-
1
-
-
84981466944
-
Expectation-maximization algorithms and the estimation of time series models in the presence of outliers
-
Abraham, B. and Chuang, A. (1989), Expectation-maximization algorithms and the estimation of time series models in the presence of outliers, Journal of Time Series Analysis, 14, 221-234.
-
(1989)
Journal of Time Series Analysis
, vol.14
, pp. 221-234
-
-
Abraham, B.1
Chuang, A.2
-
2
-
-
0032249565
-
Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
-
Adrover, J.G. (1998), Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution, The Annals of Statistics, 26, 2301-2320.
-
(1998)
The Annals of Statistics
, vol.26
, pp. 2301-2320
-
-
Adrover, J.G.1
-
3
-
-
0036643723
-
Relationships between maximum depth and projection regression estimates
-
Adrover, J.G., Maronna, R.A. and Yohai, V.J. (2002), Relationships between maximum depth and projection regression estimates, Journal of Statistical Planning and Inference, 105, 363-375.
-
(2002)
Journal of Statistical Planning and Inference
, vol.105
, pp. 363-375
-
-
Adrover, J.G.1
Maronna, R.A.2
Yohai, V.J.3
-
4
-
-
0036998887
-
Projection estimates of multivariate location
-
Adrover, J.G., and Yohai, V.J. (2002), Projection estimates of multivariate location, The Annals of Statistics, 30, 1760-1781.
-
(2002)
The Annals of Statistics
, vol.30
, pp. 1760-1781
-
-
Adrover, J.G.1
Yohai, V.J.2
-
5
-
-
0002860364
-
Exact iterative computation of the multivariate minimum volume ellipsoid estimator with a branch and bound algorithm
-
COMPSTAT 12
-
Agulló, J. (1996), Exact iterative computation of the multivariate minimum volume ellipsoid estimator with a branch and bound algorithm, Proceedings of the 12th Symposium in Computational Statistics (COMPSTAT 12), 175-180.
-
(1996)
Proceedings of the 12th Symposium in Computational Statistics
, pp. 175-180
-
-
Agulló, J.1
-
6
-
-
32844454957
-
Exact algorithms to compute the least median of squares estimate in multiple linear regression
-
Y. Dodge (ed.), Institute of Mathematical Statistics Lecture Notes-Monograph Series
-
Agulló, J. (1997), Exact algorithms to compute the least median of squares estimate in multiple linear regression, L1-Statistical Procedures and Related Topics, Y. Dodge (ed.), Institute of Mathematical Statistics Lecture Notes-Monograph Series, vol. 31, 133-146.
-
(1997)
L1-Statistical Procedures and Related Topics
, vol.31
, pp. 133-146
-
-
Agulló, J.1
-
7
-
-
0035963359
-
Newalgorithms for computing the least trimmed squares regression estimator
-
Agulló, J. (2001),Newalgorithms for computing the least trimmed squares regression estimator, Computational Statistics and Data Analysis, 36, 425-439.
-
(2001)
Computational Statistics and Data Analysis
, vol.36
, pp. 425-439
-
-
Agulló, J.1
-
9
-
-
0000501656
-
Information theory and an extension of the maximum likelihood principle
-
B.N. Petran and F. Csaki (eds.) 2nd Edition, Budapest: Akademiai Kiadi
-
Akaike, H. (1973), Information theory and an extension of the maximum likelihood principle, in International Symposium on Information Theory, B.N. Petran and F. Csaki (eds.) 2nd Edition, 267-281, Budapest: Akademiai Kiadi.
-
(1973)
International Symposium on Information Theory
, pp. 267-281
-
-
Akaike, H.1
-
10
-
-
0016355478
-
A new look at the statistical model identification
-
Akaike, H. (1974a), A new look at the statistical model identification, IEEE Transactions on Automatic Control, 19, 716-723.
-
(1974)
IEEE Transactions on Automatic Control
, vol.19
, pp. 716-723
-
-
Akaike, H.1
-
11
-
-
51649182225
-
Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
-
Akaike, H. (1974b), Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes, Annals of the Institute of Statistical Mathematics, 26, 363-387.
-
(1974)
Annals of the Institute of Statistical Mathematics
, vol.26
, pp. 363-387
-
-
Akaike, H.1
-
12
-
-
0002662712
-
On the existence of maximum likelihohod estimates in logistic regression models
-
Albert, A. and Anderson, J.A. (1984), On the existence of maximum likelihohod estimates in logistic regression models, Biometrika, 71, 1-10.
-
(1984)
Biometrika
, vol.71
, pp. 1-10
-
-
Albert, A.1
Anderson, J.A.2
-
13
-
-
0242709398
-
Scalable robust covariance and correlation estimates for data mining
-
Edmonton, Alberta, Canada
-
Alqallaf, F.A., Konis, K.P., Martin, R.D. and Zamar, R.H. (2002), Scalable robust covariance and correlation estimates for data mining, Proceedings of SIGKDD 2002, Edmonton, Alberta, Canada
-
(2002)
Proceedings of SIGKDD 2002
-
-
Alqallaf, F.A.1
Konis, K.P.2
Martin, R.D.3
Zamar, R.H.4
-
14
-
-
0024892040
-
Robust statistics - How not to reject outliers
-
Association of Computing Machinery (ACM). Analytical Methods Committee (1989), Robust statistics - How not to reject outliers, Analyst, 114, 1693-1702.
-
(1989)
Analyst
, vol.114
, pp. 1693-1702
-
-
-
16
-
-
0142087654
-
Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
-
Arslan, O. (2004), Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter, Journal of Statistical Planning and Inference, 118, 115-128.
-
(2004)
Journal of Statistical Planning and Inference
, vol.118
, pp. 115-128
-
-
Arslan, O.1
-
17
-
-
0033212388
-
Asymptotic distributions of the maximal depth estimators for regression and multivariate location
-
Bai, Z.D. and He, X. (1999), Asymptotic distributions of the maximal depth estimators for regression and multivariate location, The Annals of Statistics, 27, 1616-1637.
-
(1999)
The Annals of Statistics
, vol.27
, pp. 1616-1637
-
-
Bai, Z.D.1
He, X.2
-
18
-
-
0004169830
-
-
3rd Edition, New York: John Wiley & Sons, Inc
-
Barnett, V. and Lewis, T. (1998), Outliers in Statistical Data, 3rd Edition, New York: John Wiley & Sons, Inc.
-
(1998)
Outliers in Statistical Data
-
-
Barnett, V.1
Lewis, T.2
-
19
-
-
0000369555
-
An improved algorithm for discrete l1 linear approximation
-
Barrodale, I. and Roberts, F.D.K. (1973), An improved algorithm for discrete l1 linear approximation, SIAM Journal of Numerical Analysis, 10, 839-848.
-
(1973)
SIAM Journal of Numerical Analysis
, vol.10
, pp. 839-848
-
-
Barrodale, I.1
Roberts, F.D.K.2
-
20
-
-
0004267093
-
-
New York: John Wiley & Sons, Inc
-
Belsley, D.A., Kuh, E. and Welsch, R.E. (1980), Regression Diagnostics, New York: John Wiley & Sons, Inc.
-
(1980)
Regression Diagnostics
-
-
Belsley, D.A.1
Kuh, E.2
Welsch, R.E.3
-
21
-
-
84947324900
-
On the maximum bias functions of MM-estimates and constrained M-estimates of regression
-
Unpublished manuscript
-
Berrendero, J.R., Mendes, B.V.M. and Tyler, D.E. (2005), On the maximum bias functions of MM-estimates and constrained M-estimates of regression, Unpublished manuscript.
-
(2005)
-
-
Berrendero, J.R.1
Mendes, B.V.M.2
Tyler, D.E.3
-
22
-
-
0035588123
-
The maxbias curve of robust regression estimates
-
Berrendero, J.R. and Zamar, R.H. (2001), The maxbias curve of robust regression estimates, The Annals of Statistics, 29, 224-251.
-
(2001)
The Annals of Statistics
, vol.29
, pp. 224-251
-
-
Berrendero, J.R.1
Zamar, R.H.2
-
23
-
-
0036839236
-
On the asymptotic behavior of one-step estimates in heteroscedastic regression models
-
Bianco, A.M. and Boente, G.L. (2002), On the asymptotic behavior of one-step estimates in heteroscedastic regression models, Statistics and Probability Letters, 60, 33-47.
-
(2002)
Statistics and Probability Letters
, vol.60
, pp. 33-47
-
-
Bianco, A.M.1
Boente, G.L.2
-
24
-
-
0011337186
-
Robust estimation in the logistic regression model, Robust Statistics, Data Analysis and Computer Intensive Methods
-
H. Rieder (ed.), Lecture Notes in Statistics, New York:Springer
-
Bianco, A. and Yohai, V.J. (1996), Robust estimation in the logistic regression model, Robust Statistics, Data Analysis and Computer Intensive Methods, Proceedings of the workshop in honor of Peter J. Huber, H. Rieder (ed.), Lecture Notes in Statistics 109, 17-34, New York:Springer.
-
(1996)
Proceedings of the workshop in honor of Peter J. Huber
, vol.109
, pp. 17-34
-
-
Bianco, A.1
Yohai, V.J.2
-
25
-
-
0010981994
-
Some results of GM-based estimators in heteroscedastic regression models
-
Bianco, A.M., Boente, G.L. and Di Rienzo, J. (2000), Some results of GM-based estimators in heteroscedastic regression models, Journal of Statistical Planning and Inference, 89, 215-242.
-
(2000)
Journal of Statistical Planning and Inference
, vol.89
, pp. 215-242
-
-
Bianco, A.M.1
Boente, G.L.2
Di Rienzo, J.3
-
26
-
-
0007697653
-
Robust procedures for regression models with ARIMA errors
-
Albert Prat (ed.), Heidelberg: Physica-Verlag
-
Bianco, A.M., Garcí{dotless}a Ben, M., Martí{dotless}nez, E.J. and Yohai, V.J. (1996), Robust procedures for regression models with ARIMA errors, COMPSTAT 96, Proceedings in Computational Statistics, Albert Prat (ed.), 27-38, Heidelberg: Physica-Verlag.
-
(1996)
COMPSTAT 96, Proceedings in Computational Statistics
, pp. 27-38
-
-
Bianco, A.M.1
García Ben, M.2
Martínez, E.J.3
Yohai, V.J.4
-
27
-
-
0035678283
-
Outlier detection in regression models with ARIMA errors using robust estimates
-
Bianco, A.M., Garcí{dotless}a Ben, M., Martí{dotless}nez, E.J. and Yohai, V.J. (2001), Outlier detection in regression models with ARIMA errors using robust estimates, Journal of Forecasting, 20, 565-579.
-
(2001)
Journal of Forecasting
, vol.20
, pp. 565-579
-
-
Bianco, A.M.1
García Ben, M.2
Martínez, E.J.3
Yohai, V.J.4
-
28
-
-
33644671506
-
Robust estimation for linear regression with asymmetric errors
-
Bianco, A.M., Garcí{dotless}a Ben, M. and Yohai, V.J. (2005), Robust estimation for linear regression with asymmetric errors, Canadian Journal of Statistics, 33, 511-528.
-
(2005)
Canadian Journal of Statistics
, vol.33
, pp. 511-528
-
-
Bianco, A.M.1
García Ben, M.2
Yohai, V.J.3
-
29
-
-
0004000490
-
-
vol. I, 2nd Edition, London; Prentice Hall
-
Bickel, P.J. and Doksum, K.A. (2001), Mathematical Statistics: Basic Ideas and Selected Topics, vol. I, 2nd Edition, London; Prentice Hall.
-
(2001)
Mathematical Statistics: Basic Ideas and Selected Topics
-
-
Bickel, P.J.1
Doksum, K.A.2
-
34
-
-
33645349141
-
Robust methods for principal components (in Spanish)
-
Ph.D. thesis, University of Buenos Aires
-
Boente, G.L. (1983), Robust methods for principal components (in Spanish), Ph.D. thesis, University of Buenos Aires.
-
(1983)
-
-
Boente, G.L.1
-
35
-
-
38249038040
-
Asymptotic theory for robust principal components
-
Boente, G.L. (1987), Asymptotic theory for robust principal components, Journal of Multivariate Analysis, 21, 67-78.
