Robust Estimation of a Location Parameter
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- Robust modifications of U-statistics and applications to covariance estimation problems
- On the use of robust estimators of multivariate location for heterogeneous data
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- Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
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- Hodges-Lehmann estimate of the location parameter in censored samples
- Model averaging for M-estimation
- Functional linear regression with Huber loss
- Robust location estimation under dependence
- Parameter estimation by minimizing a probability generating function-based power divergence
- Robust sparse regression by modeling noise as a mixture of Gaussians
- Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
- A robust computational framework for variational data assimilation of mean flows with sparse measurements corrupted by strong outliers
- Breakdown points for maximum likelihood estimators of location-scale mixtures
- Comments on ``Sur une limitation très générale de la dispersion de la médiane by M. Fréchet
- Discussion of Fréchet's article (1940) \textit{Sur une limitation très générale de la dispersion de la médiane}
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- Smoothing and mixed models
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
- Robust estimation of precision matrices under cellwise contamination
- Testing for central symmetry and inference of the unknown center
- On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model
- Bayesian nonlinear regression for large \(p\) small \(n\) problems
- Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
- Standardization of multivariate Gaussian mixture models and background adjustment of PET images in brain oncology
- Robust regression via mutivariate regression depth
- A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations
- Imputation based mean estimators in case of missing data utilizing robust regression and variance–covariance matrices
- Robust binary regression
- Lineaire regressie-analyse, ook bij gegevens in strijd met het model
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- Convergence rates of regularized Huber regression under weak moment conditions
- Robust Lasso Regression Using Tukey's Biweight Criterion
- Robust efficient method of moments
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
- Highly Resistant Regression and Object Matching
- Parameter estimation from small biased samples: fuzzy sets vs statistics
- Robust Box-Cox transformations based on minimum residual autocorrelation
- A robust coefficient of determination for regression
- Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks
- Distribution-free consistency of kernel non-parametric M-estimators.
- Policies for the dynamic traveling maintainer problem with alerts
- Direct and approximately valid probabilistic inference on a class of statistical functionals
- Asymptotic normality of robust M-estimators with convex penalty
- Robust multiple confidence intervals for contrasts
- General M-estimation
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- Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
- M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result
- Estimating minimum effect with outlier selection
- Outliers in official statistics
- \(M\)-type penalized splines with auxiliary scale estimation
- Box-constrained monotone approximations to Lipschitz regularizations, with applications to robust testing
- Temporal Huber regularization for DCE-MRI
- Sharp upper mean-variance bounds for trimmed means from restricted families
- Stahel-Donoho estimators with cellwise weights
- Generalized bootstrap for estimators of minimizers of convex functions
- Tukey's biweight estimation for uncertain regression model with imprecise observations
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Quantifying uncertainty in method of moments estimates of the heterogeneity variance in random effects meta‐analysis
- Improved double kernel local linear quantile regression
- \textit{Quantile least squares:} a flexible approach for robust estimation and validation of location-scale families
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