-
1
-
-
0000746429
-
Estimates of regression parameters based on rank tests
-
Adichie JN (1967) Estimates of regression parameters based on rank tests. Ann Math Stat 38:894-904
-
(1967)
Ann. Math. Stat.
, vol.38
, pp. 894-904
-
-
Adichie, J.N.1
-
2
-
-
0016128052
-
A robust method for multiple linear regression
-
Andrews DF (1974) A robust method for multiple linear regression. Technometrics 16:523-531
-
(1974)
Technometrics
, vol.16
, pp. 523-531
-
-
Andrews, D.F.1
-
3
-
-
0036712180
-
Inversion of earthquake focal mechanisms to obtain the seismotectonic stress IV - A new method free of choice among nodal planes
-
Angelier J (2002) Inversion of earthquake focal mechanisms to obtain the seismotectonic stress IV - a new method free of choice among nodal planes. Geophys J Int 150:588-609
-
(2002)
Geophys. J. Int.
, vol.150
, pp. 588-609
-
-
Angelier, J.1
-
4
-
-
0000218526
-
Rejection of outliers
-
Anscombe FJ (1960) Rejection of outliers. Technometrics 2: 123-147
-
(1960)
Technometrics
, vol.2
, pp. 123-147
-
-
Anscombe, F.J.1
-
8
-
-
0001690033
-
Robust estimation in models for independent non-identically distributed data
-
Beran R (1982) Robust estimation in models for independent non-identically distributed data. Ann Stat 10:415-428
-
(1982)
Ann. Stat.
, vol.10
, pp. 415-428
-
-
Beran, R.1
-
9
-
-
0011094697
-
On some analogues to linear combinations of order statistics in the linear model
-
Bickel PJ (1973) On some analogues to linear combinations of order statistics in the linear model. Ann Stat 1:597-616
-
(1973)
Ann. Stat.
, vol.1
, pp. 597-616
-
-
Bickel, P.J.1
-
11
-
-
0001052553
-
Robust nonparametric regression estimation for dependent observations
-
Boente G, Fraiman R (1989) Robust nonparametric regression estimation for dependent observations. Ann Stat 17:1242-1256
-
(1989)
Ann. Stat.
, vol.17
, pp. 1242-1256
-
-
Boente, G.1
Fraiman, R.2
-
12
-
-
0000782628
-
Robust estimation in heteroscedastic linear models
-
Carroll RJ, Ruppert D (1982) Robust estimation in heteroscedastic linear models. Ann Stat 10:429-441
-
(1982)
Ann. Stat.
, vol.10
, pp. 429-441
-
-
Carroll, R.J.1
Ruppert, D.2
-
13
-
-
84972496372
-
Influential observations, high leverage points, and outliers in linear regression
-
(with discussions)
-
Chatterjee S, Hadi AS (1986) Influential observations, high leverage points, and outliers in linear regression (with discussions). Stat Sci 1:379-416
-
(1986)
Stat. Sci.
, vol.1
, pp. 379-416
-
-
Chatterjee, S.1
Hadi, A.S.2
-
16
-
-
0038879352
-
LAD regression for detecting outliers in response and explanatory variables
-
Dodge Y (1997) LAD regression for detecting outliers in response and explanatory variables. J Multivariate Anal 61:144-158
-
(1997)
J. Multivariate Anal.
, vol.61
, pp. 144-158
-
-
Dodge, Y.1
-
17
-
-
0002231562
-
The notion of breakdown point
-
Bickel PJ, Doksum KA, Hodges JL Jr (eds) Lehmann Wadsworth, Belmont
-
Donoho DL, Huber PJ (1983) The notion of breakdown point. In: Bickel PJ, Doksum KA, Hodges JL Jr (eds) A Festschrift for Erich L. Lehmann Wadsworth, Belmont, pp 157-184
-
(1983)
A Festschrift for Erich L
, pp. 157-184
-
-
Donoho, D.L.1
Huber, P.J.2
-
18
-
-
0001041317
-
Instability of least squares, least absolute deviation and least median of squares linear regression
-
(with discussions)
-
Ellis SP (1998) Instability of least squares, least absolute deviation and least median of squares linear regression (with discussions). Stat Sci 13:337-350
-
(1998)
Stat. Sci.
