Robust estimators for generalized linear models

DOI10.1016/J.JSPI.2013.09.016MaRDI QIDQ393579zbMATH OpenOpenAlexFDO

Authors Marina Valdora, Victor J. Yohai

Publication date 23 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.09.016

zbMATH Keywords

transformationsM-estimatorsbreakdown points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(42)

• Robust inference for nonlinear regression models
• Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
• Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
• Robust Modeling for Inference From Generalized Linear Model Classes
• Completely robust statistics for dependence in the general linear model (case of full rank)
• Robust fitting of the binomial model.
• Optimal robust estimators for families of distributions on the integers
• \(M\)-estimator of a generalized linear model with measurement errors
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• scientific article; zbMATH DE number 4155686 (Why is no real title available?)
• On bias reduction in robust inference for generalized linear models
• Projection estimators for generalized linear models
• Weak linear representation of M-estimation in GLMs with dependent errors
• scientific article; zbMATH DE number 802799 (Why is no real title available?)
• Bahadur representations of M-estimators and their applications in general linear models
• Robust variable selection via penalized MT-estimator in generalized linear models
• Initial robust estimation in generalized linear models
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
• Parametric simultaneous robust inferences for regression coefficient under generalized linear models
• Estimation in the generalized Poisson model via robust testing
• Robust estimates in generalized partially linear single-index models
• Robust instance-dependent cost-sensitive classification
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models
• Robust Inference in Generalized Linear Models
• RobROSE: a robust approach for dealing with imbalanced data in fraud detection
• Determining the mean-variance relationship in generalized linear models -- A parametric robust way
• Robust estimation via generalized quasi-gradients
• Robust estimation in generalized linear models: the density power divergence approach
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• Estimation in the generalized Poisson model via robust testing
• Iterative rank estimation for generalized linear models
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• Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem
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• Robust Inference for Generalized Linear Models

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