Robust regression using repeated medians
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(80)- On rank tests for shift detection in time series
- Computing the update of the repeated median regression line in linear time
- Outlier detection by means of robust regression estimators for use in engineering science
- Applying robust regression to insurance
- The place of the \(L_ 1\)-norm in robust estimation
- A note on high-breakdown estimators
- On the optimality of S-estimators
- Unconventional features of positive-breakdown estimators
- An outlier robust unit root test with an application to the extended Nelson-Plosser data
- Regression-free and robust estimation of scale for bivariate data
- Robust prediction intervals in a regression setting
- Robust signal extraction for on-line monitoring data.
- Bias robustness of three median-based regression estimates.
- Strategy-proof estimators for simple regression.
- BACON: blocked adaptive computationally efficient outlier nominators.
- Median-based estimation of dynamic panel models with fixed effects
- A robust bootstrap control chart for the log-logistic percentiles
- SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations
- Tukey's biweight estimation for uncertain regression model with imprecise observations
- Robust regression via mutivariate regression depth
- L₁ generalized procrustes 2D shape alignment
- Globally robust confidence intervals for simple linear regression
- Nonparametric estimation for quadratic regression
- A comparison of some quick algorithms for robust regression
- Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
- Behavior of elemental sets in regression
- Efficiency comparison of new adjusted nonparametric and parametric statistics interval estimation methods in the simple linear regression model
- Some maximum-indifference estimators for the slope of a univariate linear model
- Robust Estimation for Parameters of the Extended Burr Type III Distribution
- Regression-based, regression-free and model-free approaches for robust online scale estimation
- Robust forecasting with exponential and Holt-Winters smoothing
- On- and offline detection of structural breaks in thermal spraying processes
- Fast and robust filtering of time series with trends
- Faster evaluation of subtraction games
- Change-of-variance sensitivities in regression analysis
- Real-time signal processing by adaptive repeated median filters
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Regression with outlier shrinkage
- Robust principal component analysis via ES-algorithm
- Robustness of least distances estimate in ultivariate linear models
- Robust fuzzy regression analysis
- Robust linear regression: A review and comparison
- Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
- Least quantile regression via modern optimization
- Robust filtering of time series with trends
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood
- Iterative gradient descent for outlier detection
- Robust control charts for the mean of a locally linear time series
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Sn covariance
- Jackknife method for the location of gross errors in weighted total least squares
- Approximating the distribution of the median and other robust estimators on uncertain data
- Online Control Charts for Process Averages Based on Repeated Median Filters
- Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses
- Critical value functions for likelihood-ratio tests for normality
- Robust explicit estimation of the log-logistic distribution with applications
- Robust explicit estimators of Weibull parameters
- Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms
- \(\sqrt n\)-consistent robust integration-based estimation
- When is cross impact relevant?
- Robust explicit estimators using the power-weighted repeated medians
- Robustness in stochastic frontier analysis
- A robust regression method based on Pearson type VI distribution
- Copula-based regression estimation in the presence of outliers
- Robust multiple regression based on shrinkage \(\mathbf{S}_n\) estimator
- Adaptive learning in robust linear regression with a semiparametric skew-normal scale mixture distribution
- TSLiNGAM: DirectLiNGAM Under Heavy Tails
- A robust distance-based approach for detecting multidimensional outliers
- New robust weighted grouping method for multiple models
- Improving and evaluating resistant alternatives to procrustes analysis for multivariate dataset matching
- A property of the observations fit by the extreme regression quantiles
- Computational aspects of robust Holt-Winters smoothing based on M-estimation.
- Online signal extraction by robust linear regression
- Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median
- High-breakdown robust multivariate methods
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
- Robust online scale estimation in time series: a model-free approach
- Repeated median and hybrid filters
- Robust online signal extraction from multivariate time series
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