-
(1987)
Journal of Multivariate Analysis
, vol.21
, pp. 67-78
-
-
Boente, G.L.1
-
36
-
-
33645357614
-
Discussion of Locantore et al., 1999
-
Boente, G.L. and Fraiman, R. (1999), Discussion of Locantore et al., 1999, Test, 8, 28-35.
-
(1999)
Test
, vol.8
, pp. 28-35
-
-
Boente, G.L.1
Fraiman, R.2
-
37
-
-
0012207331
-
Qualitative robustness for stochastic processes
-
Boente, G.L., Fraiman, R. and Yohai, V.J. (1987), Qualitative robustness for stochastic processes, The Annals of Statistics, 15, 1293-1312.
-
(1987)
The Annals of Statistics
, vol.15
, pp. 1293-1312
-
-
Boente, G.L.1
Fraiman, R.2
Yohai, V.J.3
-
38
-
-
0018538907
-
Impairment of shuttlebox avoidance-learning following repeated alcohol withdrawal episodes in rats
-
Bond, N.W. (1979), Impairment of shuttlebox avoidance-learning following repeated alcohol withdrawal episodes in rats, Pharmacology, Biochemistry and Behavior, 11, 589-591.
-
(1979)
Pharmacology, Biochemistry and Behavior
, vol.11
, pp. 589-591
-
-
Bond, N.W.1
-
39
-
-
0004074760
-
-
New York:John Wiley & Sons, Inc
-
Box, G.E.P., Hunter, W.G. and Hunter, J.S. (1978), Statistics for Experimenters, New York:John Wiley & Sons, Inc.
-
(1978)
Statistics for Experimenters
-
-
Box, G.E.P.1
Hunter, W.G.2
Hunter, J.S.3
-
40
-
-
45549122084
-
On the stability of robust filter-cleaners
-
Brandt, A. and Künsch, H.R. (1988), On the stability of robust filter-cleaners, Stochastic Processes and their Applications, 30, 253-262.
-
(1988)
Stochastic Processes and their Applications
, vol.30
, pp. 253-262
-
-
Brandt, A.1
Künsch, H.R.2
-
41
-
-
0003802343
-
-
Belmont, CA: Wadsworth
-
Breiman, L., Friedman, J.H., Olshen, R.A. and Stone, C.J. (1984), Classification and Regression Trees, Belmont, CA: Wadsworth.
-
(1984)
Classification and Regression Trees
-
-
Breiman, L.1
Friedman, J.H.2
Olshen, R.A.3
Stone, C.J.4
-
42
-
-
0003120670
-
Generalized linear models: Checking assumptions and strengthening conclusions
-
Breslow, N.E. (1996), Generalized linear models: Checking assumptions and strengthening conclusions, Statistica Applicata, 8, 23-41.
-
(1996)
Statistica Applicata
, vol.8
, pp. 23-41
-
-
Breslow, N.E.1
-
47
-
-
0039013429
-
Time series outlier detection and modeling with interpolation
-
Bell Laboratories Technical Memo, Murray Hill, NJ
-
Brubacher, S.R. (1974), Time series outlier detection and modeling with interpolation, Bell Laboratories Technical Memo, Murray Hill, NJ.
-
(1974)
-
-
Brubacher, S.R.1
-
48
-
-
0000057285
-
Leave-k-out diagnostics for time series (with discussion)
-
(B)
-
Bruce, A.G. and Martin, R.D. (1989), Leave-k-out diagnostics for time series (with discussion), Journal of the Royal Statistical Society (B), 51, 363-424.
-
(1989)
Journal of the Royal Statistical Society
, vol.51
, pp. 363-424
-
-
Bruce, A.G.1
Martin, R.D.2
-
49
-
-
0001634017
-
General M-estimates for contaminated pth-order autoregressive processes:Consistency and asymptotic normality. Robustness in autoregressive processes.
-
Bustos, O.H. (1982), General M-estimates for contaminated pth-order autoregressive processes:Consistency and asymptotic normality. Robustness in autoregressive processes., Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 59, 491-504.
-
(1982)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
, vol.59
, pp. 491-504
-
-
Bustos, O.H.1
-
50
-
-
0000848689
-
Robust estimates for ARMA models
-
Bustos, O.H. and Yohai, V.J. (1986), Robust estimates for ARMA models, Journal of the American Statistical Association, 81, 491-504.
-
(1986)
Journal of the American Statistical Association
, vol.81
, pp. 491-504
-
-
Bustos, O.H.1
Yohai, V.J.2
-
51
-
-
21344481802
-
Asymptotics for the Minimum Covariance Determinant Estimator
-
Butler, R.W., Davies, P.L. and Jhun, M. (1993), Asymptotics for the Minimum Covariance Determinant Estimator, The Annals of Statistics, 21, 1385-1400.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 1385-1400
-
-
Butler, R.W.1
Davies, P.L.2
Jhun, M.3
-
52
-
-
0001011286
-
Robust procedures in multivariate analysis I: Robust covariance estimation
-
Campbell, N.A. (1980), Robust procedures in multivariate analysis I: Robust covariance estimation, Applied Statistics, 29, 231-237.
-
(1980)
Applied Statistics
, vol.29
, pp. 231-237
-
-
Campbell, N.A.1
-
53
-
-
0003914949
-
Bushfire mapping using NOAA AVHRR data
-
Technical Report, CSIRO, Australia
-
Campbell, N.A. (1989), Bushfire mapping using NOAA AVHRR data, Technical Report, CSIRO, Australia.
-
(1989)
-
-
Campbell, N.A.1
-
54
-
-
0442312206
-
Robust inference for generalized linear models
-
Cantoni, E. and Ronchetti, E. (2001), Robust inference for generalized linear models, Journal of the American Statistical Association, 96, 1022-1030.
-
(2001)
Journal of the American Statistical Association
, vol.96
, pp. 1022-1030
-
-
Cantoni, E.1
Ronchetti, E.2
-
55
-
-
0001645443
-
On robustness in the logistic regression model
-
Carroll, R.J. and Pederson, S. (1993), On robustness in the logistic regression model, Journal of the Royal Statistical Society (B), 55, 693-706.
-
(1993)
Journal of the Royal Statistical Society (B)
, vol.55
, pp. 693-706
-
-
Carroll, R.J.1
Pederson, S.2
-
56
-
-
0000782628
-
Robust estimation in heteroscedastic linear models
-
Carroll, R.J. and Ruppert, D. (1982), Robust estimation in heteroscedastic linear models, The Annals of Statistics, 10, 429-441.
-
(1982)
The Annals of Statistics
, vol.10
, pp. 429-441
-
-
Carroll, R.J.1
Ruppert, D.2
-
58
-
-
0024012372
-
Estimation of time series parameters in the presence of outliers
-
Chang, I., Tiao, G.C. and Chen, C. (1988), Estimation of time series parameters in the presence of outliers, Technometrics, 30, 193-204.
-
(1988)
Technometrics
, vol.30
, pp. 193-204
-
-
Chang, I.1
Tiao, G.C.2
Chen, C.3
-
60
-
-
0023486581
-
On the robust estimation of power spectra, coherence, and transfer functions
-
Chave, A.D., Thomson, D.J. and Ander, M.E. (1987), On the robust estimation of power spectra, coherence, and transfer functions, Journal of Geophysical Research, 92, 633-648.
-
(1987)
Journal of Geophysical Research
, vol.92
, pp. 633-648
-
-
Chave, A.D.1
Thomson, D.J.2
Ander, M.E.3
-
61
-
-
21144473917
-
Joint estimation of the model parameters and outlier effects in time series
-
Chen, C. and Liu, L.M. (1993), Joint estimation of the model parameters and outlier effects in time series, Journal of the American Statistical Association, 88, 284-297.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 284-297
-
-
Chen, C.1
Liu, L.M.2
-
62
-
-
0037004438
-
The influence function and maximum bias of Tukey's median
-
Chen, Z. and Tyler, D.E. (2002), The influence function and maximum bias of Tukey's median, The Annals of Statistics, 30, 1737-1759.
-
(2002)
The Annals of Statistics
, vol.30
, pp. 1737-1759
-
-
Chen, Z.1
Tyler, D.E.2
-
63
-
-
0000527012
-
Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
-
Clarke, B.R. (1983), Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations, The Annals of Statistics, 11, 1196-1205.
-
(1983)
The Annals of Statistics
, vol.11
, pp. 1196-1205
-
-
Clarke, B.R.1
-
64
-
-
84950451268
-
Comment to "Unmasking multivariate outliers and leverage points" by P. Rousseeuw and B. van Zomeren
-
Cook, R.D. and Hawkins, D.M. (1990), Comment to "Unmasking multivariate outliers and leverage points" by P. Rousseeuw and B. van Zomeren, Journal of the American Statistical Association, 85, 640-644.
-
(1990)
Journal of the American Statistical Association
, vol.85
, pp. 640-644
-
-
Cook, R.D.1
Hawkins, D.M.2
-
66
-
-
0032579670
-
Limit behavior of the empirical influence function of the median
-
Croux, C. (1998), Limit behavior of the empirical influence function of the median, Statistics and Probability Letters, 37, 331-340.
-
(1998)
Statistics and Probability Letters
, vol.37
, pp. 331-340
-
-
Croux, C.1
-
67
-
-
0038648161
-
Estimators of the multiple correlation coefficient: Local robustness and confidence intervals
-
Croux, C. and Dehon, C. (2003), Estimators of the multiple correlation coefficient: Local robustness and confidence intervals, Statistical Papers, 44, 315-334.
-
(2003)
Statistical Papers
, vol.44
, pp. 315-334
-
-
Croux, C.1
Dehon, C.2
-
68
-
-
36148964798
-
Robust standard errors for robust estimators
-
Discussion Papers Series 03.16, K.U. Leuven, CES
-
Croux, C, Dhaene, G. and Hoorelbeke, D. (2003), Robust standard errors for robust estimators, Discussion Papers Series 03.16, K.U. Leuven, CES.
-
(2003)
-
-
Croux, C.1
Dhaene, G.2
Hoorelbeke, D.3
-
69
-
-
0037114393
-
The breakdown behavior of the Maximum Likelihood Estimator in the logistic regression model
-
Croux, C., Flandre, C. and Haesbroeck, G. (2002), The breakdown behavior of the Maximum Likelihood Estimator in the logistic regression model, Statistics and Probability Letters, 60, 377-386.
-
(2002)
Statistics and Probability Letters
, vol.60
, pp. 377-386
-
-
Croux, C.1
Flandre, C.2
Haesbroeck, G.3
-
70
-
-
0001088628
-
Principal component analysis based on robust estimators of the covariance or correlation matrix: Influence functions and efficiencies
-
Croux, C. and Haesbroeck, G. (2000), Principal component analysis based on robust estimators of the covariance or correlation matrix: Influence functions and efficiencies, Biometrika, 87, 603-618.
-
(2000)
Biometrika
, vol.87
, pp. 603-618
-
-
Croux, C.1
Haesbroeck, G.2
-
71
-
-
0141993253
-
Implementing the Bianco andYohai estimator for logistic regression
-
Croux, C. and Haesbroeck, G. (2003), Implementing the Bianco andYohai estimator for logistic regression, Computational Statistics and Data Analysis, 44, 273-295.
-
(2003)
Computational Statistics and Data Analysis
, vol.44
, pp. 273-295
-
-
Croux, C.1
Haesbroeck, G.2
-
72
-
-
0000202692
-
Time-efficient algorithms for two highly robust estimators of scale
-
Croux, C. and Rousseeuw, P.J. (1992), Time-efficient algorithms for two highly robust estimators of scale, Computational Statistics, 2, 411-428.
-
(1992)
Computational Statistics
, vol.2
, pp. 411-428
-
-
Croux, C.1
Rousseeuw, P.J.2
-
73
-
-
0002593186
-
A fast algorithm for robust principal components based on projection pursuit
-
A. Prat (ed.), Heidelberg: Physica-Verlag
-
Croux, C. and Ruiz-Gazen, A. (1996), A fast algorithm for robust principal components based on projection pursuit, COMPSTAT: Proceedings in Computational Statistics, A. Prat (ed.), 211-216, Heidelberg: Physica-Verlag.
-
(1996)
COMPSTAT: Proceedings in Computational Statistics
, pp. 211-216
-
-
Croux, C.1
Ruiz-Gazen, A.2
-
74
-
-
0018038739
-
Patterns in residuals in the two-way layout
-
Daniel, C. (1978), Patterns in residuals in the two-way layout, Technometrics, 20, 385-395.