, vol.13
, pp. 337-350
-
-
Ellis, S.P.1
-
19
-
-
0000155392
-
The behavior of robust estimators on dependent data
-
Gastwirth JL, Rubin H (1975) The behavior of robust estimators on dependent data. Ann Stat 3:1070-1100
-
(1975)
Ann. Stat.
, vol.3
, pp. 1070-1100
-
-
Gastwirth, J.L.1
Rubin, H.2
-
20
-
-
0010926369
-
Abhandlungen zur methode der kleinsten quadrate
-
translated into German by A. Börsch & P. Simon, and reproduced by Physica-Verlag, Würzburg
-
Gauss CF (1964) Abhandlungen zur methode der kleinsten quadrate, translated into German by A. Börsch&P. Simon, and reproduced by Physica-Verlag, Würzburg
-
(1964)
-
-
Gauss, C.F.1
-
21
-
-
0003757120
-
Theory of the combination of observations least subject to errors
-
translated by G.W. Stewart, SIAM, Philadelphia
-
Gauss CF (1995) Theory of the combination of observations least subject to errors, translated by G.W. Stewart, SIAM, Philadelphia
-
(1995)
-
-
Gauss, C.F.1
-
22
-
-
0001340473
-
A general qualitative definition of robustness
-
Hampel FR (1971) A general qualitative definition of robustness. Ann Math Stat 42:1887-1896
-
(1971)
Ann. Math. Stat.
, vol.42
, pp. 1887-1896
-
-
Hampel, F.R.1
-
23
-
-
84950646761
-
The influence curve and its role in robust estimation
-
Hampel FR (1974) The influence curve and its role in robust estimation. J Am Stat Assoc 69:383-393
-
(1974)
J. Am. Stat. Assoc.
, vol.69
, pp. 383-393
-
-
Hampel, F.R.1
-
24
-
-
0003841907
-
-
Wiley, New York
-
Hampel FR, Ronchetti E, Rousseeuw PJ, Stahel WA (1986) Robust statistics: The approach based on influence functions, Wiley, New York
-
(1986)
Robust Statistics: The Approach Based on Influence Functions
-
-
Hampel, F.R.1
Ronchetti, E.2
Rousseeuw, P.J.3
Stahel, W.A.4
-
26
-
-
38149147373
-
Breakdown versus efficiency - Your perspective matters
-
He X (1994) Breakdown versus efficiency - your perspective matters. Stat Prob Lett 19:357-360
-
(1994)
Stat. Prob. Lett.
, vol.19
, pp. 357-360
-
-
He, X.1
-
27
-
-
0032143545
-
Application of equiredundancy design to M-estimation
-
Hekimoǧlu S (1998) Application of equiredundancy design to M-estimation. J Surv Eng 124:103-124
-
(1998)
J. Surv. Eng.
, vol.124
, pp. 103-124
-
-
Hekimoǧlu, S.1
-
28
-
-
0001899317
-
A cautionary note on the method of least median squares
-
Hettmansperger TP, Sheather SJ (1992) A cautionary note on the method of least median squares. Am Stat 46:79-83
-
(1992)
Am. Stat.
, vol.46
, pp. 79-83
-
-
Hettmansperger, T.P.1
Sheather, S.J.2
-
30
-
-
0003157339
-
Robust estimation of a location parameter
-
Huber PJ (1964) Robust estimation of a location parameter. Ann Math Stat 35:73-101
-
(1964)
Ann. Math. Stat.
, vol.35
, pp. 73-101
-
-
Huber, P.J.1
-
32
-
-
0001532082
-
Finite sample breakdown of M- and P-estimators
-
Huber PJ (1984) Finite sample breakdown of M- and P-estimators. Ann Stat 12:119-126
-
(1984)
Ann. Stat.
, vol.12
, pp. 119-126
-
-
Huber, P.J.1
-
33
-
-
0001577150
-
Estimating regression coefficients by minimizing the dispersion of the residuals
-
Jaeckel LA (1972) Estimating regression coefficients by minimizing the dispersion of the residuals. Ann Math Stat 43:1449-1458
-
(1972)
Ann. Math. Stat.
