scientific article

zbMath0593.62027MaRDI QIDQ3723487

Werner A. Stahel, Frank Hampel, Elvezio Ronchetti, Peter J. Rousseeuw

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outliersinvariancelinear modelsequivariancecovariancebreakdown pointproblemsexamplesrobustness measuresinfluence functionsM-estimatorqualitative robustnesslocal robustnesschange-of-variance functiontwo-sample caseR-estimatorsmultivariate locationL-estimatorgross-error-sensitivityinfinitesimal approachFisher-consistent functionalsmulti- dimensional estimatorsone-dimensional estimatorsglobal reliability of an estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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ratio, Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators, Asymptotic and bootstrap tests for subspace dimension, Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches, Robustness of the deepest projection regression functional, Pseudo-maximum likelihood estimators in linear regression models with fractional time series, A comparative study of robust and stable estimates of multivariate location, Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution, Difference-based M-estimator of generalized semiparametric model with NSD errors, Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap, Information geometry of modal linear regression, K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means, On the robustness of an epsilon skew extension for Burr III distribution on the real line, A practical method of robust estimation in case of asymmetry, Robustness of nonparametric predictive inference for future order statistics, A Beran-inspired estimator for the Weibull-type tail coefficient, Asymptotic linear expansion of regularized M-estimators, Robustness by reweighting for kernel estimators: an overview, A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers, The B-exponential divergence and its generalizations with applications to parametric estimation, High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data, Switch detection and robust parameter estimation for slowly switched Hammerstein systems, Mean estimation and regression under heavy-tailed distributions: A survey, Data science vs. statistics: two cultures?, Robust statistical inference based on the \(C\)-divergence family, Power divergence approach for one-shot device testing under competing risks, A note on the structural change test in highly parameterized psychometric models, Robust moderately clipped LASSO for simultaneous outlier detection and variable selection, ANCOVA: an approach based on a robust heteroscedastic measure of effect size, Correcting outliers in GARCH models: a weighted forward approach, Flexible estimation of a semiparametric two-component mixture model with one parametric component, On the robustness of a divergence based test of simple statistical hypotheses, Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators, Distribution-free robust linear regression, Robust empirical likelihood, \(M\)-estimators for regression with changing scale, Robust estimation for the covariance matrix of multivariate time series based on normal mixtures, The robustness of the hyperbolic efficiency estimator, One-step robust estimation of fixed-effects panel data models, Perturbed robust linear estimating equations for confidentiality protection in remote analysis, Monetary policy and interest rates. An adaptive estimator approach, The Pitman estimator of the Cauchy location parameter, An iteration method of data censoring in the regression estimation problem, On the convergence of Newton's method when estimating higher dimensional parameters, Robust estimation in generalized linear models: the density power divergence approach, Likelihood-based imprecise regression, Integration of prior knowledge of measurement noise in kernel density classification, On the robust estimation in Poisson processes with periodic intensities, Robust confidence intervals for log-location-scale models with right censored data, New estimating equation approaches with application in lifetime data analysis, Robustness issues for \textsc{cub} models, Robust asymptotic tests for the equality of multivariate coefficients of variation, Robustness and asymptotics of the projection median, Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process, Penalised robust estimators for sparse and high-dimensional linear models, Extended \(t\)-process regression models, Robust regression with compositional covariates including cellwise outliers, Robust polytomous logistic regression, A generalized spatial sign covariance matrix, Non-smooth non-convex Bregman minimization: unification and new algorithms, Robust minium bias iteration algorithms for classification ratemaking and loss reserving, Influence sampling of trailing variables of dynamical systems, Gini covariance matrix and its affine equivariant version, On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective, Imprecision in statistical theory and practice, Nonadditive probabilities in statistics, Robust prediction limits based on \(\mathbf M\)-estimators, Robust estimation in the simple errors-in-variables model, The harmonic moment tail index estimator: asymptotic distribution and robustness, Local robustness of sign tests in AR(1) against