal component analysis?
- Least Median of Squares Regression
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust Statistics
- Title not available (Why is that?)
- A General Qualitative Definition of Robustness
- High breakdown-point and high efficiency robust estimates for regression
- On the Asymptotic Distribution of Differentiable Statistical Functions
- Robust Statistics
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- The Influence Curve and Its Role in Robust Estimation
- Robust recursive estimation in the presence of heavy-tailed observation noise
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Better Subset Regression Using the Nonnegative Garrote
- Title not available (Why is that?)
- M-quantiles
- Title not available (Why is that?)
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- A Statistical View of Some Chemometrics Regression Tools
- Composite quantile regression and the oracle model selection theory
- Approximation theorems of mathematical statistics
- Title not available (Why is that?)
- Robust Inference for Generalized Linear Models
- A Robust Version of the Probability Ratio Test
- Title not available (Why is that?)
- Robust asymptotic statistics
- Robust small area estimation
- Title not available (Why is that?)
- M-quantile models for small area estimation
- Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
- Robust inference with GMM estimators
- Min-max bias robust regression
- Nonsmooth analysis and Fréchet differentiability of M-functionals
- Robust and efficient estimation by minimising a density power divergence
- A Robust Version of Mallows's C p
- Robust Bounded-Influence Tests in General Parametric Models
- Robust Linear Model Selection by Cross-Validation
- Nonconcave penalized M-estimation with a diverging number of parameters
- Robust Variable Selection With Exponential Squared Loss
- Robust location estimates
- The ``automatic robustness of minimum distance functionals
- Strong oracle optimality of folded concave penalized estimation
- Title not available (Why is that?)
- Robust rank correlation based screening
- Least-absolute-deviations fits for generalized linear models
- Robustness Properties of Inequality Measures
- Minimax tests and the Neyman-Pearson lemma for capacities
- Stahel-Donoho estimators with cellwise weights
- Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
- Robust and accurate inference for generalized linear models
- Outlier detection using nonconvex penalized regression
- Filtering With Heavy Tails
- Variable Selection for Marginal Longitudinal Generalized Linear Models
- Von Mises calculus for statistical functionals
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
- Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models
- Higher-order infinitesimal robustness
- Title not available (Why is that?)
- Bounded-influence estimators for the Tobit model
- Title not available (Why is that?)
- Robust inference in the negative binomial regression model with an application to falls data
- Outlier Robust Small Area Estimation
- A simplified approach to M-estimation with application to two-stage estimators
- Outlier detection and clustering by partial mixture modeling
- Robust confidence limits
- Algorithms for robust model selection in linear regression
- Robust Filtering
- Robust small sample accurate inference in moment condition models
Cited In (1)
This page was built for publication: Robust statistics: a selective overview and new directions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6604474)