, vol.43
, pp. 1449-1458
-
-
Jaeckel, L.A.1
-
34
-
-
0001297461
-
Nonparametric estimate of regression coefficients
-
Jurečková J (1971) Nonparametric estimate of regression coefficients. Ann Math Stat 42:1328-1338
-
(1971)
Ann. Math. Stat.
, vol.42
, pp. 1328-1338
-
-
Jurečková, J.1
-
37
-
-
0000709862
-
Behavior of robust estimators in the regression model with dependent errors
-
Koul HL (1977) Behavior of robust estimators in the regression model with dependent errors. Ann Stat 5:681-699
-
(1977)
Ann. Stat.
, vol.5
, pp. 681-699
-
-
Koul, H.L.1
-
38
-
-
0002063041
-
Robust M-estimators of multivariate location and scatter
-
Maronna RA (1976) Robust M-estimators of multivariate location and scatter. Ann Stat 4:51-67
-
(1976)
Ann. Stat.
, vol.4
, pp. 51-67
-
-
Maronna, R.A.1
-
40
-
-
0004181207
-
The statistics of residuals and detection of outliers
-
NOAA Technical Report Nos 66, NGS 1
-
Pope J (1976) The statistics of residuals and detection of outliers, NOAA Technical Report Nos 66, NGS 1.
-
(1976)
-
-
Pope, J.1
-
41
-
-
0001893596
-
Robust estimation in dependent situations
-
Portnoy SL (1977) Robust estimation in dependent situations. Ann Stat 5:22-43
-
(1977)
Ann. Stat.
, vol.5
, pp. 22-43
-
-
Portnoy, S.L.1
-
43
-
-
0030344143
-
Identification of outliers in multivariate data
-
Rocke DM, Woodruff DL (1996) Identification of outliers in multivariate data. J Am Stat Assoc 91:1047-1061
-
(1996)
J. Am. Stat. Assoc.
, vol.91
, pp. 1047-1061
-
-
Rocke, D.M.1
Woodruff, D.L.2
-
44
-
-
84950968334
-
Least median of squares regression
-
Rousseeuw PJ (1984) Least median of squares regression. J Am Stat Assoc 79:871-880
-
(1984)
J. Am. Stat. Assoc.
, vol.79
, pp. 871-880
-
-
Rousseeuw, P.J.1
-
45
-
-
0003681739
-
Robust regression and outlier detection
-
Wiley, New York
-
Rousseeuw PJ, Leroy AM (1987) Robust regression and outlier detection. Wiley, New York
-
(1987)
-
-
Rousseeuw, P.J.1
Leroy, A.M.2
-
46
-
-
0031204370
-
Reliability measures for correlated observations
-
Schaffrin B (1997) Reliability measures for correlated observations. J Surv Eng 123:126-137
-
(1997)
J. Surv. Eng.
, vol.123
, pp. 126-137
-
-
Schaffrin, B.1
-
48
-
-
0000972131
-
Robust regression using repeated medians
-
Siegel AF (1982) Robust regression using repeated medians. Biometrika 69:242-244
-
(1982)
Biometrika
, vol.69
, pp. 242-244
-
-
Siegel, A.F.1
-
49
-
-
0042616619
-
A note on high-breakdown estimators
-
Stefanski LA (1991) A note on high-breakdown estimators. Stat Prob Lett 11:353-358
-
(1991)
Stat. Prob. Lett.
, vol.11
, pp. 353-358
-
-
Stefanski, L.A.1
-
50
-
-
0001390053
-
Do robust estimators work with real data?
-
(with discussions)
-
Stigler SM (1977) Do robust estimators work with real data? Ann Stat 5:1055-1098 (with discussions)
-
(1977)
Ann. Stat.
, vol.5
, pp. 1055-1098
-
-
Stigler, S.M.1
-
52
-
-
0000526780
-
Computing the exact least median of squares estimate and stability diagnostics in multiple linear regression
-
Stromberg AJ (1993) Computing the exact least median of squares estimate and stability diagnostics in multiple linear regression. SIAM J Sci Comput 14:1289-1299
-
(1993)
SIAM J. Sci. Comput.