outliers, On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean, Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality, Qualitative robustness of von Mises statistics based on strongly mixing data, Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator, Quantile credibility models, Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework, Robust inference in generalized partially linear models, Detecting influential observations in kernel PCA, Credibility theory based on trimming, Optimal risk transfer under quantile-based risk measurers, On the optimization properties of the correntropic loss function in data analysis, Statistical inference based on robust low-rank data matrix approximation, A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties, \(M\)-estimation in regression models for censored data, Symmetrised M-estimators of multivariate scatter, Modelling catastrophe claims with left-truncated severity distributions, On the robustness of empirical likelihood ratio confidence intervals for location, Consistency and robustness of kernel-based regression in convex risk minimization, Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function, Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, Robust likelihood functions in Bayesian inference, The multivariate least-trimmed squares estimator, Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks, Robust testing with generalized partial linear models for longitudinal data, Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators, Multiple outlier detection in multivariate data using self-organizing maps, Influence functions for a general class of depth-based generalized quantile functions, Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices, Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution, Support vector interval regression machine for crisp input and output data, A simulation study on classic and robust variable selection in linear regression, Properties of robust m-estimators for poisson and negative binomial data^∗, Robust estimation of Cronbach's alpha, Testing the information matrix equality with robust estimators, Least trimmed squares in nonlinear regression under dependence, Robust estimation in the normal mixture model, The indirect method: inference based on intermediate statistics -- a synthesis and examples, Robust analysis of linear models, Minimum Scoring Rule Inference, \(M\)-cross-validation in local median estimation, On location estimation for LARCH processes, Huber's minimax approach in distribution classes with bounded variances and subranges with applications to robust detection of signals, The forward search: theory and data analysis, Maximin effects in inhomogeneous large-scale data, Qualitative robustness of statistical functionals under strong mixing, Robust estimation and inference for heavy tailed GARCH, Robust worst-case optimal investment, Optimal robust M-estimators using divergences, Credible risk measures with applications in actuarial sciences and finance, M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models, Some maximum-indifference estimators for the slope of a univariate linear model, Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models, The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors, A Semiparametric Estimation Approach for Linear Mixed Models, Robust versus classical detection of atypical data, Breakdown and groups. (With discussions and rejoinder), Partially adaptive robust estimation of regression models and applications, On semiparametric \(M\)-estimation in single-index regression, The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption, Influence of observations on the misclassification probability in quadratic discriminant analysis, Influence function analysis of the restricted minimum divergence estimators: a general form, Kuznetsov independence for interval-valued expectations and sets of probability distributions: properties and algorithms, Prediction of chaotic dynamical processes based on detection of regular component, Trimmed and Winsorized transformed means based on a scaled deviation, ML estimation of multiple regression parameters under classification of the dependent variable, A resistant test for simple linear regression, Robust Bootstrap with Non Random Weights Based on the Influence Function, A FULLY NONPARAMETRIC TEST FOR ONE-WAY LAYOUTS, Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models, RobustM-estimators of scale: Minimax bias versus maximal variance, Breakdown point theory for implied probability bootstrap, Identification of outlying height and weight data in the Iranian National Health Survey 1990-92, Asymptotic robustness of least median of squares for autoregressions with additive outliers, A Re-Weighted Least Squares Method for Robust Regression Estimation, Effect of non-normality on test statistics for one-way independent groups designs, Variance etable r-estimators, Influence for empirical transforms, Small sample intervals for generalized linear regression, Analisis de diseños factoriales sin replicacion, Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models, On the Optimality of Multivariate S-Estimators, Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model, Stochastic Ordering of Likelihood Ratios and Partial Sufficiency, Robust inference in the negative binomial regression model with an application to falls data, Unnamed Item, Optimal collapsing of mixture