Robust regression using repeated medians
From MaRDI portal
Publication:3942218
DOI10.1093/biomet/69.1.242zbMath0483.62026OpenAlexW2144643813WikidataQ56607635 ScholiaQ56607635MaRDI QIDQ3942218
Publication date: 1982
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/69.1.242
resistanceU-statisticbreakdown valueunbiasedsymmetric errorsGaussian samplingFisher consistentbivariate linear regression
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Robust control charts for the mean of a locally linear time series, SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations, Robust estimation and outlier detection for varying-coefficient models via penalized regression, Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation., The place of the \(L_ 1\)-norm in robust estimation, An outlier robust unit root test with an application to the extended Nelson-Plosser data, A Comparison of Partially Adaptive and Reweighted Least Squares Estimation, On- and offline detection of structural breaks in thermal spraying processes, Regression-free and robust estimation of scale for bivariate data, Tukey's biweight estimation for uncertain regression model with imprecise observations, Behavior of elemental sets in regression, Robust prediction intervals in a regression setting, Median-based estimation of dynamic panel models with fixed effects, Sn covariance, Jackknife method for the location of gross errors in weighted total least squares, Online signal extraction by robust linear regression, Robust Estimation for Parameters of the Extended Burr Type III Distribution, Regression with outlier shrinkage, Efficiency comparison of new adjusted nonparametric and parametric statistics interval estimation methods in the simple linear regression model, Robust principal component analysis via ES-algorithm, Critical value functions for likelihood-ratio tests for normality, Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median, Robust explicit estimation of the log-logistic distribution with applications, Robustness of least distances estimate in ultivariate linear models, Robust explicit estimators of Weibull parameters, High-breakdown robust multivariate methods, Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms, \(\sqrt n\)-consistent robust integration-based estimation, Robust fuzzy regression analysis, Globally robust confidence intervals for simple linear regression, Robust signal extraction for on-line monitoring data., Bias robustness of three median-based regression estimates., Strategy-proof estimators for simple regression., Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point, A note on high-breakdown estimators, Least quantile regression via modern optimization, Fast and Robust Filtering of Time Series with Trends, Robust linear regression: A review and comparison, Outlier detection and robust mixture modeling using nonconvex penalized likelihood, Regression-based, regression-free and model-free approaches for robust online scale estimation, On the optimality of S-estimators, Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate, Robust online scale estimation in time series: a model-free approach, Repeated median and hybrid filters, Robust online signal extraction from multivariate time series, Change-of-variance sensitivities in regression analysis, Real‐time signal processing by adaptive repeated median filters, Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses, Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter, Nonparametric estimation for quadratic regression, Robust filtering of time series with trends, Robust forecasting with exponential and Holt-Winters smoothing, Online Control Charts for Process Averages Based on Repeated Median Filters, Robust regression via mutivariate regression depth, Some maximum-indifference estimators for the slope of a univariate linear model, Unnamed Item, On rank tests for shift detection in time series, Computing the update of the repeated median regression line in linear time, \(L_1\) generalized procrustes 2D shape alignment, A robust bootstrap control chart for the log-logistic percentiles, A comparison of some quick algorithms for robust regression, Outlier detection by means of robust regression estimators for use in engineering science, BACON: blocked adaptive computationally efficient outlier nominators., Iterative gradient descent for outlier detection, Applying robust regression to insurance, A property of the observations fit by the extreme regression quantiles, Faster Evaluation of Subtraction Games, Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure, Unconventional features of positive-breakdown estimators
