"Essential" Robust Statistics. Tools allowing to analyze data with robust methods. This includes regression methodology including model selections and multivariate statistics where we strive to cover the book "Robust Statistics, Theory and Methods" by 'Maronna, Martin and Yohai'; Wiley 2006.
Cited in
(only showing first 100 items - show all)- Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models
- Robust inference for the stress-strength reliability
- Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions
- Robust Bregman clustering
- Robust nonparametric estimation with missing data
- A parametric framework for the comparison of methods of very robust regression
- Analysis of a nonsmooth optimization approach to robust estimation
- A generalization of Tyler's M-estimators to the case of incomplete data
- Assessment of diagnostic procedures in symmetrical nonlinear regression models
- Detecting and handling outlying trajectories in irregularly sampled functional datasets
- Robustness of Bootstrap in Instrumental Variable Regression
- Robust algorithms for multiphase regression models
- \textsc{Gibbs2}: A new version of the quasi-harmonic model code. I. Robust treatment of the static data
- Moment-type estimation from grouped samples
- Asymptotic distributions of robust shape matrices and scales
- A robustification of the chain-ladder method
- Monitoring robust regression
- Robustified \(L_2\) boosting
- Fundamentals of Modern Statistical Methods
- On the robust PCA and Weiszfeld's algorithm
- On the implementation of LIR: the case of simple linear regression with interval data
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Functional linear regression with Huber loss
- Robust restricted Liu estimator in censored semiparametric linear models
- Robust simultaneous confidence interval estimation of principal component loadings
- Robust multivariate functional discriminant coordinates
- Robust and sparse estimators for linear regression models
- Robust and efficient estimation of multivariate scatter and location
- Robust estimation of precision matrices under cellwise contamination
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
- Robust estimation of the conditional median function at elliptical models
- Fast computation of robust subspace estimators
- Initial robust estimation in generalized linear models
- Standardization of multivariate Gaussian mixture models and background adjustment of PET images in brain oncology
- Canonical correlation analysis for elliptical copulas
- Model-based replacement of rounded zeros in compositional data: classical and robust approaches
- Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
- Robust variable selection with application to quality of life research
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
- Estimation of the marginal location under a partially linear model with missing responses
- A robust coefficient of determination for regression
- Consistency and robustness of tests and estimators based on depth
- Outliers in official statistics
- \(M\)-type penalized splines with auxiliary scale estimation
- Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers
- Minimax optimal sequential hypothesis tests for Markov processes
- Robust estimation of the mean vector for high-dimensional data set using robust clustering
- Robust functional linear regression based on splines
- Outlier detection and trimmed estimation for general functional data
- Robust weighted Gaussian processes
- Analysing pairwise logratios revisited
- Data science, big data and statistics
- Robust confirmatory factor analysis based on the forward search algorithm
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
- On the use of conditional expectation in portfolio selection problems
- Cluster-based \(L2\) re-weighted regression
- Multivariate and functional robust fusion methods for structured big data
- Robust sieve estimators for functional canonical correlation analysis
- A New Principle for Tuning-Free Huber Regression
- Combining robustness with efficiency in the estimation of the variogram
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Outlier detection via a block diagonal product estimator
- Test for parameter change in the presence of outliers: the density power divergence-based approach
- Time-series models with an EGB2 conditional distribution
- Sliced inverse median difference regression
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
- Robust doubly protected estimators for quantiles with missing data
- A robust multiple regression model based on fuzzy random variables
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- scientific article; zbMATH DE number 7547166 (Why is no real title available?)
- Robust median estimator in logistic regression
- Exponential smoothing based on L-estimation.
- Comparison of test statistics of nonnormal and unbalanced samples for multivariate analysis of variance in terms of type-I error rates
- Linear regression with compositional explanatory variables
- Shape bias of robust covariance estimators: an empirical study
- Robust depth-based estimation of the functional autoregressive model
- M-estimates of autoregression with random coefficients
- Discriminant analysis for compositional data and robust parameter estimation
- Sharpening Wald-type inference in robust regression for small samples
- Robust estimation in canonical correlation analysis for multivariate functional data
- Robust mixture regression modeling based on the generalized M (GM)-estimation method
- Procedures for the identification of multiple influential observations in linear regression
- Robust surface estimation in multi-response multistage statistical optimization problems
- Dual divergences estimation for censored survival data
- \(M\)-estimation of wavelet variance
- Evaluation of robust outlier detection methods for zero-inflated complex data
- Decomposable pseudodistances and applications in statistical estimation
- An exponential-type kernel robust regression model for interval-valued variables
- On a Tobit-Birnbaum-Saunders model with an application to medical data
- Robust non-parametric smoothing of non-stationary time series
- Regression analyses with R
- A genetic algorithm based modification on the LTS algorithm for large data sets
- Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
- Robust subspace recovery by Tyler's M-estimator
- Robust estimation for ARMA models
- Robust estimation with modified Huber's function for functional linear models
- Analyzing compositional data with R
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