distributions in robust recursive estimation, Detection of collinearity- influential observations, On robust tail index estimation for linear long-memory processes, Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators, A Nonparametric Procedure for Choosing a Location Test, The use of auxiliary data in robust univariate mean estimation, Some robust two-sample test statistics based on m-estimators of location, Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics, A robust biplot, Recursive M-estimators of location, Partially linear estimation using sufficient dimension reduction, Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular, Asymptotically Stable Tests with Application to Robust Detection, Logistic discrimination using robust estimators: An influence function approach, Handling Noise and Outliers in Fuzzy Clustering, Robust methods for generalized linear models with nonignorable missing covariates, Conditional tests for elliptical symmetry using robust estimators, The influence function of the optimal bandwidth for kernel density estimation, Unnamed Item, M-estimation and B-spline approximation for varying coefficient models with longitudinal data, A robust scale estimator based on the shortest half, An algorithm for deepest multiple regression, On Multiple-Case Diagnostics in Linear Subspace Method, Analyzing Data with Robust Multivariate Methods and Diagnostic Plots, Robust Estimation with Discrete Explanatory Variables, STATIONARITY OF THE SOLUTION OF X_t= A_tX_t-1+ ε_tAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES, Clusters Detection in Regression Problems: A Similarity Test Between Estimated Models, Robust estimation and inference for bivariate line-fitting in allometry, Impact of Contamination on Training and Test Error Rates in Statistical Clustering, The heuristic approach in finding initial values for minimum density power divergence estimators, Multivariate recursive m estimators of location for dependent sequences, The geometry of the affine invariant multivariate sign and rank methods, The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error, Robust stepwise regression, Studentized bootstrap confidence intervals based onM-estimates, PATTERN RECOGNITION VIA ROBUST SMOOTHING WITH APPLICATION TO LASER DATA, On robustness and efficiency of certain statistics involving the empirical characteristic function, Influence functions of some depth functions, and application to depth-weighted L-statistics, Robust Inference in Conditionally Linear Nonlinear Regression Models, Bayesian Analysis in Regression Models Using Pseudo-Likelihoods, Robust Testing Procedures in Heteroscedastic Linear Models, A Semiparametric Estimate of Treatment Effects with Censored Data, Marginally Specified Generalized Linear Mixed Models: A Robust Approach, Unnamed Item, Unnamed Item, Robust non-parametric smoothing of non-stationary time series, Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method, Robust Dawoud–Kibria estimator for handling multicollinearity and outliers in the linear regression model, A Measure of Directional Outlyingness With Applications to Image Data and Video, Intrinsic Data Depth for Hermitian Positive Definite Matrices, Robust Inference Against Imperfect Ranking in Ranked Set Sampling, Unnamed Item, Capture–Recapture Estimation by Means of Empirical Bayesian Smoothing with an Application to the Geographical Distribution of Hidden Scrapie in Great Britain, Robustness of the Mean Square Risk in Forecasting of Regression Time Series, A class of high-breakdown scale estimators based on subranges, A class ol qualitatively eobust estimates, Empirical distribution function under heteroscedasticity, Influence function analysis for partial least squares with uncorrelated components, Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination, Gauss as Scientific Mediator Between Mathematics and Geodesy from the Past to the Present, More on Robust Lagfactors, Robust estimation of variance components, Is statistics too difficult?, Weighted logistic regression and robust analysis of diverse toxicology data, Robust estimation of extremes, Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods, DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS, ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES, Influence Function Analysis for the Robust Partial Least Squares (RoPLS) Estimator, Robustness of the student t based M-estimator, About Regression Estimators with High Breakdown Point, Optimally robust estimators in generalized Pareto models, The development and evaluation of alternative generalized m‐estmation techniques, A performance-based assessment of robust regression methods, A simple method to identify significant effects in unreplicated two-level factorial designs, Unnamed Item, Bounded influence estimation for regression and scale, Influence analysis in quantitative trait loci detection, Comparative Study of Robust Estimators Based on a Sensitivity Coefficient in Principal Component Analysis, Robust weighted likelihood estimators with an application to bivariate extreme value problems, Automatic bandwidth selection in robust nonparametric regression, Automatic bandwidth selection for modified m-smoother^∗, Regression residuals and test statistics: Assessing naive outlier deletion, Robust estimation of the SUR model, Sampling Correctors, Use of likelihood ratio tests to