DOI10.1214/aos/1176347384zbMath0713.62068OpenAlexW1997258346MaRDI QIDQ750060
Ruben H. Zamar, R. Douglas Martin, Víctor J. Yohai
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347384
Combining locally and globally robust estimates for regression,
The influence function and maximum bias of Tukey's median,
The bias of \(k\)-step M-estimators,
The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities,
Influence function and maximum bias of projection depth based estimators.,
Robust Regression Using Data Partitioning and M-Estimation,
Breakdown points for designed experiments,
Robust estimation in structured linear regression,
Stochastic Ordering of Likelihood Ratios and Partial Sufficiency,
Robust regression with a distributed intercept using least median of squares,
Local and global robustness of regression estimators,
Sharpening Wald-type inference in robust regression for small samples,
Robust tests for linear regression models based on \(\tau\)-estimates,
Optimal locally robust M-estimates of regression,
On the estimation of the influence curve,
Positive-breakdown regression by minimizing nested scale estimators,
Robust and efficient estimation of the residual scale in linear regression,
Robustness of least distances estimate in ultivariate linear models,
High-breakdown robust multivariate methods,
Transfer function models with time-varying coefficients,
Maximum Deviation Curves for Location Estimators,
Globally robust inference for the location and simple linear regression models,
A note on the behaviour of residual plots in regression,
Globally robust confidence intervals for simple linear regression,
Globul robustness of location and dispersion estimates,
Robust regression quantiles.,
Bias robustness of three median-based regression estimates.,
A local breakdown property of robust tests in linear regression,
An algorithm for deepest multiple regression,
Higher-Order Infinitesimal Robustness,
Robust linear regression via bounded influence \(M\)-estimators,
Depth weighted scatter estimators,
On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression,
Propagation of outliers in multivariate data,
Functional stability of one-step GM-estimators in approximately linear regression,
M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result,
Robustness of the deepest projection regression functional,
Stability under contamination of robust regression estimators based on differences of residuals.,
Robust estimation of variance components,
On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.,
Maximum bias curves for robust regression with non-elliptical regressors,
A class of robust and fully efficient regression estimators,
On the explosion rate of maximum-bias functions,
On the diversity of estimates.,
Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution,
Applied regression analysis bibliography update 1988-89,
Min-max asymptotic variance of M-estimates of location when scale is unknown,
The deepest regression method,
A parametric framework for the comparison of methods of very robust regression,
Relationships between maximum depth and projection regression estimates