-
(1978)
Technometrics
, vol.20
, pp. 385-395
-
-
Daniel, C.1
-
76
-
-
0000789842
-
Asymptotic behavior of S-estimators of multivariate location parameters and dispersion matrices
-
Davies, P.L. (1987), Asymptotic behavior of S-estimators of multivariate location parameters and dispersion matrices, The Annals of Statistics, 15, 1269-1292.
-
(1987)
The Annals of Statistics
, vol.15
, pp. 1269-1292
-
-
Davies, P.L.1
-
77
-
-
0000350557
-
The asymptotics of S-estimators in the linear regression model
-
Davies, P.L. (1990), The asymptotics of S-estimators in the linear regression model, The Annals of Statistics, 18, 1651-1675.
-
(1990)
The Annals of Statistics
, vol.18
, pp. 1651-1675
-
-
Davies, P.L.1
-
78
-
-
21144467678
-
The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
-
Davies, P.L. (1992), The asymptotics of Rousseeuw's minimum volume ellipsoid estimator, The Annals of Statistics, 20, 1828-1843.
-
(1992)
The Annals of Statistics
, vol.20
, pp. 1828-1843
-
-
Davies, P.L.1
-
79
-
-
21344492930
-
Aspects of robust linear regression
-
Davies, P.L. (1993), Aspects of robust linear regression, The Annals of Statistics, 21, 1843-1899.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 1843-1899
-
-
Davies, P.L.1
-
80
-
-
0030268301
-
Gauss-Newton and M-estimation for ARMA processes with infinite variance
-
Davis, R.A. (1996), Gauss-Newton and M-estimation for ARMA processes with infinite variance, Stochastic Processes and their Applications, 63, 75-95.
-
(1996)
Stochastic Processes and their Applications
, vol.63
, pp. 75-95
-
-
Davis, R.A.1
-
81
-
-
38249015513
-
M-estimation for autoregression with infinite variance
-
Davis, R.A., Knight, K. and Liu, J. (1992), M-estimation for autoregression with infinite variance, Stochastic Processes and their Applications, 40, 145-180.
-
(1992)
Stochastic Processes and their Applications
, vol.40
, pp. 145-180
-
-
Davis, R.A.1
Knight, K.2
Liu, J.3
-
83
-
-
0013094426
-
Robust simulation-based estimation of ARMA models
-
de Luna, X. and Genton, M.G. (2001), Robust simulation-based estimation of ARMA models, Journal of Computational and Graphical Statistics, 10, 370-387.
-
(2001)
Journal of Computational and Graphical Statistics
, vol.10
, pp. 370-387
-
-
de Luna, X.1
Genton, M.G.2
-
84
-
-
0001623619
-
Robust estimation of the first-order autoregressive parameter
-
Denby, L. and Martin, R.D. (1979), Robust estimation of the first-order autoregressive parameter, Journal of the American Statistical Association, 74, 140-146.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 140-146
-
-
Denby, L.1
Martin, R.D.2
-
85
-
-
0002627232
-
Improvements to the classification performance of regularized discriminant analysis
-
de Vel, O., Aeberhard, S. and Coomans, D. (1993), Improvements to the classification performance of regularized discriminant analysis, Journal of Chemometrics, 7, 99-115.
-
(1993)
Journal of Chemometrics
, vol.7
, pp. 99-115
-
-
de Vel, O.1
Aeberhard, S.2
Coomans, D.3
-
86
-
-
84950884569
-
Robust estimation of dispersion matrices and principal components
-
Devlin, S.J., Gnanadesikan, R. and Kettenring, J.R. (1981), Robust estimation of dispersion matrices and principal components, Journal of the American Statistical Association, 76, 354-362.
-
(1981)
Journal of the American Statistical Association
, vol.76
, pp. 354-362
-
-
Devlin, S.J.1
Gnanadesikan, R.2
Kettenring, J.R.3
-
87
-
-
0001597702
-
Breakdown properties of location estimators based on halfspace depth and projected outlyingness
-
Donoho, D.L. and Gasko, M. (1992), Breakdown properties of location estimators based on halfspace depth and projected outlyingness, The Annals of Statistics, 20, 1803-1827.
-
(1992)
The Annals of Statistics
, vol.20
, pp. 1803-1827
-
-
Donoho, D.L.1
Gasko, M.2
-
88
-
-
0003967470
-
Breakdown properties of multivariate location estimators
-
Ph.D. Qualifying paper, Harvard University
-
Donoho, D.L. (1982), Breakdown properties of multivariate location estimators, Ph.D. Qualifying paper, Harvard University.
-
(1982)
-
-
Donoho, D.L.1
-
89
-
-
0002231562
-
The notion of breakdown point
-
P.J. Bickel, K.A. Doksum and J.L. Hodges, (eds.), Belmont, CA:Wadsworth
-
Donoho, D.L. and Huber, P.J. (1983), The notion of breakdown point, A Festschrift for Erich L. Lehmann, P.J. Bickel, K.A. Doksum and J.L. Hodges, (eds.), 157-184, Belmont, CA:Wadsworth.
-
(1983)
A Festschrift for Erich L. Lehmann
, pp. 157-184
-
-
Donoho, D.L.1
Huber, P.J.2
-
90
-
-
85101445097
-
-
3rd Edition, New York: John Wiley & Sons, Inc
-
Draper, N.R. and Smith, H. (2001), Applied Regression Analysis, 3rd Edition, New York: John Wiley & Sons, Inc.
-
(2001)
Applied Regression Analysis
-
-
Draper, N.R.1
Smith, H.2
-
92
-
-
33745324849
-
Robust regression: Different approaches to numerical solutions and algorithms
-
Research Report No. 6, Fachgruppe für Statistik, Eidgenössische Technische Hochschule, Zurich
-
Dutter, R. (1975), Robust regression: Different approaches to numerical solutions and algorithms. Research Report No. 6, Fachgruppe für Statistik, Eidgenössische Technische Hochschule, Zurich.
-
(1975)
-
-
Dutter, R.1
-
93
-
-
34250290306
-
Algorithms for the Huber estimator in multiple regression
-
Dutter, R. (1977), Algorithms for the Huber estimator in multiple regression, Computing, 18, 167-176.
-
(1977)
Computing
, vol.18
, pp. 167-176
-
-
Dutter, R.1
-
95
-
-
84944982270
-
Leverage and breakdown in L1 regression
-
Ellis, S.P. and Morgenthaler, S. (1992), Leverage and breakdown in L1 regression, Journal of the American Statistical Association, 87, 143-148.
-
(1992)
Journal of the American Statistical Association
, vol.87
, pp. 143-148
-
-
Ellis, S.P.1
Morgenthaler, S.2
-
96
-
-
0003421261
-
-
2nd Edition, New York: John Wiley & Sons, Inc
-
Feller, W. (1971), An Introduction to Probability Theory and its Applications, Vol. II, 2nd Edition, New York: John Wiley & Sons, Inc.
-
(1971)
An Introduction to Probability Theory and its Applications, Vol. II
-
-
Feller, W.1
-
98
-
-
0000756680
-
The estimation from individual records of the relationship between dose and quantal response
-
Finney, D.J. (1947), The estimation from individual records of the relationship between dose and quantal response, Biometrika, 34, 320-334.
-
(1947)
Biometrika
, vol.34
, pp. 320-334
-
-
Finney, D.J.1
-
100
-
-
0035632052
-
Optimal M-estimates of location
-
Fraiman, R., Yohai, V.J. and Zamar, R.H. (2001), Optimal M-estimates of location, The Annals of Statistics, 29, 194-223.
-
(2001)
The Annals of Statistics
, vol.29
, pp. 194-223
-
-
Fraiman, R.1
Yohai, V.J.2
Zamar, R.H.3
-
101
-
-
84947339389
-
Personal communication. Garcí{dotless}a Ben, M. and Yohai, V.J. (2004), Quantile-quantile plot for deviance residuals in the Generalized Linear Model
-
Frery, A. (2005), Personal communication. Garcí{dotless}a Ben, M. and Yohai, V.J. (2004), Quantile-quantile plot for deviance residuals in the Generalized Linear Model, Journal of Computational and Graphical Statistics, 13, 36-47.
-
(2005)
Journal of Computational and Graphical Statistics
, vol.13
, pp. 36-47
-
-
Frery, A.1
-
102
-
-
0031530239
-
A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
-
Gather, U. and Hilker, T. (1997), A note on Tyler's modification of the MAD for the Stahel-Donoho estimator, The Annals of Statistics, 25, 2024-2026.
-
(1997)
The Annals of Statistics
, vol.25
, pp. 2024-2026
-
-
Gather, U.1
Hilker, T.2
-
103
-
-
0141799716
-
Comprehensive definitions of breakdown-points for independent and dependent observations
-
Genton, M.G. and Lucas, A. (2003), Comprehensive definitions of breakdown-points for independent and dependent observations, Journal of the Royal Statistical Society (B), 65, 81-94.
-
(2003)
Journal of the Royal Statistical Society (B)
, vol.65
, pp. 81-94
-
-
Genton, M.G.1
Lucas, A.2
-
104
-
-
0033211964
-
Robustness properties of dispersion estimators
-
Genton, M.G. and Ma, Y. (1999), Robustness properties of dispersion estimators, Statistics and Probability Letters, 44, 343-350.
-
(1999)
Statistics and Probability Letters
, vol.44
, pp. 343-350
-
-
Genton, M.G.1
Ma, Y.2
-
105
-
-
0036282009
-
A class of robust and fully efficient regression estimators
-
Gervini, D. and Yohai, V.J. (2002), A class of robust and fully efficient regression estimators, The Annals of Statistics, 30, 583-616.
-
(2002)
The Annals of Statistics
, vol.30
, pp. 583-616
-
-
Gervini, D.1
Yohai, V.J.2
-
106
-
-
0022758625
-
Some new estimation methods for weighted regression when there are possible outliers
-
Giltinan, D.M., Carroll, R.J. and Ruppert, D. (1986), Some new estimation methods for weighted regression when there are possible outliers, Technometrics, 28, 219-230.
-
(1986)
Technometrics
, vol.28
, pp. 219-230
-
-
Giltinan, D.M.1
Carroll, R.J.2
Ruppert, D.3
-
107
-
-
0002954125
-
Robust estimates, residuals, and outlier detection with multiresponse data
-
Gnanadesikan, R. andKettenring, J.R. (1972), Robust estimates, residuals, and outlier detection with multiresponse data, Biometrics, 28, 81-124.
-
(1972)
Biometrics
, vol.28
, pp. 81-124
-
-
Gnanadesikan, R.1
Kettenring, J.R.2
-
108
-
-
84916058107
-
-
US Department of Health, Education andWelfare, Public Health Services Publication No. 2039
-
Golueke, C.G. and McGauhey, P.H. (1970), Comprehensive Studies of Solid Waste Management, US Department of Health, Education andWelfare, Public Health Services Publication No. 2039.
-
(1970)
Comprehensive Studies of Solid Waste Management
-
-
Golueke, C.G.1
McGauhey, P.H.2
-
109
-
-
0004058370
-
-
New York: John Wiley & Sons, Inc
-
Grenander, U. (1981), Abstract Inference, New York: John Wiley & Sons, Inc.
-
(1981)
Abstract Inference
-
-
Grenander, U.1
-
111
-
-
0001340473
-
Ageneral definition of qualitative robustness
-
Hampel, F.R. (1971),Ageneral definition of qualitative robustness, The Annals of Mathematical Statistics, 42, 1887-1896.
-
(1971)
The Annals of Mathematical Statistics
, vol.42
, pp. 1887-1896
-
-
Hampel, F.R.1
-
112
-
-
84950646761
-
The influence curve and its role in robust estimation
-
Hampel, F.R. (1974), The influence curve and its role in robust estimation, The Annals of Statistics, 69, 383-393.
-
(1974)
The Annals of Statistics
, vol.69
, pp. 383-393
-
-
Hampel, F.R.1
-
114
-
-
0003841907
-
-
New York: John Wiley & Sons, Inc
-
Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J. and Stahel, W.A. (1986), Robust Statistics:The Approach Based on Influence Functions. New York: John Wiley & Sons, Inc.
-
(1986)
Robust Statistics:The Approach Based on Influence Functions
-
-
Hampel, F.R.1
Ronchetti, E.M.2
Rousseeuw, P.J.3
Stahel, W.A.4
-
115
-
-
0000648298
-
Autoregressive processes with infinite variance
-
Hannan, E.J. and Kanter, M. (1977), Autoregressive processes with infinite variance, Journal of Applied Probability, 14, 411-415.
