Kirch, Claudia; Reckruehm, Kerstin Data segmentation for time series based on a general moving sum approach. (English) Zbl 07842253 Ann. Inst. Stat. Math. 76, No. 3, 393-421 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rilstone, Paul On the relationship between higher-order stochastic expansions, influence functions and U-statistics for M-estimators. (English) Zbl 07833919 Commun. Stat., Theory Methods 53, No. 6, 2103-2121 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ollila, Esa; Kim, Hyon-Jung On robust estimators of a sphericity measure in high dimension. (English) Zbl 07914299 Yi, Mengxi (ed.) et al., Robust and multivariate statistical methods. Festschrift in honor of David E. Tyler. Cham: Springer. 179-195 (2023). MSC: 62E20 62F35 62Hxx 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Bellec, Pierre C. Out-of-sample error estimation for M-estimators with convex penalty. (English) Zbl 07858900 Inf. Inference 12, No. 4, 2782-2817 (2023). MSC: 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Savelov, M. P. Limit joint distribution of \(U\)-statistics, \(M\)-estimates, and sample quantiles. (English. Russian original) Zbl 07854923 Mosc. Univ. Math. Bull. 78, No. 6, 259-268 (2023); translation from Vestn. Mosk. Univ., Ser. I 78, No. 6, 9-16 (2023). MSC: 62-XX 60Gxx 60Fxx × Cite Format Result Cite Review PDF Full Text: DOI
D’Urso, Pierpaolo; Leski, Jacek M. OWA-based robust fuzzy clustering of time series with typicality degrees. (English) Zbl 1530.62027 Inf. Sci. 651, Article ID 119706, 30 p. (2023). MSC: 62M10 62H30 62H86 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kalogridis, Ioannis; Van Aelst, Stefan Robust optimal estimation of location from discretely sampled functional data. (English) Zbl 07748350 Scand. J. Stat. 50, No. 2, 411-451 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sazak, Hakan Savaş; Mutlu, Nalan Comparison of the robust methods in the general linear regression model. (English) Zbl 07739068 Commun. Stat., Simulation Comput. 52, No. 7, 3163-3182 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Archimbaud, Aurore; Drmač, Zlatko; Nordhausen, Klaus; Radojičić, Una; Ruiz-Gazen, Anne Numerical considerations and a new implementation for invariant coordinate selection. (English) Zbl 07669889 SIAM J. Math. Data Sci. 5, No. 1, 97-121 (2023). MSC: 62-04 62-08 62H99 62P99 65F15 65Y20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bouzebda, Salim; Ferfache, Anouar Abdeldjaoued Asymptotic properties of semiparametric \(M\)-estimators with multiple change points. (English) Zbl 1503.62031 Physica A 609, Article ID 128363, 29 p. (2023). MSC: 62G05 62E20 62F12 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Shuoyang; Cao, Guanqun [Alzheimer’s Disease Neuroimaging Initiative] Robust deep neural network estimation for multi-dimensional functional data. (English) Zbl 07633942 Electron. J. Stat. 16, No. 2, 6461-6488 (2022). MSC: 62G05 62G08 62G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Miron, Julien; Poilane, Benjamin; Cantoni, Eva Robust polytomous logistic regression. (English) Zbl 07584299 Comput. Stat. Data Anal. 176, Article ID 107564, 16 p. (2022). MSC: 62J12 62F35 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kalogridis, Ioannis Asymptotics for M-type smoothing splines with non-smooth objective functions. (English) Zbl 1492.62077 Test 31, No. 2, 373-389 (2022). MSC: 62G08 62G35 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Moheghi, H. R.; Noorossana, R.; Ahmadi, O. Phase I and phase II analysis of linear profile monitoring using robust estimators. (English) Zbl 07533603 Commun. Stat., Theory Methods 51, No. 5, 1252-1269 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Shao, Qi-Man; Zhang, Zhuo-Song Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms. (English) Zbl 07526597 Bernoulli 28, No. 