Robust statistics: a selective overview and new directions
DOI10.1002/wics.1363zbMath1545.62004MaRDI QIDQ6604474
Elvezio Ronchetti, Marco Avella-Medina
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
outliersstabilitygame theorytime seriesM-estimatorsinfluence functionlinear modelsminimax approachsensitivity curvemultivariate analysisstatistical functionalsapproximate modelsparametric modelsrobust filteringbreakdown pointjackknifegeneralized linear modelssparsityhigh-dimensional statisticsrobust inferenceFisher consistencylassovon Mises expansioncapacitiesGâteaux derivativeneighborhoods\(t\)-testdeviationssaddlepointHuber functionrobust variable selectionoptimal robust estimatorsARCH effectspenalized estimatorsmaxbias curveinfinitesimal approachminimum divergence approachscale estimatorscensored-likelihood ratio test
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Cites Work
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