-
(1977)
Journal of Applied Probability
, vol.14
, pp. 411-415
-
-
Hannan, E.J.1
Kanter, M.2
-
116
-
-
0018424432
-
Maximumlikelihood estimation of regression models with autoregressive moving average disturbances
-
Harvey, A.C. and Phillips, G.D.A. (1979),Maximumlikelihood estimation of regression models with autoregressive moving average disturbances, Biometrika, 66, 49-58.
-
(1979)
Biometrika
, vol.66
, pp. 49-58
-
-
Harvey, A.C.1
Phillips, G.D.A.2
-
118
-
-
0041667192
-
A feasible solution algorithm for the minimum volume ellipsoid estimator
-
Hawkins, D.M. (1993), A feasible solution algorithm for the minimum volume ellipsoid estimator, Computational Statistics, 9, 95-107.
-
(1993)
Computational Statistics
, vol.9
, pp. 95-107
-
-
Hawkins, D.M.1
-
119
-
-
38149147670
-
The feasible solution algorithm for least trimmed squares regression
-
Hawkins, D.M. (1994), The feasible solution algorithm for least trimmed squares regression, Computational Statistics and Data Analysis, 17, 185-196.
-
(1994)
Computational Statistics and Data Analysis
, vol.17
, pp. 185-196
-
-
Hawkins, D.M.1
-
120
-
-
0031527874
-
Quantile curves without crossing
-
He, X. (1997), Quantile curves without crossing, The American Statistician, 51, 186-192.
-
(1997)
The American Statistician
, vol.51
, pp. 186-192
-
-
He, X.1
-
121
-
-
1542512253
-
Reweighted LS estimators converge at the same rate as the initial estimator
-
He, X. and Portnoy, S. (1992), Reweighted LS estimators converge at the same rate as the initial estimator, The Annals of Statistics, 20, 2161-2167.
-
(1992)
The Annals of Statistics
, vol.20
, pp. 2161-2167
-
-
He, X.1
Portnoy, S.2
-
122
-
-
1542282038
-
Efficient high-breakdown-point estimators in robust regression: Which function to choose?
-
Hennig, C. (1995), Efficient high-breakdown-point estimators in robust regression: Which function to choose?, Statistics and Decisions, 13, 221-241.
-
(1995)
Statistics and Decisions
, vol.13
, pp. 221-241
-
-
Hennig, C.1
-
123
-
-
0003704318
-
The UCI KDD Archive
-
Irvine, CA:University of California, Department of Information and Computer Science
-
Hettich, S. and Bay, S.D. (1999), The UCI KDD Archive [http://kdd.ics.uci.edu], Irvine, CA:University of California, Department of Information and Computer Science.
-
(1999)
-
-
Hettich, S.1
Bay, S.D.2
-
125
-
-
0003157339
-
Robust estimation of a location parameter
-
Huber, P.J. (1964), Robust estimation of a location parameter, The Annals of Mathematical Statistics, 35, 73-101.
-
(1964)
The Annals of Mathematical Statistics
, vol.35
, pp. 73-101
-
-
Huber, P.J.1
-
126
-
-
0000375621
-
A robust version of the probability ratio test
-
Huber, P.J. (1965), A robust version of the probability ratio test, The Annals of Mathematical Statistics, 36, 1753-1758.
-
(1965)
The Annals of Mathematical Statistics
, vol.36
, pp. 1753-1758
-
-
Huber, P.J.1
-
129
-
-
0001033261
-
Robust regression: Asymptotics, conjectures and Monte Carlo
-
Huber, P.J. (1973), Robust regression: Asymptotics, conjectures and Monte Carlo, The Annals of Statistics, 1, 799-821.
-
(1973)
The Annals of Statistics
, vol.1
, pp. 799-821
-
-
Huber, P.J.1
-
130
-
-
0004262735
-
-
New York: John Wiley & Sons, Inc
-
Huber, P.J. (1981), Robust Statistics, New York: John Wiley & Sons, Inc.
-
(1981)
Robust Statistics
-
-
Huber, P.J.1
-
131
-
-
0001532082
-
Finite sample breakdown of M- and P-estimators
-
Huber, P.J. (1984), Finite sample breakdown of M- and P-estimators, The Annals of Statistics, 12, 119-126.
-
(1984)
The Annals of Statistics
, vol.12
, pp. 119-126
-
-
Huber, P.J.1
-
132
-
-
0003823652
-
Etude asymptotique des tests robustes
-
Ph.D. thesis, Eidgenössische Technische Hochschule, Zurich
-
Huber-Carol, C. (1970), Etude asymptotique des tests robustes, Ph.D. thesis, Eidgenössische Technische Hochschule, Zurich.
-
(1970)
-
-
Huber-Carol, C.1
-
133
-
-
0010933309
-
Robust regression with a categorical covariable
-
H. Rieder (ed.), Lecture Notes in Statistics No. 109, New York: Springer
-
Hubert, M. and Rousseeuw, P.J. (1996), Robust regression with a categorical covariable, Robust Statistics, Data Analysis, and Computer Intensive Methods, H. Rieder (ed.), Lecture Notes in Statistics No. 109, 215-224, New York: Springer.
-
(1996)
Robust Statistics, Data Analysis, and Computer Intensive Methods
, pp. 215-224
-
-
Hubert, M.1
Rousseeuw, P.J.2
-
134
-
-
0031568055
-
Robust regression with both continuous and binary regressors
-
Hubert, M. and Rousseeuw, P.J. (1997), Robust regression with both continuous and binary regressors, Journal of Statistical Planning and Inference, 57, 153-163.
-
(1997)
Journal of Statistical Planning and Inference
, vol.57
, pp. 153-163
-
-
Hubert, M.1
Rousseeuw, P.J.2
-
135
-
-
8544220605
-
Use of quantitative structure-property relationships in predicting the Krafft point of anionic surfactants
-
Jalali-Heravi, M. and Knouz, E. (2002), Use of quantitative structure-property relationships in predicting the Krafft point of anionic surfactants, Electronic Journal of Molecular Design, 1, 410-417.
-
(2002)
Electronic Journal of Molecular Design
, vol.1
, pp. 410-417
-
-
Jalali-Heravi, M.1
Knouz, E.2
-
137
-
-
0040376892
-
Influence measures for logistic regression: Another point of view
-
Johnson, W. (1985), Influence measures for logistic regression: Another point of view, Biometrika, 72, 59-65.
-
(1985)
Biometrika
, vol.72
, pp. 59-65
-
-
Johnson, W.1
-
138
-
-
0001353940
-
Maximum likelihood fitting of ARMA models to time series with missing observations
-
Jones, R.H. (1980), Maximum likelihood fitting of ARMA models to time series with missing observations, Technometrics, 22, 389-396.
-
(1980)
Technometrics
, vol.22
, pp. 389-396
-
-
Jones, R.H.1
-
140
-
-
0016355598
-
Regression and autoregression with infinite variance
-
Kanter, M. and Steiger, W.L. (1974), Regression and autoregression with infinite variance, Advances in Applied Probability, 6, 768-783.
-
(1974)
Advances in Applied Probability
, vol.6
, pp. 768-783
-
-
Kanter, M.1
Steiger, W.L.2
-
141
-
-
0001355237
-
Redescending M-estimates of multivariate location and scatter
-
Kent, J.T. and Tyler, D.E. (1991), Redescending M-estimates of multivariate location and scatter, The Annals of Statistics, 19, 2102-2119.
-
(1991)
The Annals of Statistics
, vol.19
, pp. 2102-2119
-
-
Kent, J.T.1
Tyler, D.E.2
-
142
-
-
0030516417
-
Constrained M-estimation for multivariate location and scatter
-
Kent, J.T. and Tyler, D.E. (1996), Constrained M-estimation for multivariate location and scatter, The Annals of Statistics, 24, 1346-1370.
-
(1996)
The Annals of Statistics
, vol.24
, pp. 1346-1370
-
-
Kent, J.T.1
Tyler, D.E.2
-
143
-
-
0001315354
-
Cube root asymptotics
-
Kim, J. and Pollard, D. (1990), Cube root asymptotics, The Annals of Statistics, 18, 191-219.
-
(1990)
The Annals of Statistics
, vol.18
, pp. 191-219
-
-
Kim, J.1
Pollard, D.2
-
144
-
-
84916765206
-
Iterated M-estimators for the linear model
-
Klein, R. and Yohai, V.J. (1981), Iterated M-estimators for the linear model, Communications in Statistics, Theory and Methods, 10, 2373-2388.
-
(1981)
Communications in Statistics, Theory and Methods
, vol.10
, pp. 2373-2388
-
-
Klein, R.1
Yohai, V.J.2
-
145
-
-
0038477185
-
Robust estimation of power spectra (with discussion)
-
Kleiner, B., Martin, R.D. and Thomson, D.J. (1979), Robust estimation of power spectra (with discussion), Journal of the Royal Statistical Society (B), 41, 313-351.
-
(1979)
Journal of the Royal Statistical Society (B)
, vol.41
, pp. 313-351
-
-
Kleiner, B.1
Martin, R.D.2
Thomson, D.J.3
-
146
-
-
84986820758
-
Rate of convergence of centered estimates of autoregressive parameters for infinite variance autoregressions
-
Knight, K. (1987), Rate of convergence of centered estimates of autoregressive parameters for infinite variance autoregressions, Journal of Time Series Analysis, 8, 51-60.
-
(1987)
Journal of Time Series Analysis
, vol.8
, pp. 51-60
-
-
Knight, K.1
-
147
-
-
84988106829
-
Limit theory for autoregressive-parameter estimates in an infinite variance, random walk
-
Knight, K. (1989), Limit theory for autoregressive-parameter estimates in an infinite variance, random walk, Canadian Journal of Statistics, 17, 261-278.
-
(1989)
Canadian Journal of Statistics
, vol.17
, pp. 261-278
-
-
Knight, K.1
-
148
-
-
0000273843
-
Regression quantiles
-
Koenker, R. and Bassett, G.J. (1978), Regression quantiles, Econometrica, 46, 33-50.
-
(1978)
Econometrica
, vol.46
, pp. 33-50
-
-
Koenker, R.1
Bassett, G.J.2
-
150
-
-
84950452958
-
Efficient bounded influence regression estimation
-
Krasker, W.S. and Welsch, R.E. (1982), Efficient bounded influence regression estimation, Journal of the American Statistical Association, 77, 595-604.
-
(1982)
Journal of the American Statistical Association
, vol.77
, pp. 595-604
-
-
Krasker, W.S.1
Welsch, R.E.2
-
151
-
-
0037645409
-
Infinitesimal robustness for autoregressive processes
-
Künsch, H. (1984), Infinitesimal robustness for autoregressive processes, The Annals of Statistics, 12, 843-863.
-
(1984)
The Annals of Statistics
, vol.12
, pp. 843-863
-
-
Künsch, H.1
-
152
-
-
0000648982
-
Conditionally unbiased boundedinfluence estimation in general regression models, with applications to generalized linear models
-
Künsch, H.R., Stefanski, L.A. and Carroll, R.J. (1989), Conditionally unbiased boundedinfluence estimation in general regression models, with applications to generalized linear models, Journal of the American Statistical Association, 84, 460-466.
-
(1989)
Journal of the American Statistical Association
, vol.84
, pp. 460-466
-
-
Künsch, H.R.1
Stefanski, L.A.2
Carroll, R.J.3
-
153
-
-
1542493935
-
A recursive approach to parameter estimation in regression and time series models
-
Ledolter, J. (1979), A recursive approach to parameter estimation in regression and time series models, Communications in Statistics, A8, 1227-1245.
-
(1979)
Communications in Statistics
, vol.A8
, pp. 1227-1245
-
-
Ledolter, J.1
-
154
-
-
0007621721
-
Outliers in time series analysis: Some comments on their impact and their detection
-
W. Stahel and S.Weisberg (eds.), New York: Springer
-
Ledolter, J. (1991), Outliers in time series analysis: Some comments on their impact and their detection, Directions in Robust Statistics and Diagnostics, Part I,W. Stahel and S.Weisberg (eds.), 159-165, New York: Springer.