3, 1548-1576 (2022). MSC: 62Fxx 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ruli, Erlis; Ventura, Laura; Musio, Monica Robust confidence distributions from proper scoring rules. (English) Zbl 07518379 Statistics 56, No. 2, 455-478 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhou, Jing; Lan, Wei; Wang, Hansheng Asymptotic covariance estimation by Gaussian random perturbation. (English) Zbl 07512642 Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022). MSC: 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Werner, Tino Asymptotic linear expansion of regularized M-estimators. (English) Zbl 07473259 Ann. Inst. Stat. Math. 74, No. 1, 167-194 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Qiyang Multiplier \(U\)-processes: sharp bounds and applications. (English) Zbl 07467715 Bernoulli 28, No. 1, 87-124 (2022). MSC: 62Gxx 60Fxx 62Fxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ronchetti, Elvezio The main contributions of robust statistics to statistical science and a new challenge. (English) Zbl 1483.62067 Metron 79, No. 2, 127-135 (2021). MSC: 62F35 62J05 62G35 62H12 62-02 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Avella-Medina, Marco Privacy-preserving parametric inference: a case for robust statistics. (English) Zbl 1464.62246 J. Am. Stat. Assoc. 116, No. 534, 969-983 (2021). MSC: 62F35 68P27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kounetas, Konstantinos E.; Polemis, Michael L.; Tzeremes, Nickolaos G. Measurement of eco-efficiency and convergence: evidence from a non-parametric frontier analysis. (English) Zbl 1487.91085 Eur. J. Oper. Res. 291, No. 1, 365-378 (2021). MSC: 91B76 62P20 62G05 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Desgagné, Alain Efficient and robust estimation of regression and scale parameters, with outlier detection. (English) Zbl 1510.62294 Comput. Stat. Data Anal. 155, Article ID 107114, 19 p. (2021). MSC: 62J05 62F35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bouzebda, Salim; Ferfache, Anouar Abdeldjaoued Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points. (English) Zbl 1460.62058 J. Math. Anal. Appl. 497, No. 2, Article ID 124883, 45 p. (2021). MSC: 62G20 62G10 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Ostrovskii, Dmitrii M.; Bach, Francis Finite-sample analysis of \(M\)-estimators using self-concordance. (English) Zbl 1490.62068 Electron. J. Stat. 15, No. 1, 326-391 (2021). MSC: 62F10 62F12 62F35 62H12 62J12 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Li, Xin; Wu, Dongya; Li, Chong; Wang, Jinhua; Yao, Jen-Chih Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls. (English) Zbl 1510.62063 Comput. Stat. Data Anal. 152, Article ID 107047, 24 p. (2020). MSC: 62-08 62J05 62J07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wada, Kazumi Outliers in official statistics. (English) Zbl 1466.62323 Jpn. J. Stat. Data Sci. 3, No. 2, 669-691 (2020). MSC: 62G32 62G35 62H12 60F10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Bouzebda, Salim; Cherfi, Mohamed General inference in semiparametric models through divergences and the duality technique with applications. (English) Zbl 1474.62154 Theory Stoch. Process. 25, No. 1, 1-24 (2020). MSC: 62G20 62G09 62G30 × Cite Format Result Cite Review PDF Full Text: Link
D’Urso, Pierpaolo; Leski, Jacek M. Fuzzy clustering of fuzzy data based on robust loss functions and ordered weighted averaging. (English) Zbl 1452.62441 Fuzzy Sets Syst. 389, 1-28 (2020). MSC: 62H30 62H86 × Cite Format Result Cite Review PDF Full Text: DOI Link
Catania, Leopoldo; Luati, Alessandra Robust estimation of a location parameter with the integrated Hogg function. (English) Zbl 1456.62039 Stat. Probab. Lett. 164, Article ID 108812, 6 p. (2020). MSC: 62F12 62F35 62G08 × Cite Format Result Cite Review PDF Full Text: DOI
