The Influence Curve and Its Role in Robust Estimation

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Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
Algorithms for bounded-influence estimation
Influence functions and local influence in linear discriminant analysis
Robustness of the estimators of transition rates for size-classified matrix models
Pair-perturbation influence functions and local influence in PCA
On rank tests for shift detection in time series
Robust learning from bites for data mining
Robust estimation for ARMA models
Pair-perturbation influence functions of nongaussianity by projection pursuit
Finding confidence limits on population growth rates: bootstrap and analytic methods
Properties of design-based functional principal components analysis
Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
A note on Hajek projections and the influence curve
A note on the estimation of the integral of f^ 2(x)
Nonsmooth analysis and Fréchet differentiability of M-functionals
Limit theorems for the median deviation
The bootstrap: Some large sample theory and connections with robustness
Some estimation theory on the sphere
On robust premium principles
Asymptotic theory for robust principal components
Robust estimation of the structural errors-in-variables model
Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
Outlier resistant filtering and smoothing
Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators
Robust estimation and regression with parametric quantile functions
Robust M-estimators in diffusion processes
Influence of incomplete observations in multiple linear regression
Approximate confidence intervals for a robust scale parameter
Influence curves of general statistics
A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis
Some asymptotic distributions in the location-scale model
Robust M-estimators of location vectors
A local breakdown property of robust tests in linear regression
Influence in canonical correlation analysis
An information-theoretic framework for robustness
Robust and sparse multigroup classification by the optimal scoring approach
Bootstrapping statistical functionals
A note on the comedian for elliptical distributions
On model selection via stochastic complexity in robust linear regression
Stability under contamination of robust regression estimators based on differences of residuals.
A note on robust estimation of location
Infinite order V-statistics
Robust inference by influence functions
Local and global robustness of regression estimators
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
Robust estimators for simultaneous equations models
Asymptotic independence of median and MAD
Optimal locally robust M-estimates of regression
Limit behavior of the empirical influence function of the median
Strong convergence rate of the least median absolute estimator in linear regression models
Testing symmetry under a skew Laplace model.
Robust estimation of nonlinear regression with autoregressive errors.
Influence contours in linear regression
Bias robustness of three median-based regression estimates.
Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
Reliable survival analysis based on the Dirichlet process
Target estimation for bias and mean square error reduction
Robust simulation-based estimation
Asymptotics of reweighted estimators of multivariate location and scatter
Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem
The mean and median absolute deviations
A journey in single steps: robust one-step M-estimation in linear regression
A Monte Carlo comparison of several high breakdown and efficient estimators
M-regression, false discovery rates and outlier detection with application to genetic association studies
Robust estimation in partially linear errors-in-variables models
Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
Fréchet and robust statistics
A robust Wald-type test for testing the equality of two means from log-normal samples
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
A robust adaptive-to-model enhancement test for parametric single-index models
Influence function of correlation of several random vectors with its applications
Functional stability of one-step GM-estimators in approximately linear regression
Functional calculus and asymptotic theory for statistical analysis
Robust exploratory factor analysis
Bahadur efficiency and robustness of Studentized score tests
Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy
Optimal robust \(M\)-estimates of location
Partial influence functions
Moderate deviations for \(M\)-estimators
Combining locally and globally robust estimates for regression
Projection estimates of multivariate location
Von Mises approximation of the critical value of a test
Breakdown points for maximum likelihood estimators of location-scale mixtures
Discriminant analysis for locally stationary processes
Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Small sample asymptotics: A review with applications to robust statistics
Relating quantiles and expectiles under weighted-symmetry
Robust scale estimation based on the empirical characteristic function
Breakdown points, breakdown probabilities, midpoint sensitivity curves, and optimization of stack filters
Scenario-based stochastic programs: Resistance with respect to sample
Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals
A Monte Carlo study of old and new frontier methods for efficiency measurement
Inference by linearization for Zenga's new inequality index: a comparison with the Gini index
Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
Continuity and differentiability of regression M functionals
The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
Influence analysis on the direction of optimal response

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