-
(1991)
Directions in Robust Statistics and Diagnostics, Part I
, pp. 159-165
-
-
Ledolter, J.1
-
155
-
-
33746337216
-
Ordinary and proper location M-estimates for autoregressive-moving average models
-
Lee, C.H. and Martin, R.D. (1986), Ordinary and proper location M-estimates for autoregressive-moving average models, Biometrika, 73, 679-686.
-
(1986)
Biometrika
, vol.73
, pp. 679-686
-
-
Lee, C.H.1
Martin, R.D.2
-
156
-
-
0004029130
-
-
2nd Edition, Springer Texts in Statistics, New York: Springer
-
Lehmann, E.L. and Casella, G. (1998), Theory of Point Estimation, 2nd Edition, Springer Texts in Statistics, New York: Springer.
-
(1998)
Theory of Point Estimation
-
-
Lehmann, E.L.1
Casella, G.2
-
157
-
-
0011371042
-
Min-max asymptotic variance when scale is unknown
-
Li, B. and Zamar, R.H. (1991), Min-max asymptotic variance when scale is unknown, Statistics and Probability Letters, 11, 139-145.
-
(1991)
Statistics and Probability Letters
, vol.11
, pp. 139-145
-
-
Li, B.1
Zamar, R.H.2
-
158
-
-
0001337027
-
Projection-pursuit approach to robust dispersion matrices and principal components: Primary theory and Monte Carlo
-
Li, G. and Chen, Z. (1985), Projection-pursuit approach to robust dispersion matrices and principal components: Primary theory and Monte Carlo, Journal of the American Statistical Association, 80, 759-766.
-
(1985)
Journal of the American Statistical Association
, vol.80
, pp. 759-766
-
-
Li, G.1
Chen, Z.2
-
159
-
-
0001767349
-
On a notion of data depth based on random simplices
-
Liu, R.Y. (1990), On a notion of data depth based on random simplices, The Annals of Statistics, 18, 405-414.
-
(1990)
The Annals of Statistics
, vol.18
, pp. 405-414
-
-
Liu, R.Y.1
-
160
-
-
0000072173
-
Robust principal components for functional data
-
Locantore, N., Marron, J.S., Simpson, D.G., Tripoli, N., Zhang, J.T. and Cohen, K.L. (1999), Robust principal components for functional data, Test, 8, 1-28.
-
(1999)
Test
, vol.8
, pp. 1-28
-
-
Locantore, N.1
Marron, J.S.2
Simpson, D.G.3
Tripoli, N.4
Zhang, J.T.5
Cohen, K.L.6
-
161
-
-
0001055108
-
On the relation between S-estimators and M-estimators of multivariate location and covariance
-
Lopuhaã, H.P. (1989), On the relation between S-estimators and M-estimators of multivariate location and covariance, The Annals of Statistics, 17, 1662-1683.
-
(1989)
The Annals of Statistics
, vol.17
, pp. 1662-1683
-
-
Lopuhaã, H.P.1
-
162
-
-
84988090412
-
Multivariate τ-estimators for location and scatter
-
Lopuhaã, H.P. (1991), Multivariate τ-estimators for location and scatter, Canadian Journal of Statistics, 19, 307-321.
-
(1991)
Canadian Journal of Statistics
, vol.19
, pp. 307-321
-
-
Lopuhaã, H.P.1
-
163
-
-
0002577876
-
Highly efficient estimators of multivariate location with high breakdown point
-
Lopuhaã, H.P. (1992), Highly efficient estimators of multivariate location with high breakdown point, The Annals of Statistics, 20, 398-413.
-
(1992)
The Annals of Statistics
, vol.20
, pp. 398-413
-
-
Lopuhaã, H.P.1
-
164
-
-
0001352378
-
Breakdown properties of affine-equivariant estimators of multivariate location and covariance matrices
-
Lopuhaã, H.P. and Rousseeuw, P.J. (1991), Breakdown properties of affine-equivariant estimators of multivariate location and covariance matrices, The Annals of Statistics, 19, 229-248.
-
(1991)
The Annals of Statistics
, vol.19
, pp. 229-248
-
-
Lopuhaã, H.P.1
Rousseeuw, P.J.2
-
165
-
-
0000940115
-
Highly robust estimation of the autocovariance function
-
Ma, Y. and Genton, M.G. (2000), Highly robust estimation of the autocovariance function, Journal of Time Series Analysis, 21, 663-684.
-
(2000)
Journal of Time Series Analysis
, vol.21
, pp. 663-684
-
-
Ma, Y.1
Genton, M.G.2
-
166
-
-
3543000519
-
Improved QSAR analysis of the toxicity of aliphatic carboxylic acids
-
Maguna, F.P., Núñez, M.B., Okulik, N.B. and Castro, E.A. (2003), Improved QSAR analysis of the toxicity of aliphatic carboxylic acids, Russian Journal of General Chemistry, 73, 1792-1798.
-
(2003)
Russian Journal of General Chemistry
, vol.73
, pp. 1792-1798
-
-
Maguna, F.P.1
Núñez, M.B.2
Okulik, N.B.3
Castro, E.A.4
-
167
-
-
84947345467
-
On some topics in robustness, Unpublished memorandum, Bell Telephone Laboratories
-
Murray Hill, NJ
-
Mallows, C.L. (1975), On some topics in robustness, Unpublished memorandum, Bell Telephone Laboratories, Murray Hill, NJ.
-
(1975)
-
-
Mallows, C.L.1
-
168
-
-
20444471162
-
Optimal conditionally unbiased boundedinfluence inference in dynamic location and scale models
-
Mancini, L., Ronchetti, E. and Trojani, F. (2005), Optimal conditionally unbiased boundedinfluence inference in dynamic location and scale models, Journal of the American Statistical Association, 100, 628-641.
-
(2005)
Journal of the American Statistical Association
, vol.100
, pp. 628-641
-
-
Mancini, L.1
Ronchetti, E.2
Trojani, F.3
-
169
-
-
0242698558
-
Random sampling techniques for space efficient online computation of order statistics of large data sets
-
ACM SGIMOD Record 28
-
Manku, G.S., Rajagopalan, S. and Lindsay, B. (1999), Random sampling techniques for space efficient online computation of order statistics of large data sets, ACM SGIMOD Record 28.
-
(1999)
-
-
Manku, G.S.1
Rajagopalan, S.2
Lindsay, B.3
-
170
-
-
0003407981
-
-
Pacific Grove, CA: Wadsworth & Brooks/Cole
-
Marazzi, A. (1993), Algorithms, Routines, and S Functions for Robust Statistics, Pacific Grove, CA: Wadsworth & Brooks/Cole.
-
(1993)
Algorithms, Routines, and S Functions for Robust Statistics
-
-
Marazzi, A.1
-
171
-
-
0032092435
-
Fitting the distributions of length of stay by parametric models
-
Marazzi, A., Paccaud, F., Ruffieux, C. and Beguin, C. (1998), Fitting the distributions of length of stay by parametric models, Medical Care, 36, 915-927.
-
(1998)
Medical Care
, vol.36
, pp. 915-927
-
-
Marazzi, A.1
Paccaud, F.2
Ruffieux, C.3
Beguin, C.4
-
172
-
-
0002063041
-
Robust M-estimators of multivariate location and scatter
-
Maronna, R.A. (1976), Robust M-estimators of multivariate location and scatter, The Annals of Statistics, 4, 51-67.
-
(1976)
The Annals of Statistics
, vol.4
, pp. 51-67
-
-
Maronna, R.A.1
-
173
-
-
23844486772
-
Principal components and orthogonal regression based on robust scales
-
Maronna, R.A. (2005), Principal components and orthogonal regression based on robust scales, Technometrics, 47, 264-273.
-
(2005)
Technometrics
, vol.47
, pp. 264-273
-
-
Maronna, R.A.1
-
174
-
-
0002709641
-
Bias- and efficiency-robustness of general M-estimators for regression with random carriers
-
T. Gasser and J.M. Rossenblat (eds.), Lecture Notes in Mathematics 757, New York: Springer
-
Maronna, R.A., Bustos, O.H. and Yohai, V.J. (1979), Bias- and efficiency-robustness of general M-estimators for regression with random carriers, Smoothing techniques for curve estimation, T. Gasser and J.M. Rossenblat (eds.), Lecture Notes in Mathematics 757, 91-116, New York: Springer.
-
(1979)
Smoothing techniques for curve estimation
, pp. 91-116
-
-
Maronna, R.A.1
Bustos, O.H.2
Yohai, V.J.3
-
175
-
-
38249012185
-
Bias-robust estimators of multivariate scatter based on projections
-
Maronna, R.A., Stahel, W.A. and Yohai, V.J. (1992), Bias-robust estimators of multivariate scatter based on projections, Journal of Multivariate Analysis, 42, 141-161.
-
(1992)
Journal of Multivariate Analysis
, vol.42
, pp. 141-161
-
-
Maronna, R.A.1
Stahel, W.A.2
Yohai, V.J.3
-
176
-
-
0041115994
-
Asymptotic behavior of general M-estimates for regression and scale with random carriers
-
Maronna, R.A. and Yohai, V.J. (1981), Asymptotic behavior of general M-estimates for regression and scale with random carriers, Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 58, 7-20.
-
(1981)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
, vol.58
, pp. 7-20
-
-
Maronna, R.A.1
Yohai, V.J.2
-
177
-
-
0010869734
-
The breakdown point of simultaneous general M-estimates of regression and scale
-
Maronna, R.A. and Yohai, V.J. (1991), The breakdown point of simultaneous general M-estimates of regression and scale, Journal of the American Statistical Association, 86, 699-703.
-
(1991)
Journal of the American Statistical Association
, vol.86
, pp. 699-703
-
-
Maronna, R.A.1
Yohai, V.J.2
-
178
-
-
21144479654
-
Bias-robust estimates of regression based on projections
-
Maronna, R.A. andYohai,V.J. (1993), Bias-robust estimates of regression based on projections, The Annals of Statistics, 21, 965-990.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 965-990
-
-
Maronna, R.A.1
Yohai, V.J.2
-
179
-
-
0344133271
-
The behavior of the Stahel-Donoho robust multivariate estimator
-
Maronna, R.A. and Yohai, V.J. (1995), The behavior of the Stahel-Donoho robust multivariate estimator, Journal of the American Statistical Association, 90, 330-341.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 330-341
-
-
Maronna, R.A.1
Yohai, V.J.2
-
180
-
-
84947329462
-
Robust regression with both continuous and categorical predictors, Technical Report, Faculty of Exact Sciences, University of Buenos Aires
-
Available by
-
Maronna, R.A. and Yohai, V.J. (1999), Robust regression with both continuous and categorical predictors, Technical Report, Faculty of Exact Sciences, University of Buenos Aires. (Available by anonymous ftp at: ulises.ic.fcen.uba.ar).
-
(1999)
-
-
Maronna, R.A.1
Yohai, V.J.2
-
181
-
-
0042708393
-
Robust regression with both continuous and categorical predictors
-
Maronna, R.A. and Yohai, V.J. (2000), Robust regression with both continuous and categorical predictors, Journal of Statistical Planning and Inference, 89, 197-214.
-
(2000)
Journal of Statistical Planning and Inference
, vol.89
, pp. 197-214
-
-
Maronna, R.A.1
Yohai, V.J.2
-
182
-
-
0036849459
-
Robust estimation of location and dispersion for high-dimensional data sets
-
Maronna, R.A. and Zamar, R.H. (2002), Robust estimation of location and dispersion for high-dimensional data sets, Technometrics, 44, 307-317.
-
(2002)
Technometrics
, vol.44
, pp. 307-317
-
-
Maronna, R.A.1
Zamar, R.H.2
-
183
-
-
0002131817
-
Approximate conditional mean type smoothers and interpolators
-
T. Gasser and M. Rosenblatt (eds.), Berlin:Springer
-
Martin, R.D. (1979), Approximate conditional mean type smoothers and interpolators, Smoothing Techniques for Curve Estimation, T. Gasser and M. Rosenblatt (eds.), 117-143, Berlin:Springer.
-
(1979)
Smoothing Techniques for Curve Estimation
, pp. 117-143
-
-
Martin, R.D.1
-
184
-
-
0002862560
-
Robust estimation of autoregressive models
-
D.R. Billinger and G.C. Tiao (eds.), Haywood, CA: Institute of Mathematical Statistics
-
Martin, R.D. (1980), Robust estimation of autoregressive models, Directions in Time Series, D.R. Billinger and G.C. Tiao (eds.), 228-254, Haywood, CA: Institute of Mathematical Statistics.