Schweinberger, Michael; Stewart, Jonathan Concentration and consistency results for canonical and curved exponential-family models of random graphs. (English) Zbl 1439.05206 Ann. Stat. 48, No. 1, 374-396 (2020). MSC: 05C80 62B05 62F10 91D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ruli, Erlis; Sartori, Nicola; Ventura, Laura Robust approximate Bayesian inference. (English) Zbl 1437.62111 J. Stat. Plann. Inference 205, 10-22 (2020). MSC: 62F15 62F35 62F10 62H12 62A01 62C10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Moliner, Jesús; Epifanio, Irene Robust multivariate and functional archetypal analysis with application to financial time series analysis. (English) Zbl 1514.62080 Physica A 519, 195-208 (2019). MSC: 62G35 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Sazak, Hakan Savaş The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters. (English) Zbl 07193750 J. Stat. Comput. Simulation 89, No. 5, 751-762 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yu, Tao; Li, Pengfei; Qin, Jing Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions. (English) Zbl 1431.62145 Electron. J. Stat. 13, No. 2, 4035-4078 (2019). MSC: 62G07 62G20 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Wang, Lei Dimension reduction for kernel-assisted M-estimators with missing response at random. (English) Zbl 1435.62129 Ann. Inst. Stat. Math. 71, No. 4, 889-910 (2019). Reviewer: Nelson I. Tanaka (São Paulo) MSC: 62G05 62G35 62D10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Smucler, Ezequiel Asymptotics for redescending M-estimators in linear models with increasing dimension. (English) Zbl 1427.62062 Stat. Sin. 29, No. 2, 1065-1081 (2019). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J05 62F35 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kuchibhotla, Arun Kumar; Mukherjee, Somabha; Basu, Ayanendranath Statistical inference based on bridge divergences. (English) Zbl 1421.62031 Ann. Inst. Stat. Math. 71, No. 3, 627-656 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62F35 62F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Johansen, Søren; Nielsen, Bent Boundedness of M-estimators for linear regression in time series. (English) Zbl 1419.62236 Econom. Theory 35, No. 3, 653-683 (2019). MSC: 62M10 62J05 60G42 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Agostinelli, Claudio; Valdora, Marina; Yohai, Victor J. Initial robust estimation in generalized linear models. (English) Zbl 1507.62003 Comput. Stat. Data Anal. 134, 144-156 (2019). MSC: 62-08 62J12 62F35 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yoon, Jin Hee; Kyeong, Deokhwan; Seo, Kisung A hybrid method based on \(F\)-transform for robust estimators. (English) Zbl 1458.62080 Int. J. Approx. Reasoning 104, 75-83 (2019). MSC: 62F35 62F10 62F86 × Cite Format Result Cite Review PDF Full Text: DOI
Xia, Yafeng; Zhao, Yuhuan Asymptotic character of M-estimation of partially linear single-index model for longitudinal data analysis. (Chinese. English summary) Zbl 1424.62071 J. Lanzhou Univ. Technol. 44, No. 5, 159-164 (2018). MSC: 62G05 62G20 × Cite Format Result Cite Review PDF
Shi, Chengchun; Lu, Wenbin; Song, Rui A massive data framework for M-estimators with cubic-rate. (English) Zbl 1409.62105 J. Am. Stat. Assoc. 113, No. 524, 1698-1709 (2018). MSC: 62G35 62E20 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lafaye de Micheaux, Pierre; Ouimet, Frédéric A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator. (English) Zbl 1407.60047 Stat. Probab. Lett. 142, 109-117 (2018). MSC: 60F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fang, Yixin; Xu, Jinfeng; Yang, Lei Online bootstrap confidence intervals for the stochastic gradient descent estimator. (English) Zbl 1476.62060 J. Mach. Learn. Res. 19, Paper No. 78, 21 p. (2018). MSC: 62F25 62F10 68T20 68W27 62F12 62F40 × Cite Format Result Cite Review PDF Full Text: Link
