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)

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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• A General Qualitative Definition of Robustness
• A Robust Version of Mallows's C p
• A Robust Version of the Probability Ratio Test
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• Composite quantile regression and the oracle model selection theory
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Estimating the dimension of a model
• Filtering With Heavy Tails
• High breakdown-point and high efficiency robust estimates for regression
• Higher-order infinitesimal robustness
• Least Median of Squares Regression
• Least-absolute-deviations fits for generalized linear models
• M-quantile models for small area estimation
• Min-max bias robust regression
• Minimax tests and the Neyman-Pearson lemma for capacities
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• Nonconcave penalized M-estimation with a diverging number of parameters
• Nonsmooth analysis and Fréchet differentiability of M-functionals
• On the Asymptotic Distribution of Differentiable Statistical Functions
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
• Outlier Robust Small Area Estimation
• Outlier detection and clustering by partial mixture modeling
• Outlier detection using nonconvex penalized regression
• Propagation of outliers in multivariate data
• Quantile regression.
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Regularization and Variable Selection Via the Elastic Net
• Robust Bounded-Influence Tests in General Parametric Models
• Robust Estimation of a Location Parameter
• Robust Inference for Generalized Linear Models
• Robust Linear Model Selection Based on Least Angle Regression
• Robust Linear Model Selection by Cross-Validation
• Robust Statistics
• Robust Statistics
• Robust Statistics
• Robust Variable Selection With Exponential Squared Loss
• Robust and accurate inference for generalized linear models
• Robust and efficient estimation by minimising a density power divergence
• Robust asymptotic statistics
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Robust confidence limits
• Robust filtering
• Robust inference in the negative binomial regression model with an application to falls data
• Robust inference with GMM estimators
• Robust location estimates
• Robust m-estimators of multivariate location and scatter
• Robust principal component analysis?
• Robust rank correlation based screening
• Robust recursive estimation in the presence of heavy-tailed observation noise
• Robust regression through the Huber's criterion and adaptive lasso penalty
• Robust small area estimation
• Robust small sample accurate inference in moment condition models
• Robustness Properties of Inequality Measures
• Some Comments on C P
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Stahel-Donoho estimators with cellwise weights
• Statistics for high-dimensional data. Methods, theory and applications.
• Strong oracle optimality of folded concave penalized estimation
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Influence Curve and Its Role in Robust Estimation
• The ``automatic robustness of minimum distance functionals
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Von Mises calculus for statistical functionals
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(1)

• Robust nonparametric regression: a review

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