Robust Estimation of a Location Parameter

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Propagation of outliers in multivariate data
A robust QTL mapping procedure
Distance-based discriminant analysis method and its applications
Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models
Does median filtering truly preserve edges better than linear filtering?
The cost of not knowing the radius
Worst-case estimation for econometric models with unobservable components
Fast robust regression algorithms for problems with Toeplitz structure
Robust estimation for ARMA models
Robustified \(L_2\) boosting
A quantile-based approach to system selection
Estimating the Gumbel scale parameter for local alignment of random sequences by importance sampling with stopping times
Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
Least absolute deviations estimation for the censored regression model
On the Huber-Strassen theorem
Nonsmooth analysis and Fréchet differentiability of M-functionals
\(L_ p\)-linear regression, consistency and significative regression in median
Analysis of robust stochastic approximation algorithms for process identification
Robust estimation in the linear model with asymmetric error distributions
Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
Parameter estimation in smooth empirical processes
Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
Outlier resistant filtering and smoothing
Asymptotic results in robust quasi-Bayesian estimation
Learning mixtures of truncated basis functions from data
Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators
Uniform consistency of r-means
Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
Optimal clustering on the real line
Robust estimation and regression with parametric quantile functions
Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
On robust detection of discrete-time stochastic signals
Robust identification
Asymptotic inference for stochastic processes
Trends in identification
Second order asymptotic relations of M-estimators and R-estimators in two-sample location model
A new approach to the parametrization of regression dependences
Some asymptotic distributions in the location-scale model
Robust M-estimators of location vectors
A differential geometric approach toward robust signal detection
A note on efficient regression estimators with positive breakdown point
Asymptotic analysis of stochastic programs
Hypothesis testing and parameter estimation based on M-statistics in k samples with unequal variances
Stochastic signal detection in nearly-Gaussian noise using moment detectors
Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
An information-theoretic framework for robustness
Robust Kalman tracking and smoothing with propagating and non-propagating outliers
Adaptive estimates for autoregressive processes
Hodges-Lehmann estimate of the location parameter in censored samples
Algorithms for the Huber estimator in multiple regression
Robustized recursive estimation with applications
Robustification of estimators by winsorizing on ellipsoids
Asymptotic normality for robust R-estimators of regression function
Robust nonparametric regression estimation
Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
A remark on approximate \(M\)-estimators
A note on bias robustness of the median
Greedy function approximation: A gradient boosting machine.
On model selection via stochastic complexity in robust linear regression
On the geometric behaviour of multidimensional location measures
Stability under contamination of robust regression estimators based on differences of residuals.
Evaluation of forecasts in AR models with outliers
Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
Duality results and proximal solutions of the Huber M-estimator problem
The estimation of prior from Fisher information
Optimal, robust R-estimators and test statistics in the linear model
On robust AML identification algorithms
An outlier robust unit root test with an application to the extended Nelson-Plosser data
\(M\)-estimation and quantile estimation in the presence of auxiliary information
A nonparametric calibration analysis
On the asymptotic performance of median smoothers in image analysis and nonparametric regression
Stability of \(L_ 1\)-approximations and robustness of least module estimates
Sensitivity analysis of M-estimates
Methods for recursive robust estimation of AR parameters
Robust inference by influence functions
Weighted likelihood estimating equations: The discrete case with applications to logistic regression
Approaches to robust estimation in the simplest variance components model
Minimum negative exponential disparity estimation in parametric models
On robust estimation of a correlation coefficient
Rates of convergence in the asymptotic normality for some local maximum estimators
On the optimal control of stochastic linear systems with contaminated partial observations
General M-estimation
Robust locally optimal filters: Kalman and Bayesian estimation theory
Nonparametric maximum likelihood estimation in a non locally compact setting
Optimal locally robust M-estimates of regression
Adaptive choice of trimming proportion in trimmed least-squares estimation.
The bootstrap for empirical processes based on stationary observations
Kalman filter with outliers and missing observations
Linear inverse problems in viscoelastic continua and a minimax method for Fredholm equations of the first kind
Improved generalization via tolerant training
Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
Robust multiple confidence intervals for contrasts
A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates.
Generalized bootstrap for estimators of minimizers of convex functions
Influence functions of empirical nonparametric estimators of net reinsurance premiums
The best constant in the Topchii-Vatutin inequality for martingales.
Uniform strong consistency of robust estimators.
On the behavior of Tukey's depth and median under symmetric stable distributions.
Bias robustness of three median-based regression estimates.
On M-estimators and normal quantiles.

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