-
(1980)
Directions in Time Series
, pp. 228-254
-
-
Martin, R.D.1
-
185
-
-
0001500549
-
Robust methods for time series
-
D.F. Findley (ed.), New York: Academic Press
-
Martin, R.D. (1981), Robust methods for time series, Applied Time Series Analysis II, D.F. Findley (ed.), 683-759, New York: Academic Press.
-
(1981)
Applied Time Series Analysis II
, pp. 683-759
-
-
Martin, R.D.1
-
186
-
-
0141754349
-
Asymptotic properties of robust generalized M-estimates for the first-order autoregressive parameter
-
Bell Labs Technical Memo, Murray Hill, NJ
-
Martin, R.D. and Jong, J.M. (1977), Asymptotic properties of robust generalized M-estimates for the first-order autoregressive parameter, Bell Labs Technical Memo, Murray Hill, NJ.
-
(1977)
-
-
Martin, R.D.1
Jong, J.M.2
-
187
-
-
33746337216
-
Ordinary and proper location M-estimates for ARMA models
-
Martin, R.D. and Lee, C.H. (1986), Ordinary and proper location M-estimates for ARMA models, Biometrika, 73, 679-686.
-
(1986)
Biometrika
, vol.73
, pp. 679-686
-
-
Martin, R.D.1
Lee, C.H.2
-
188
-
-
0007665714
-
Robust methods for ARIMA models
-
E. Zellner (ed.), Washington, DC: Bureau of the Census
-
Martin, R.D., Samarov, A. and Vandaele, W. (1983), Robust methods for ARIMA models, Applied Time Series Analysis of Economic Data, E. Zellner (ed.), 153-177, Washington, DC: Bureau of the Census.
-
(1983)
Applied Time Series Analysis of Economic Data
, pp. 153-177
-
-
Martin, R.D.1
Samarov, A.2
Vandaele, W.3
-
189
-
-
0041748284
-
Robust filters and smoothers: Definitions and design
-
Technical Report No. 58, Department of Statistics, University of Washington
-
Martin, R.D. and Su, K.Y. (1985), Robust filters and smoothers: Definitions and design. Technical Report No. 58, Department of Statistics, University of Washington.
-
(1985)
-
-
Martin, R.D.1
Su, K.Y.2
-
190
-
-
0020183045
-
Robust-resistant spectrum estimation
-
Martin, R.D. and Thomson, D.J. (1982), Robust-resistant spectrum estimation, IEEE Proceedings, 70, 1097-1115.
-
(1982)
IEEE Proceedings
, vol.70
, pp. 1097-1115
-
-
Martin, R.D.1
Thomson, D.J.2
-
191
-
-
70350324901
-
Robustness in time series and estimating ARMA models
-
E.J. Hannan, P.R. Krishnaiah and M.M. Rao (eds.), Amsterdam: Elsevier
-
Martin, R.D. and Yohai, V.J. (1985), Robustness in time series and estimating ARMA models, Handbook of Statistics, Volume 5: Time Series in the Time Domain, E.J. Hannan, P.R. Krishnaiah and M.M. Rao (eds.), Amsterdam: Elsevier.
-
(1985)
Handbook of Statistics, Volume 5: Time Series in the Time Domain
-
-
Martin, R.D.1
Yohai, V.J.2
-
192
-
-
0001065197
-
Influence functionals for time series (with discussion)
-
Martin, R.D. and Yohai, V.J. (1986), Influence functionals for time series (with discussion), The Annals of Statistics, 14, 781-818.
-
(1986)
The Annals of Statistics
, vol.14
, pp. 781-818
-
-
Martin, R.D.1
Yohai, V.J.2
-
193
-
-
0008484182
-
Bias robust estimation of autoregression parameters
-
W. Stahel and S. Weisberg (eds.), IMA Volumes in Mathematics and its Applications, Berlin: Springer
-
Martin, R.D. and Yohai, V.J. (1991), Bias robust estimation of autoregression parameters, Directions in Robust Statistics and Diagnostics Part I, W. Stahel and S. Weisberg (eds.), IMA Volumes in Mathematics and its Applications, vol. 30, Berlin: Springer.
-
(1991)
Directions in Robust Statistics and Diagnostics Part I
, vol.30
-
-
Martin, R.D.1
Yohai, V.J.2
-
194
-
-
0000806358
-
Min-max bias robust regression
-
Martin, R.D., Yohai, V.J. and Zamar, R.H. (1989), Min-max bias robust regression, The Annals of Statistics, 17, 1608-1630.
-
(1989)
The Annals of Statistics
, vol.17
, pp. 1608-1630
-
-
Martin, R.D.1
Yohai, V.J.2
Zamar, R.H.3
-
195
-
-
0001624060
-
Asymptotically min-max bias-robust M-estimates of scale for positive random variables
-
Martin, R.D. and Zamar, R.H. (1989), Asymptotically min-max bias-robust M-estimates of scale for positive random variables, Journal of the American Statistical Association, 84, 494-501.
-
(1989)
Journal of the American Statistical Association
, vol.84
, pp. 494-501
-
-
Martin, R.D.1
Zamar, R.H.2
-
196
-
-
21144475214
-
Efficiency-constrained bias-robust estimation of location
-
Martin, R.D. and Zamar, R.H. (1993a), Efficiency-constrained bias-robust estimation of location, The Annals of Statistics, 21, 338-354.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 338-354
-
-
Martin, R.D.1
Zamar, R.H.2
-
197
-
-
21144475161
-
Bias robust estimates of scale
-
Martin, R.D. and Zamar, R.H. (1993b), Bias robust estimates of scale, The Annals of Statistics, 21, 991-1017.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 991-1017
-
-
Martin, R.D.1
Zamar, R.H.2
-
198
-
-
33746324180
-
Robust and consistent estimates of autoregressive-moving average parameters
-
Masarotto, G. (1987), Robust and consistent estimates of autoregressive-moving average parameters, Biometrika, 74, 791-797.
-
(1987)
Biometrika
, vol.74
, pp. 791-797
-
-
Masarotto, G.1
-
199
-
-
0016473357
-
Approximate non-gaussian filtering with linear state and observation relations
-
AC-20
-
Masreliez, C.J. (1975), Approximate non-gaussian filtering with linear state and observation relations, IEEE-Transactions on Automatic Control, AC-20, 107-110.
-
(1975)
IEEE-Transactions on Automatic Control
, pp. 107-110
-
-
Masreliez, C.J.1
-
200
-
-
0017504488
-
Robust Bayesian estimation for the linear model and robustifying the Kalman filter
-
AC-22
-
Masreliez, C.J. and Martin, R.D. (1977), Robust Bayesian estimation for the linear model and robustifying the Kalman filter, IEEE-Transactions on Automatic Control, AC-22, 361-371.
-
(1977)
IEEE-Transactions on Automatic Control
, pp. 361-371
-
-
Masreliez, C.J.1
Martin, R.D.2
-
201
-
-
0001388257
-
Robustification of Kalman filter models
-
Meinhold, R.J. and Singpurwalla, N.D. (1989), Robustification of Kalman filter models, Journal of the American Statistical Association, 84, 479-88.
-
(1989)
Journal of the American Statistical Association
, vol.84
, pp. 479-488
-
-
Meinhold, R.J.1
Singpurwalla, N.D.2
-
202
-
-
0000896467
-
Constrained M-estimation for regression
-
Lecture Notes in Statistics 109, New York: Springer
-
Mendes, B.V.M. and Tyler, D.E. (1996), Constrained M-estimation for regression, Robust Statistics, Data Analysis and Computer Intensive Methods (Schloss Thurnau, 1994), 299-320, Lecture Notes in Statistics 109, New York: Springer.
-
(1996)
Robust Statistics, Data Analysis and Computer Intensive Methods (Schloss Thurnau, 1994)
, pp. 299-320
-
-
Mendes, B.V.M.1
Tyler, D.E.2
-
203
-
-
9944259792
-
A GARCH option pricing model with alpha-stable innovations
-
Menn, C. and Rachev, S.T. (2005), A GARCH option pricing model with alpha-stable innovations, European Journal of Operational Research, 163, 201-209.
-
(2005)
European Journal of Operational Research
, vol.163
, pp. 201-209
-
-
Menn, C.1
Rachev, S.T.2
-
204
-
-
21844492815
-
Parameter estimation for ARMA models with infinite variance innovations
-
Mikosch, T., Gadrich, T., Kluppelberg, C. and Adler, R.J. (1995), Parameter estimation for ARMA models with infinite variance innovations, The Annals of Statistics, 23, 305-326.
-
(1995)
The Annals of Statistics
, vol.23
, pp. 305-326
-
-
Mikosch, T.1
Gadrich, T.2
Kluppelberg, C.3
Adler, R.J.4
-
206
-
-
3242841770
-
Robust state estimation based on projection statistics
-
Mili, L., Cheniae, M.G., Vichare, N.S. and Rousseeuw, P.J. (1996), Robust state estimation based on projection statistics, IEEE Transactions on Power Systems, 11, 1118-1127.
-
(1996)
IEEE Transactions on Power Systems
, vol.11
, pp. 1118-1127
-
-
Mili, L.1
Cheniae, M.G.2
Vichare, N.S.3
Rousseeuw, P.J.4
-
207
-
-
0030343418
-
Robust estimation in structured linear regression
-
Mili, L. and Coakley, C.W. (1996), Robust estimation in structured linear regression, The Annals of Statistics, 24, 2593-2607.
-
(1996)
The Annals of Statistics
, vol.24
, pp. 2593-2607
-
-
Mili, L.1
Coakley, C.W.2
-
209
-
-
0003463572
-
-
3rd Edition, New York: John Wiley & Sons, Inc
-
Montgomery, D.C., Peck, E.A. and Vining, G.G. (2001), Introduction to Linear Regression Analysis, 3rd Edition, New York: John Wiley & Sons, Inc.
-
(2001)
Introduction to Linear Regression Analysis
-
-
Montgomery, D.C.1
Peck, E.A.2
Vining, G.G.3
-
211
-
-
84947324191
-
-
109-118, New York: John Wiley & Sons, Inc
-
Peña, D. (1987), Measuring the importance of outliers in ARIMA models, M.L. Puri, J.P. Vilaplana and W. Wertz (eds.), New Perspectives in Theoretical and Applied Statistics, 109-118, New York: John Wiley & Sons, Inc.
-
(1987)
New Perspectives in Theoretical and Applied Statistics
-
-
Peña, D.1
-
213
-
-
0035418979
-
Robust covariance matrix estimation and multivariate outlier rejection
-
Peña, D. and Prieto, F.J. (2001), Robust covariance matrix estimation and multivariate outlier rejection, Technometrics, 43, 286-310.
-
(2001)
Technometrics
, vol.43
, pp. 286-310
-
-
Peña, D.1
Prieto, F.J.2
-
214
-
-
84947314295
-
Combining random and specific directions for robust estimation of high-dimensional multivariate data
-
Working Paper, Universidad Carlos III, Madrid
-
Peña, D. and Prieto, F.J. (2004), Combining random and specific directions for robust estimation of high-dimensional multivariate data, Working Paper, Universidad Carlos III, Madrid.
-
(2004)
-
-
Peña, D.1
Prieto, F.J.2
-
215
-
-
0042295202
-
A fast procedure for outlier diagnostics in large regression problems
-
Peña, D. and Yohai, V.J. (1999), A fast procedure for outlier diagnostics in large regression problems, Journal of the American Statistical Association, 94, 434-445.
-
(1999)
Journal of the American Statistical Association
, vol.94
, pp. 434-445
-
-
Peña, D.1
Yohai, V.J.2
-
217
-
-
0344930426
-
Complementary log regression for generalized linear models
-
Piegorsch, W.W. (1992), Complementary log regression for generalized linear models, The American Statistician, 46, 94-99.
-
(1992)
The American Statistician
, vol.46
, pp. 94-99
-
-
Piegorsch, W.W.1
-
218
-
-
0033221820
-
Iteratively reweighted least squares state estimation through Givens rotations
-
Pires, R.C., Simões Costa, A. and Mili, L. (1999), Iteratively reweighted least squares state estimation through Givens rotations, IEEE Transactions on Power Systems, 14, 1499-1505.
