-
1
-
-
21844506903
-
The Theil-Sen estimator with doubly censored data and applications to astronomy
-
Akritas, M. G., Murphy, S. A., & La Valley, M. P. (1995). The Theil-Sen estimator with doubly censored data and applications to astronomy. Journal of the American Statistical Association, 90, 170-177.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 170-177
-
-
Akritas, M.G.1
Murphy, S.A.2
La Valley, M.P.3
-
2
-
-
0034117015
-
Resistant outlier rules and the non-Gaussian case
-
Carling, K. (2000). Resistant outlier rules and the non-Gaussian case. Computational Statistics & Data Analysts, 33, 249-258.
-
(2000)
Computational Statistics & Data Analysts
, vol.33
, pp. 249-258
-
-
Carling, K.1
-
4
-
-
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. Annals of Statistics, 15, 1269-1292.
-
(1987)
Annals of Statistics
, vol.15
, pp. 1269-1292
-
-
Davies, P.L.1
-
6
-
-
0004432353
-
Teaching regression in a nonparametric statistics course
-
Dietz, E. J. (1989). Teaching regression in a nonparametric statistics course. American Statistician, 43, 35-40.
-
(1989)
American Statistician
, vol.43
, pp. 35-40
-
-
Dietz, E.J.1
-
8
-
-
0001597702
-
Breakdown properties of location estimates based on halfspace depth and projected outlyingness
-
Donoho, D. L., & Gasko, M. (1992). Breakdown properties of location estimates based on halfspace depth and projected outlyingness. Annals of Statistics, 20, 1803-1827.
-
(1992)
Annals of Statistics
, vol.20
, pp. 1803-1827
-
-
Donoho, D.L.1
Gasko, M.2
-
9
-
-
0141752681
-
Cherry trees with cones?
-
Fairly, D. (1986). Cherry trees with cones? American Statistician, 40, 138-139.
-
(1986)
American Statistician
, vol.40
, pp. 138-139
-
-
Fairly, D.1
-
10
-
-
21144473392
-
Unmasking outliers and leverage points: A confirmation
-
Fung, W.-K. (1993). Unmasking outliers and leverage points: A confirmation. Journal of the American Statistical Association, 88, 515-519.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 515-519
-
-
Fung, W.-K.1
-
11
-
-
0036282009
-
A class of robust and fully efficient regression estimators
-
Gervini, D., & Yohai, V. J. (2002). A class of robust and fully efficient regression estimators. Annals of Statistics, 30, 583-616.
-
(2002)
Annals of Statistics
, vol.30
, pp. 583-616
-
-
Gervini, D.1
Yohai, V.J.2
-
13
-
-
0004277402
-
-
New York: Wiley
-
Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., & Stahel, W. A. (1986). Robust statistics. New York: Wiley.
-
(1986)
Robust Statistics
-
-
Hampel, F.R.1
Ronchetti, E.M.2
Rousseeuw, P.J.3
Stahel, W.A.4
-
15
-
-
0002449934
-
Summarizing shape numerically: The g-and-h distributions
-
D. Hoaglin, F. Mosteller & J. Tukey (Eds). New York: Wiley
-
Hoaglin, D. C. (1985). Summarizing shape numerically: The g-and-h distributions. In D. Hoaglin, F. Mosteller & J. Tukey (Eds), Exploring data tables, trends and shapes (pp. 461-514). New York: Wiley.
-
(1985)
Exploring Data Tables, Trends and Shapes
, pp. 461-514
-
-
Hoaglin, D.C.1
-
16
-
-
33645762226
-
A sharper Bonferroni procedure for multiple tests of significance
-
Hochberg, Y. (1988). A sharper Bonferroni procedure for multiple tests of significance. Biometrika, 75, 800-802.
-
(1988)
Biometrika
, vol.75
, pp. 800-802
-
-
Hochberg, Y.1
-
18
-
-
0033147626
-
Multivariate analysis by data depth
-
Liu, R. G., Parelius, J. M., & Singh, K. (1999). Multivariate analysis by data depth. Annals of Statistics, 27, 783-840.
-
(1999)
Annals of Statistics
, vol.27
, pp. 783-840
-
-
Liu, R.G.1
Parelius, J.M.2
Singh, K.3
-
20
-
-
0035418979
-
Multivariate outlier detection and robust covariance matrix estimation
-
Peña, D., & Prieto, F. J. (2001). Multivariate outlier detection and robust covariance matrix estimation. Technometrics, 43, 286-299.