detect outliers under the variance shift outlier model, Robust inference in the multilevel zero-inflated negative binomial model, A New Principle for Tuning-Free Huber Regression, Learning theory of minimum error entropy under weak moment conditions, Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator, Robust linear discriminant analysis using S-estimators, Information Matrix for Pareto(IV), Burr, and Related Distributions, Financial Econometrics and Systemic Risk, Approximated Perfect Values in Logistic Regression for Prediction and Outlier Detection, Minimax weights for generalised M-estimation in biased regression models, Robustness of confidence intervals for scale parameters based on m-estimators, Entropy inference in smooth transition kink regression, A Comparison of Partially Adaptive and Reweighted Least Squares Estimation, Visually Communicating and Teaching Intuition for Influence Functions, Optimal bounded influence regression and scale m-estimators in the context of experimental desing, Model selection tests for nonlinear dynamic models, The tapered block bootstrap for general statistics from stationary sequences, General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, On the properties of the Lambda value at risk: robustness, elicitability and consistency, SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS, Robust Decisions under Risk for Imprecise Probabilities, Model averaging for M-estimation, High leverage points and vertical outliers resistant model selection in regression, Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM, M-estimation and model identification based on double SCAD penalization, Mixtures of regression models with incomplete and noisy data, On the consistency and the robustness in model selection criteria, Consistent and robust variable selection in regression based on Wald test, An efficient and robust inference method based on empirical likelihood in longitudinal data analysis, M-periodogram for the analysis of long-range-dependent time series, Robustness of Bootstrap in Instrumental Variable Regression, Robust Methods for the Analysis of Income Distribution, Inequality and Poverty, Robust mixture regression modeling based on the generalized M (GM)-estimation method, Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers, Data driven robust estimation methods for fixed effects panel data models, Parameter estimation by type-2 fuzzy logic in case that data set has outlier, Robust regression analysis: a useful two stage procedure, Comparing J independent groups with a method based on trimmed means, Robust bootstrap procedures for the chain-ladder method, On optimal b-robust influence functions in multidimensional parametric models, Bounded‐influence rank estimation in the linear model, Robust methods for personal‐income distribution models, Some properties of the length of the shortest half, Unnamed Item, Interfacing biology, category theory and mathematical statistics, GMC/GEL estimation of stochastic volatility models, Unnamed Item, Convergence Behavior of the em algorithm for the multivariate t -distribution, Maximum Deviation Curves for Location Estimators, Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators, Model influence functions based on mixtures, Convergence rate of SVM for kernel-based robust regression, Robust estimates of ordered means in normal models, Robust Estimators in High-Dimensions Without the Computational Intractability, A robust generalization and asymptotic properties of the model selection criterion family, Robust generalized confidence intervals, Interactions in the Analysis of Variance, Higher-Order Infinitesimal Robustness, From Student'st₂Distribution to Student'st₃Distribution Through Characterizations, On function recovery by neural networks based on orthogonal expansions, Semi-parametric modelling in finance: theoretical foundations, Analysis of Longitudinal Clinical Trials with Missing Data Using Multiple Imputation in Conjunction with Robust Regression, Outlier detection for high dimensional data using the Comedian approach, A robust approach to longitudinal data analysis, Unnamed Item, Robust binary regression with continuous outcomes, Estimates of Regression Coefficients Based on the Sign Covariance Matrix, Unnamed Item, Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations, Robust Estimation in Generalized Linear Mixed Models, Investigation of finite-sample properties of robust location and scale estimators, Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution, The effect of nonnormality on near‐replicate lack‐of‐fit tests, Unnamed Item, Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence, A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER, Bias-robustL-estimators of a scale parameter, M-estimation for functional linear regression, Robust estimation and design procedures for the random effects model, Unnamed Item, Unnamed Item, Best monotone M-estimators, De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément, ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS, A new approach for open‐end sequential change point monitoring, Robust Estimators for the Parameters of Multivariate Lognormal Distribution, Privacy-Preserving Parametric Inference: A Case for Robust Statistics, New Insights Into Learning With Correntropy-Based Regression, Iterative gradient descent for outlier