-
(1999)
IEEE Transactions on Power Systems
, vol.14
, pp. 1499-1505
-
-
Pires, R.C.1
Simões Costa, A.2
Mili, L.3
-
219
-
-
0000976724
-
The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators
-
Portnoy, S. and Koenker, R. (1997), The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators, Statistical Science, 12, 299-300.
-
(1997)
Statistical Science
, vol.12
, pp. 299-300
-
-
Portnoy, S.1
Koenker, R.2
-
220
-
-
0000350475
-
Logistic regression diagnostics
-
Pregibon, D. (1981), Logistic regression diagnostics, The Annals of Statistics, 9, 705-724.
-
(1981)
The Annals of Statistics
, vol.9
, pp. 705-724
-
-
Pregibon, D.1
-
221
-
-
0020148757
-
Resistant fits for some commonly used logistic models with medical applications
-
Pregibon, D. (1982), Resistant fits for some commonly used logistic models with medical applications, Biometrics, 38, 485-498.
-
(1982)
Biometrics
, vol.38
, pp. 485-498
-
-
Pregibon, D.1
-
222
-
-
0003070041
-
On model selection via stochastic complexity in robust linear regression
-
Qian, G. and Künsch, H.R. (1998), On model selection via stochastic complexity in robust linear regression, Journal of Statistical Planning and Inference, 75, 91-116.
-
(1998)
Journal of Statistical Planning and Inference
, vol.75
, pp. 91-116
-
-
Qian, G.1
Künsch, H.R.2
-
224
-
-
0001075456
-
A robust asymptotic testing model
-
Rieder, H. (1978), A robust asymptotic testing model, The Annals of Statistics, 6, 1080-1094.
-
(1978)
The Annals of Statistics
, vol.6
, pp. 1080-1094
-
-
Rieder, H.1
-
225
-
-
0038252876
-
Robustness of one- and two-sample rank tests against gross errors
-
Rieder, H. (1981), Robustness of one- and two-sample rank tests against gross errors, The Annals of Statistics, 9, 245-265.
-
(1981)
The Annals of Statistics
, vol.9
, pp. 245-265
-
-
Rieder, H.1
-
226
-
-
0040680566
-
Hearing levels of adults
-
US National Center for Health Statistics Publications, Series 11, No. 31
-
Roberts, J. and Cohrssen, J. (1968), Hearing levels of adults, US National Center for Health Statistics Publications, Series 11, No. 31.
-
(1968)
-
-
Roberts, J.1
Cohrssen, J.2
-
227
-
-
0030500928
-
Robustness properties of S-estimators of multivariate location and shape in high dimension
-
Rocke, D.M. (1996), Robustness properties of S-estimators of multivariate location and shape in high dimension, The Annals of Statistics, 24, 1327-1345.
-
(1996)
The Annals of Statistics
, vol.24
, pp. 1327-1345
-
-
Rocke, D.M.1
-
228
-
-
0347117677
-
Modeling the solubility of aliphatic alcohols via molecular descriptors
-
Romanelli, G.P., Martino, C.M. and Castro, E.A. (2001), Modeling the solubility of aliphatic alcohols via molecular descriptors, Journal of the Chemical Society of Pakistan, 23, 195-199.
-
(2001)
Journal of the Chemical Society of Pakistan
, vol.23
, pp. 195-199
-
-
Romanelli, G.P.1
Martino, C.M.2
Castro, E.A.3
-
229
-
-
21744461994
-
Robust linear model selection by crossvalidation
-
Ronchetti, E., Field, C. and Blanchard, W. (1997), Robust linear model selection by crossvalidation, Journal of the American Statistical Association, 92, 1017-1023.
-
(1997)
Journal of the American Statistical Association
, vol.92
, pp. 1017-1023
-
-
Ronchetti, E.1
Field, C.2
Blanchard, W.3
-
230
-
-
21344481073
-
A robust version of Mallow's Cp
-
Ronchetti, E. and Staudte, R.G. (1994), A robust version of Mallow's Cp, Journal of the American Statistical Association, 89, 550-559.
-
(1994)
Journal of the American Statistical Association
, vol.89
, pp. 550-559
-
-
Ronchetti, E.1
Staudte, R.G.2
-
232
-
-
0002564033
-
Multivariate estimation with high breakdown point
-
W. Grossmann, G. Pflug, I. Vincze and W. Wertz (eds.), Dordrecht: Reidel
-
Rousseeuw, P.J. (1985), Multivariate estimation with high breakdown point, Mathematical Statistics and its Applications (vol. B), W. Grossmann, G. Pflug, I. Vincze and W. Wertz (eds.), 283-297, Dordrecht: Reidel.
-
(1985)
Mathematical Statistics and its Applications
, vol.B
, pp. 283-297
-
-
Rousseeuw, P.J.1
-
233
-
-
84885933908
-
Alternatives to the median absolute deviation
-
Rousseeuw, P.J. and Croux, C. (1993), Alternatives to the median absolute deviation, Journal of the American Statistical Association, 88, 1273-1283.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 1273-1283
-
-
Rousseeuw, P.J.1
Croux, C.2
-
234
-
-
1542742913
-
Regression depth
-
Rousseeuw, P.J and Hubert, M. (1999), Regression depth, Journal of the American Statistical Association, 94, 388-402.
-
(1999)
Journal of the American Statistical Association
, vol.94
, pp. 388-402
-
-
Rousseeuw, P.J.1
Hubert, M.2
-
236
-
-
0032680362
-
A fast algorithm for the minimum covariance determinant estimator
-
Rousseeuw, P.J. and van Driessen, K. (1999), A fast algorithm for the minimum covariance determinant estimator, Technometrics, 41, 212-223.
-
(1999)
Technometrics
, vol.41
, pp. 212-223
-
-
Rousseeuw, P.J.1
Van Driessen, K.2
-
237
-
-
4544358803
-
An algorithm for positive-breakdown regression based on concentration steps
-
W. Gaul, O. Opitz and M. Schader (eds.), New York: Springer
-
Rousseeuw, P.J. and van Driessen, K. (2000), An algorithm for positive-breakdown regression based on concentration steps, Data Analysis: Modeling and Practical Applications, W. Gaul, O. Opitz and M. Schader (eds.), 335-346, New York: Springer.
-
(2000)
Data Analysis: Modeling and Practical Applications
, pp. 335-346
-
-
Rousseeuw, P.J.1
Van Driessen, K.2
-
238
-
-
84950439147
-
Unmasking multivariate outliers and leverage points
-
Rousseeuw, P.J. and van Zomeren, B.C. (1990), Unmasking multivariate outliers and leverage points, Journal of the American Statistical Association, 85, 633-639.
-
(1990)
Journal of the American Statistical Association
, vol.85
, pp. 633-639
-
-
Rousseeuw, P.J.1
Van Zomeren, B.C.2
-
239
-
-
0028193987
-
Robust regression with a distributed intercept using least median of squares
-
Rousseeuw, P.J. and Wagner, J. (1994), Robust regression with a distributed intercept using least median of squares, Computational Statistics and Data Analysis, 17, 65-76.
-
(1994)
Computational Statistics and Data Analysis
, vol.17
, pp. 65-76
-
-
Rousseeuw, P.J.1
Wagner, J.2
-
240
-
-
0001512292
-
Robust regression by means of S-estimators
-
J. Franke,W. Härdle and R.D. Martin (eds.), Lectures Notes in Statistics 26, New York: Springer
-
Rousseeuw, P.J and Yohai, V.J. (1984), Robust regression by means of S-estimators, Robust and Nonlinear Time Series, J. Franke,W. Härdle and R.D. Martin (eds.), Lectures Notes in Statistics 26, 256-272, New York: Springer.
-
(1984)
Robust and Nonlinear Time Series
, pp. 256-272
-
-
Rousseeuw, P.J.1
Yohai, V.J.2
-
241
-
-
0001092634
-
Computing S-estimators for regression and multivariate location/ dispersion
-
Ruppert, D. (1992), Computing S-estimators for regression and multivariate location/ dispersion, Journal of Computational and Graphical Statistics, 1, 253-270.
-
(1992)
Journal of Computational and Graphical Statistics
, vol.1
, pp. 253-270
-
-
Ruppert, D.1
-
243
-
-
0036284286
-
Bootstrapping robust estimates of regression
-
Salibian-Barrera, M. and Zamar, R.H. (2002), Bootstrapping robust estimates of regression, The Annals of Statistics, 30, 556-582.
-
(2002)
The Annals of Statistics
, vol.30
, pp. 556-582
-
-
Salibian-Barrera, M.1
Zamar, R.H.2
-
244
-
-
84947336391
-
A note on unit root tests with infinite variance noise
-
Unpublished manuscript
-
Samarakoon, D.M. and Knight, K. (2005), A note on unit root tests with infinite variance noise, Unpublished manuscript.
-
(2005)
-
-
Samarakoon, D.M.1
Knight, K.2
-
246
-
-
0014700838
-
Power system static-state estimation, Parts I, II and III
-
PAS-89
-
Schweppe, F.C.,Wildes, J. and Rom, D.B. (1970), Power system static-state estimation, Parts I, II and III, IEEE Transactions on Power Apparatus and Systems, PAS-89, 120-135.
-
(1970)
IEEE Transactions on Power Apparatus and Systems
, pp. 120-135
-
-
Schweppe, F.C.1
Wildes, J.2
Rom, D.B.3
-
248
-
-
0003737234
-
-
2nd Edition, New York: John Wiley & Sons, Inc
-
Seber, G.A.F. and Lee, A.J. (2003), Linear Regression Analysis, 2nd Edition, New York: John Wiley & Sons, Inc.
-
(2003)
Linear Regression Analysis
-
-
Seber, G.A.F.1
Lee, A.J.2
-
250
-
-
0004185873
-
Vehicle recognition using rule based methods
-
Turing Institute Research Memorandum TIRM-87-018
-
Siebert, J.P. (1987), Vehicle recognition using rule based methods, Turing Institute Research Memorandum TIRM-87-018.
-
(1987)
-
-
Siebert, J.P.1
-
251
-
-
84950421188
-
On one-step GM-estimates and stability of inferences in linear regression
-
Simpson, D.G., Ruppert, D. and Carroll, R.J. (1992), On one-step GM-estimates and stability of inferences in linear regression, Journal of the American Statistical Association, 87, 439-450.
-
(1992)
Journal of the American Statistical Association
, vol.87
, pp. 439-450
-
-
Simpson, D.G.1
Ruppert, D.2
Carroll, R.J.3
-
252
-
-
0021548082
-
Multivariate statistical techniques applied to pisolitic laterite geochemistry at Golden Grove, Western Australia
-
Smith, R.E., Campbell, N.A. and Lichfield, A. (1984), Multivariate statistical techniques applied to pisolitic laterite geochemistry at Golden Grove, Western Australia, Journal of Geochemical Exploration, 22, 193-216.
-
(1984)
Journal of Geochemical Exploration
, vol.22
, pp. 193-216
-
-
Smith, R.E.1
Campbell, N.A.2
Lichfield, A.3
-
254
-
-
0003926139
-
Breakdown of covariance estimators, Research Report 31, Fachgruppe für Statistik, ETH
-
. Zurich
-
Stahel, W.A. (1981), Breakdown of covariance estimators, Research Report 31, Fachgruppe für Statistik, ETH. Zurich.
-
(1981)
-
-
Stahel, W.A.1
-
257
-
-
84950625757
-
Simon Newcomb, Percy Daniell, and the history of robust estimation 1885-1920
-
Stigler, S. (1973), Simon Newcomb, Percy Daniell, and the history of robust estimation 1885-1920, Journal of the American Statistics Association, 68, 872-879.
-
(1973)
Journal of the American Statistics Association
, vol.68
, pp. 872-879
-
-
Stigler, S.1
-
258
-
-
0001390053
-
Do robust estimators deal with real data?
-
Stigler, S.M. (1977), Do robust estimators deal with real data?, The Annals of Statistics, 5, 1055-1098.
-
(1977)
The Annals of Statistics
, vol.5
, pp. 1055-1098
-
-
Stigler, S.M.1
-
260
-
-
0041303304
-
Computation of high breakdown nonlinear regression parameters
-
Stromberg, A.J. (1993a), Computation of high breakdown nonlinear regression parameters, Journal of the American Statistical Association, 88, 237-244.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 237-244
-
-
Stromberg, A.J.1
-
261
-
-
0000526780
-
Computing the exact least median of squares estimate and stability diagnostics in multiple linear regression
-
Stromberg, A.J. (1993b), Computing the exact least median of squares estimate and stability diagnostics in multiple linear regression, SIAM Journal of Scientific Computing, 14, 1289-1299.