, vol.14
, pp. 1289-1299
-
-
Stromberg, A.J.1
-
53
-
-
0142025165
-
Using symmetry in robust model fitting
-
Wang H, Suter D (2003) Using symmetry in robust model fitting. Patt Recog Lett 24:2953-2966
-
(2003)
Patt. Recog. Lett.
, vol.24
, pp. 2953-2966
-
-
Wang, H.1
Suter, D.2
-
54
-
-
0002454889
-
The trimmed mean in the linear model
-
Welsh AH (1987) The trimmed mean in the linear model. Ann Stat 15:20-36
-
(1987)
Ann. Stat.
, vol.15
, pp. 20-36
-
-
Welsh, A.H.1
-
55
-
-
0024850154
-
Statistical criteria for robust methods
-
Xu PL (1989a) Statistical criteria for robust methods. ITC J No. 1:37-40
-
(1989)
ITC J.
, Issue.1
, pp. 37-40
-
-
Xu, P.L.1
-
56
-
-
51649152055
-
On robust estimation with correlated observations
-
Xu PL (1989b) On robust estimation with correlated observations. Bull Géod 63:237-252
-
(1989)
Bull. Géod.
, vol.63
, pp. 237-252
-
-
Xu, P.L.1
-
57
-
-
0027799464
-
Consequences of constant parameters and confidence intervals of robust estimation
-
Xu PL (1993) Consequences of constant parameters and confidence intervals of robust estimation. Boll Geod Sc Aff 52:231-249
-
(1993)
Boll. Geod. Sc. Aff.
, vol.52
, pp. 231-249
-
-
Xu, P.L.1
-
58
-
-
0037107524
-
A hybrid global optimization method: The one-dimensional case
-
Xu PL (2002) A hybrid global optimization method: The one-dimensional case. J Comput Appl Math 147:301-314
-
(2002)
J. Comput. Appl. Math.
, vol.147
, pp. 301-314
-
-
Xu, P.L.1
-
59
-
-
0037870215
-
A hybrid global optimization method: The multi-dimensional case
-
Xu PL (2003a) A hybrid global optimization method: The multi-dimensional case. J Comput Appl Math 155:423-446
-
(2003)
J. Comput. Appl. Math.
, vol.155
, pp. 423-446
-
-
Xu, P.L.1
-
60
-
-
21444431617
-
Voronoi cells, probabilistic bounds and hypothesis testings in mixed integer linear models
-
paper presented at the International Union of Geodesy and Geophysis 2003 Sapporo Assembly, June 30-July 11, 2003, Sapporo, Japan
-
Xu PL (2003b) Voronoi cells, probabilistic bounds and hypothesis testings in mixed integer linear models, paper presented at the International Union of Geodesy and Geophysis 2003 Sapporo Assembly, June 30-July 11, 2003, Sapporo, Japan
-
(2003)
-
-
Xu, P.L.1
-
61
-
-
3142713059
-
Determination of regional stress tensors from fault-slip data
-
Xu PL (2004) Determination of regional stress tensors from fault-slip data. Geophys J Int 157:1316-1330
-
(2004)
Geophys. J. Int.
, vol.157
, pp. 1316-1330
-
-
Xu, P.L.1
-
62
-
-
0036050610
-
Robust estimator for correlated observations based on bifactor equivalent weights
-
Yang Y, Song L, Xu T (2002) Robust estimator for correlated observations based on bifactor equivalent weights. J Geod 76:353-358
-
(2002)
J. Geod.
, vol.76
, pp. 353-358
-
-
Yang, Y.1
Song, L.2
Xu, T.3
-
63
-
-
0001742386
-
High breakdown-point and high efficiency robust estimates for regression
-
Yohai VJ (1987) High breakdown-point and high efficiency robust estimates for regression. Ann Stat 15:642-656
-
(1987)
Ann. Stat.
, vol.15
, pp. 642-656
-
-
Yohai, V.J.1
|