detection, Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes, Pareto Tail Index Estimation Revisited, Unnamed Item, Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed, Robust link functions, A Robustification of the Chain-Ladder Method, Analogues on the Sphere of the Affine-Equivariant Spatial Median, Robust sure independence screening for nonpolynomial dimensional generalized linear models, Robust regression for interval-valued data based on midpoints and log-ranges, An approach for specifying trimming and winsorization cutoffs, Efficient nonparametric estimation for skewed distributions, Robust approaches to redundancy analysis, Robust and efficient estimation of nonparametric generalized linear models, Generalized residuals and outlier detection for ordinal data with challenging data structures, Minimizing sensitivity to model misspecification, A nonparametric two‐sample test using a general φ‐divergence‐based mutual information, Comparison of the robust methods in the general linear regression model, Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data, Image Denoising: The Deep Learning Revolution and Beyond—A Survey Paper, Robust estimation based on one-shot device test data under log-normal lifetimes, A formal definition of the Hough transform: properties and relationships, Stable Asymptotics for M‐estimators, On Goodness of Fit for Operational Risk, Deconfounding and Causal Regularisation for Stability and External Validity, On Huber's contaminated model, Robust explicit estimation of the log-logistic distribution with applications, Can we estimate macroforecasters' mis-behavior?, Robust Two-Step Wavelet-Based Inference for Time Series Models, Robust maximum likelihood estimation of stochastic frontier models, Composite T-process regression models, Random weighting method for M-test in linear model with dependent errors, Topics in robust statistical learning, Surface denoising based on normal filtering in a robust statistics framework, Robust matrix estimations meet Frank-Wolfe algorithm, An automated robust algorithm for clustering multivariate data, Computing finite mixture estimators in the tails, Geometry of EM and related iterative algorithms, Modified robust ridge M-estimators for linear regression models: an application to tobacco data, New robust ridge estimators for the linear regression model with outliers, A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers, Distributionally robust and generalizable inference, Elegant robustification of sparse partial least squares by robustness-inducing transformations, Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach, Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models, Robust regression against heavy heterogeneous contamination, New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers, Robust supervised learning with coordinate gradient descent, On robustness and local differential privacy, Robust estimation of the conditional stable tail dependence function, Quantitative robustness of instance ranking problems, Robust density power divergence estimates for panel data models, Robust estimation in regression and classification methods for large dimensional data, The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting, Non-asymptotic robustness analysis of regression depth median, Differentially private inference via noisy optimization, Least sum of squares of trimmed residuals regression, Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change, Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails, Robust adaptive filtering based on M-estimation-based minimum error entropy criterion, M-estimates: a review and application for decision-making under uncertainty, Mean estimation in high dimension, A class of robust principal component vectors., The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale, Asymptotic distribution of regression M-estimators, The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics, Robust estimation in the logistic regression model, On robustness in risk theory, Out-of-sample forecast errors in misspecific perturbed long memory processes., Analytic line fitting in the presence of uniform random noise, Bootstrapping phylogenetic trees: theory and methods, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models, A Simple and Effective Inequality Measure, Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression, ALESSIOFARCOMENI, LUCAGRECO. Robust Methods for Data Reduction. Boca Raton: CRC Press, Approximate Gibbs sampler for Bayesian Huberized lasso, Best Arm Identification for Contaminated Bandits, A robust prediction error criterion for pareto modelling of upper tails, Unnamed Item, A consistent simulation-based estimator in generalized linear mixed models, Robust inference and modelling for the single ion channel, Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data, A Robust Two Sample Procedure to Estimate a Shift Parameter, A modified ridge m-estimator for linear regression model with multicollinearity and outliers, Robust Bayesian inference via γ-divergence, On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*, Robust estimation of linear state space models, Efficient algorithms for robust estimation in autoregressive regression models using Student’stdistribution, The extended Bregman divergence and parametric estimation, On the robust regression for a censored response