-
(2001)
Technometrics
, vol.43
, pp. 286-299
-
-
Peña, D.1
Prieto, F.J.2
-
21
-
-
18044381590
-
A local influence approach to identifying multiple outliers
-
Poon, W.-Y., Lew, S.-F., & Poon, Y. S. (2000). A local influence approach to identifying multiple outliers. British Journal of Mathematical and Statistical Psychology, 53, 255-273.
-
(2000)
British Journal of Mathematical and Statistical Psychology
, vol.53
, pp. 255-273
-
-
Poon, W.-Y.1
Lew, S.-F.2
Poon, Y.S.3
-
23
-
-
0040485813
-
A schematic plot for bivariate data
-
Romanazzi, M. (1997). A schematic plot for bivariate data. Student, 2, 149-158.
-
(1997)
Student
, vol.2
, pp. 149-158
-
-
Romanazzi, M.1
-
26
-
-
0033481728
-
The bagplot: A bivariate boxplot
-
Rousseeuw, P. J., Ruts, I., & Tukey, J. W. (1999). The bagplot: A bivariate boxplot. American Statistician, 53, 382-387.
-
(1999)
American Statistician
, vol.53
, pp. 382-387
-
-
Rousseeuw, P.J.1
Ruts, I.2
Tukey, J.W.3
-
27
-
-
0032680362
-
A fast algorithm for the minimum covariance determinant estimator
-
Rousseeuw, P. J., & 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
-
29
-
-
84947348224
-
Estimate of the regression coefficient based on Kendall's tau
-
Sen, P. K. (1968). Estimate of the regression coefficient based on Kendall's tau. Journal of the American Statistical Association, 63, 1379-1389.
-
(1968)
Journal of the American Statistical Association
, vol.63
, pp. 1379-1389
-
-
Sen, P.K.1
-
30
-
-
0003926139
-
-
Research Report 31, Fachgruppe für Statistik, ETH Zürich
-
Stahel, W. A (1981). Breakdown of covariance estimators, Research Report 31, Fachgruppe für Statistik, ETH Zürich.
-
(1981)
Breakdown of Covariance Estimators
-
-
Stahel, W.A.1
-
32
-
-
0040732812
-
A rank-invariant method of linear and polynomial regression analysis
-
Theil, H. (1950). A rank-invariant method of linear and polynomial regression analysis. Indagationes Mathematicae, 12, 85-91.
-
(1950)
Indagationes Mathematicae
, vol.12
, pp. 85-91
-
-
Theil, H.1
-
33
-
-
0004151603
-
Some issues in the robust estimation of multivariate location and scatter
-
W. Stahel & S. Weisberg (Eds). New York: Springer-Verlag
-
Tyler, D. E. (1991). Some issues in the robust estimation of multivariate location and scatter. In W. Stahel & S. Weisberg (Eds), Directions in robust statistics and diagnostics, Part II (pp. 327-336). New York: Springer-Verlag.
-
(1991)
Directions in Robust Statistics and Diagnostics, Part II
, pp. 327-336
-
-
Tyler, D.E.1
-
35
-
-
0032373378
-
A note on the Theil-Sen regression estimator when the error term is heteroscedastic
-
Wilcox, R. R. (1998a). A note on the Theil-Sen regression estimator when the error term is heteroscedastic. Biometrical Journal, 40, 261-268.
-
(1998)
Biometrical Journal
, vol.40
, pp. 261-268
-
-
Wilcox, R.R.1
-
36
-
-
8844256298
-
Simulation results on extensions of the Theil-Sen regression estimator
-
Wilcox, R. R. (1998b). Simulation results on extensions of the Theil-Sen regression estimator. Communications in Statistics: Simulation and Computation, 29, 275-284.
-
(1998)
Communications in Statistics: Simulation and Computation
, vol.29
, pp. 275-284
-
-
Wilcox, R.R.1
-
39
-
-
21844492457
-
Computable robust estimation of multivariate location and shape in high dimension using compound estimators
-
Woodruff, D. L., & 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
-
40
-
-
0032483586
-
Robust bivariate boxplots and multiple outlier detection
-
Zani, S., Riani, M., & Corbelllni, A. (1998). Robust bivariate boxplots and multiple outlier detection. Computational Statistics & Data Analysis, 28, 257-270.
-
(1998)
Computational Statistics & Data Analysis
, vol.28
, pp. 257-270
-
-
Zani, S.1
Riani, M.2
Corbelllni, A.3
|