-
(1993)
SIAM Journal of Scientific Computing
, vol.14
, pp. 1289-1299
-
-
Stromberg, A.J.1
-
262
-
-
79954609284
-
Optimal bias-robust M-estimates of regression
-
Yadolah Dodge (ed.), Basle: Birkhäuser
-
Svarc, M., Yohai, V.J. and Zamar, R.H. (2002), Optimal bias-robust M-estimates of regression, Statistical Data Analysis Based on the L1 Norm and Related Methods, Yadolah Dodge (ed.), 191-200, Basle: Birkhäuser.
-
(2002)
Statistical Data Analysis Based on the L1 Norm and Related Methods
, pp. 191-200
-
-
Svarc, M.1
Yohai, V.J.2
Zamar, R.H.3
-
263
-
-
0034237950
-
On the uniqueness of S-functionals and M-functionals under nonelliptical distributions
-
Tatsuoka, K.S. and Tyler, D.E. (2000), On the uniqueness of S-functionals and M-functionals under nonelliptical distributions, The Annals of Statistics, 28, 1219-1243.
-
(2000)
The Annals of Statistics
, vol.28
, pp. 1219-1243
-
-
Tatsuoka, K.S.1
Tyler, D.E.2
-
264
-
-
0017558227
-
Spectrum estimation techniques for characterization and development of WT4 waveguide
-
and 1983-2005
-
Thomson, D.J. (1977), Spectrum estimation techniques for characterization and development of WT4 waveguide, Bell System Technical Journal, 56, 1769-1815 and 1983-2005.
-
(1977)
Bell System Technical Journal
, vol.56
, pp. 1769-1815
-
-
Thomson, D.J.1
-
265
-
-
84944452417
-
Outliers, level shifts and variance changes in time series
-
Tsay, R.S. (1988), Outliers, level shifts and variance changes in time series, Journal of Forecasting, 7, 1-20.
-
(1988)
Journal of Forecasting
, vol.7
, pp. 1-20
-
-
Tsay, R.S.1
-
266
-
-
0002182927
-
A survey of sampling from contaminated distributions
-
I. Olkin (ed.), Stanford, CA: Stanford University Press
-
Tukey, J.W. (1960), A survey of sampling from contaminated distributions, Contributions to Probability and Statistics, I. Olkin (ed.), Stanford, CA: Stanford University Press.
-
(1960)
Contributions to Probability and Statistics
-
-
Tukey, J.W.1
-
268
-
-
0002427174
-
An introduction to the calculations of numerical spectrum analysis
-
B. Harris (ed.), New York: John Wiley & Sons, Inc
-
Tukey, J.W. (1967), An introduction to the calculations of numerical spectrum analysis, Proceedings of the Advanced Seminar on Spectral Analysis of Time Series, B. Harris (ed.), 25-46, New York: John Wiley & Sons, Inc.
-
(1967)
Proceedings of the Advanced Seminar on Spectral Analysis of Time Series
, pp. 25-46
-
-
Tukey, J.W.1
-
269
-
-
70350338027
-
Useable resistant/robust techniques of analysis
-
Los Alamos, New Mexico
-
Tukey, J.W. (1975a), Useable resistant/robust techniques of analysis, Proceedings of the First ERDA Symposium, Los Alamos, New Mexico, 11-31.
-
(1975)
Proceedings of the First ERDA Symposium
, pp. 11-31
-
-
Tukey, J.W.1
-
270
-
-
84947330893
-
Comments on "Projection pursuit"
-
Tukey, J.W. (1975b), Comments on "Projection pursuit", The Annals of Statistics, 13, 517-518.
-
(1975)
The Annals of Statistics
, vol.13
, pp. 517-518
-
-
Tukey, J.W.1
-
272
-
-
0001076947
-
Robustness and efficiency properties of scatter matrices
-
Tyler, D.E. (1983), Robustness and efficiency properties of scatter matrices, Biometrika, 70, 411-420.
-
(1983)
Biometrika
, vol.70
, pp. 411-420
-
-
Tyler, D.E.1
-
273
-
-
0000342767
-
Adistribution-free M-estimator of multivariate scatter
-
Tyler, D.E. (1987),Adistribution-free M-estimator of multivariate scatter, The Annals of Statistics, 15, 234-251.
-
(1987)
The Annals of Statistics
, vol.15
, pp. 234-251
-
-
Tyler, D.E.1
-
274
-
-
84947301539
-
Breakdown properties of the M-estimators of multivariate scatter, Technical Report
-
Department of Statistics, Rutgers University
-
Tyler, D.E. (1990), Breakdown properties of the M-estimators of multivariate scatter, Technical Report, Department of Statistics, Rutgers University.
-
(1990)
-
-
Tyler, D.E.1
-
276
-
-
21844523725
-
Finite-sample breakdown points of projection-based multivariate location and scatter statistics
-
Tyler, D.E. (1994), Finite-sample breakdown points of projection-based multivariate location and scatter statistics, The Annals of Statistics, 22, 1024-1044.
-
(1994)
The Annals of Statistics
, vol.22
, pp. 1024-1044
-
-
Tyler, D.E.1
-
277
-
-
12844278207
-
LIBRA: AMATLAB library for robust analysis
-
Verboven, S. and Hubert, M. (2005), LIBRA: AMATLAB library for robust analysis, Chemometrics and Intelligent Laboratory Systems, 75, 127-136.
-
(2005)
Chemometrics and Intelligent Laboratory Systems
, vol.75
, pp. 127-136
-
-
Verboven, S.1
Hubert, M.2
-
278
-
-
0016335739
-
Quasi-likelihood functions, generalized linear models, and the Gauss-Newton method
-
Wedderburn, R.W.M. (1974), Quasi-likelihood functions, generalized linear models, and the Gauss-Newton method, Biometrika, 61, 439-447.
-
(1974)
Biometrika
, vol.61
, pp. 439-447
-
-
Wedderburn, R.W.M.1
-
279
-
-
0003558340
-
-
2nd Edition, New York: John Wiley & Sons, Inc
-
Weisberg, S. (1985), Applied Linear Regression, 2nd Edition, New York: John Wiley & Sons, Inc.
-
(1985)
Applied Linear Regression
-
-
Weisberg, S.1
-
280
-
-
84908144695
-
The use of the fast Fourier transform for estimation of spectra: A method based on time averaging over short, modified periodograms
-
Welch, P.D. (1967), The use of the fast Fourier transform for estimation of spectra: A method based on time averaging over short, modified periodograms, IEEE Transactions on Audio and Electroacoustics, 15, 70-74.
-
(1967)
IEEE Transactions on Audio and Electroacoustics
, vol.15
, pp. 70-74
-
-
Welch, P.D.1
-
284
-
-
21844492457
-
Computable robust estimation of multivariate location and shape in high dimension using compound estimators
-
Woodruff, D.L. and Rocke, D.M. (1994), Computable robust estimation of multivariate location and shape in high dimension using compound estimators, Journal of the American Statistical Association, 89, 888-896.
-
(1994)
Journal of the American Statistical Association
, vol.89
, pp. 888-896
-
-
Woodruff, D.L.1
Rocke, D.M.2
-
285
-
-
0001742386
-
High breakdown-point and high efficiency estimates for regression
-
Yohai, V.J. (1987), High breakdown-point and high efficiency estimates for regression, The Annals of Statistics, 15, 642-656.
-
(1987)
The Annals of Statistics
, vol.15
, pp. 642-656
-
-
Yohai, V.J.1
-
286
-
-
0001613437
-
Location estimators based on linear combinations of modified order statistics
-
Yohai, V.J. and Maronna, R.A. (1976), Location estimators based on linear combinations of modified order statistics, Communications in Statistics (Theory and Methods), A5, 481-486.
-
(1976)
Communications in Statistics (Theory and Methods)
, vol.A5
, pp. 481-486
-
-
Yohai, V.J.1
Maronna, R.A.2
-
287
-
-
0000343760
-
Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variance
-
Yohai, V.J. and Maronna, R.A. (1977), Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variance, The Annals of Statistics, 5, 554-560.
-
(1977)
The Annals of Statistics
, vol.5
, pp. 554-560
-
-
Yohai, V.J.1
Maronna, R.A.2
-
288
-
-
0000007831
-
Asymptotic behavior of M-estimates for the linear model
-
Yohai, V.J. and Maronna, R.A. (1979), Asymptotic behavior of M-estimates for the linear model, The Annals of Statistics, 7, 258-268.
-
(1979)
The Annals of Statistics
, vol.7
, pp. 258-268
-
-
Yohai, V.J.1
Maronna, R.A.2
-
289
-
-
0347087625
-
The maximum bias of robust covariances
-
Yohai, V.J. and Maronna, R.A. (1990), The maximum bias of robust covariances, Communications in Statistics (Theory and Methods), A19, 3925-3933.
-
(1990)
Communications in Statistics (Theory and Methods)
, vol.A19
, pp. 3925-3933
-
-
Yohai, V.J.1
Maronna, R.A.2
-
290
-
-
0001413633
-
A procedure for robust estimation and inference in linear regression
-
W. Stahel and S. Weisberg (eds.), The IMA Volumes in Mathematics and its Applications, New York: Springer
-
Yohai, V.J., Stahel, W.A. and Zamar, R.H. (1991), A procedure for robust estimation and inference in linear regression, Directions in Robust Statistics and Diagnostics (Part II), W. Stahel and S. Weisberg (eds.), The IMA Volumes in Mathematics and its Applications, 365-374, New York: Springer.
-
(1991)
Directions in Robust Statistics and Diagnostics (Part II)
, pp. 365-374
-
-
Yohai, V.J.1
Stahel, W.A.2
Zamar, R.H.3
-
291
-
-
84950426631
-
High breakdown estimates of regression by means of the minimization of an efficient scale
-
Yohai, V.J. and Zamar, R.H. (1988), High breakdown estimates of regression by means of the minimization of an efficient scale, Journal of the American Statistical Association, 83, 406-413.
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 406-413
-
-
Yohai, V.J.1
Zamar, R.H.2
-
292
-
-
0031567960
-
Optimal locally robust M-estimates of regression
-
Yohai, V.J. and Zamar, R.H. (1997), Optimal locally robust M-estimates of regression, Journal of Statistical Planning and Inference, 57, 73-92.
-
(1997)
Journal of Statistical Planning and Inference
, vol.57
, pp. 73-92
-
-
Yohai, V.J.1
Zamar, R.H.2
-
293
-
-
24344466276
-
Robust nonparametric inference for the median
-
Yohai,V.J. and Zamar, R.H. (2004), Robust nonparametric inference for the median, The Annals of Statistics, 5, 1841-1857.
-
(2004)
The Annals of Statistics
, vol.5
, pp. 1841-1857
-
-
Yohai, V.J.1
Zamar, R.H.2
-
294
-
-
0042411294
-
Restricted regression quantiles
-
Zhao, Q. (2000), Restricted regression quantiles, Journal of Multivariate Analysis, 72, 78-99.
-
(2000)
Journal of Multivariate Analysis
, vol.72
, pp. 78-99
-
-
Zhao, Q.1
-
296
-
-
0348123393
-
On the Stahel-Donoho estimator and depth-weighted means of multivariate data
-
Zuo, Y., Cui, H. and He, X. (2004a), On the Stahel-Donoho estimator and depth-weighted means of multivariate data, The Annals of Statistics, 32, 167-188.
-
(2004)
The Annals of Statistics
, vol.32
, pp. 167-188
-
-
Zuo, Y.1
Cui, H.2
He, X.3
-
297
-
-
18444367857
-
Influence function and maximum bias of projection depth based estimators
-
Zuo, Y., Cui, H. and Young, D. (2004b), Influence function and maximum bias of projection depth based estimators, The Annals of Statistics, 32, 189-218.
-
(2004)
The Annals of Statistics
, vol.32
, pp. 189-218
-
-
Zuo, Y.1
Cui, H.2
Young, D.3
-
298
-
-
0034347419
-
General notions of statistical depth function
-
Zuo, Y. and Serfling, R. (2000), General notions of statistical depth function, The Annals of Statistics, 28, 461-482.
-
(2000)
The Annals of Statistics
, vol.28
, pp. 461-482
-
-
Zuo, Y.1
Serfling, R.2
|