data in the single functional index model, Correlations in bivariate Pareto distributions, Rapid penalized likelihood-based outlier detection via heteroskedasticity test, A Wald-type test statistic based on robust modified median estimator in logistic regression models, The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters, A segmented generalized Markov regime-switching model with its application in financial time series data, Randomized Global Sensitivity Analysis and Model Robustness, Geometric median and its application in the identification of multiple outliers, One-stepM-estimators: Jones and Faddy's skewedt-distribution, A concentration approach to sensitivity studies in statistical estimation problems, Robust explicit estimation of the two-parameter Birnbaum–Saunders distribution, Cluster-based multivariate outlier identification and re-weighted regression in linear models, Robust two parameter ridge M-estimator for linear regression, Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach, Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates – an application to Arctic data analysis, Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery, Robust Support Vector Machines for Classification with Nonconvex and Smooth Losses, The effect of mixing‐distribution misspecification in conjugate mixture models, Marshall–Olkin distribution: parameter estimation and application to cancer data, Outlier detection with Mahalanobis square distance: incorporating small sample correction factor, Inference robust to outliers with ℓ₁-norm penalization, Application of M-Estimators to Cross-Section Effect Models, Unnamed Item, Jackknifed Liu estimator in linear regression models, The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation, Doubly reweighted estimators for the parameters of the multivariate t-distribution, Variable Selection for Marginal Longitudinal Generalized Linear Models, Efficient and Robust Fitting of Lognormal Distributions, “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000., Robust estimation and model identification for longitudinal data varying-coefficient model, Non- and semiparametric statistics: compared and contrasted, Sign and rank covariance matrices, Robust Eligible Own Funds and Value at Risk Under Solvency II System, Self‐normalization for Spatial Data, Robust inference with GMM estimators, Robust inference for finite Poisson mixtures, Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods, M-Estimators of Scale with Minimum Gross Errors Sensitivity, Robust estimation of the conditional median function at elliptical models, Some quantitative relationships between two types of finite sample breakdown point, Data graduation based on statistical time series methods, On efficiency and robustness of estimators for a spherical location, Modelling and analysing outliers in spatial lattice data, A Bayesian framework of 3D surface estimation, Fitting log-\(F\) models robustly, with an application to the analysis of extreme values., A robust analysis for unreplicated factorial experiments., Robustness and the robust estimate, ON M‐Estimation Under Long‐Range Dependence in Volatility, Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses, Highly robust estimation of dispersion matrices, Robust estimators for the fixed effects panel data model, Robust estimation of a linear functional relationship, Robust and classical outlyingness indicators a simulation study, Robust inference in generalized linear models for longitudinal data, Unnamed Item, Robust Alternatives to the F‐Test in Mixed Linear Models Based on MM‐Estimates, Robust and powerful serial correlation tests with new robust estimates in ARX models, Influence Functions for Sliced Inverse Regression, Robust fitting of hidden Markov regression models under a longitudinal setting, Outlier detection and robust estimation in linear regression models with fixed group effects, Robust construction of regression models based on the generalized least absolute deviations method, Exponential regression for censored data with outliers, Optimal B-robust estimators for the parameters of the Burr XII distribution, ROBUST ESTIMATOR FOR RELATIVE POVERTY LINE WITH APPLICATION TO EGYPT, Simulation-Based Bias Correction Methods for Complex Models, Unnamed Item, M-estimators with asymmetric influence functions: the distribution case, Robust estimation for linear regression with asymmetric errors, A Robust Procedure in Nonlinear Models for Repeated Measurements, Robust estimation for the covariance matrix of multi-variate time series, Robust state space models for estimating fish stock maturities, Saddlepoint tests for quantile regression, On the Influence Function of the Quintile Share Ratio, Optimal B-robust estimators for the parameters of the power Lindley distribution, Robust analogs to the coefficient of variation, Robust inference for skewed data in health sciences, Iteratively reweighted total least squares for PEIV model, Imputation based mean estimators in case of missing data utilizing robust regression and variance–covariance matrices, A bimodal Weibull distribution: properties and inference, Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria, Robustness of the Simultaneous Estimators of Location and Scale From Approximating a Histogram by a Normal Density Curve, Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study