Bose, Arup; Chatterjee, Snigdhansu \(U\)-statistics, \(M_m\)-estimators and resampling. (English) Zbl 1408.62008 Texts and Readings in Mathematics 75. Singapore: Springer; New Delhi: Hindustan Book Agency (ISBN 978-981-13-2247-1/hbk; 978-981-13-2248-8/ebook). xv, 171 p. (2018). Reviewer: Martin Wendler (Greifswald) MSC: 62-02 62G30 62G09 62H10 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Bianconcini, Silvia; Cagnone, Silvia; Rizopoulos, Dimitris Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature. (English) Zbl 1473.62202 Electron. J. Stat. 11, No. 2, 4404-4423 (2017). MSC: 62H25 62F12 62P10 62P25 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Gatto, R. Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution. (English) Zbl 1392.62054 Metrika 80, No. 6-8, 733-747 (2017). Reviewer: A. M. Mathai (Montreal) MSC: 62F03 62H11 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Cavus, Mustafa; Yazici, Berna; Sezer, Ahmet Modified tests for comparison of group means under heteroskedasticity and non-normality caused by outlier(s). (English) Zbl 1380.62088 Hacet. J. Math. Stat. 46, No. 3, 493-510 (2017). MSC: 62F03 62F35 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Loh, Po-Ling Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators. (English) Zbl 1371.62023 Ann. Stat. 45, No. 2, 866-896 (2017). MSC: 62F12 62H12 62F35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ning, Yang; Liu, Han A general theory of hypothesis tests and confidence regions for sparse high dimensional models. (English) Zbl 1364.62128 Ann. Stat. 45, No. 1, 158-195 (2017). MSC: 62H12 62J07 62F03 62F25 62E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zhao, Xingqiu; Zhang, Ying Asymptotic normality of nonparametric \(M\)-estimators with applications to hypothesis testing for panel count data. (English) Zbl 1362.62083 Stat. Sin. 27, No. 2, 931-950 (2017). MSC: 62G07 62G35 62E20 62G10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Zou, Qingming; Zhu, Zhongyi M-estimators in a partial linear single-index model. (Chinese. English summary) Zbl 1389.62072 J. Syst. Sci. Math. Sci. 36, No. 11, 2099-2117 (2016). MSC: 62G05 62G08 62G20 × Cite Format Result Cite Review PDF
Shevlyakov, Georgy Asymptotically stable tests with application to robust detection. (English) Zbl 1359.62093 Agostinelli, Claudio (ed.) et al., Recent advances in robust statistics: theory and applications. Based on the presentations at the international conference on robust statistics, ICORS, Kolkata, India, January 12–16, 2015. New Delhi: Springer (ISBN 978-81-322-3641-2/hbk; 978-81-322-3643-6/ebook). 185-199 (2016). MSC: 62F35 62F05 60G35 93E11 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Ivanov, A. V.; Orlovskyi, I. V. Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular. (English. Ukrainian original) Zbl 1357.62230 Theory Probab. Math. Stat. 93, 33-49 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 34-49 (2015). MSC: 62J02 62J99 62F12 62F35 × Cite Format Result Cite Review PDF Full Text: DOI
Ronchetti, Elvezio Discussion of the paper “Asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. (English) Zbl 1419.62246 Scand. J. Stat. 43, No. 2, 368-370 (2016). MSC: 62M10 62M07 62E20 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Avella-Medina, Marco; Ronchetti, Elvezio Robust statistics: a selective overview and new directions. (English) Zbl 07912783 Wiley Interdiscip. Rev., WIREs Comput. Stat. 7, No. 6, 372-393 (2015). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
La Vecchia, Davide; Camponovo, Lorenzo; Ferrari, Davide Robust heart rate variability analysis by generalized entropy minimization. (English) Zbl 1507.62096 Comput. Stat. Data Anal. 82, 137-151 (2015). MSC: 62-08 62P10 62F35 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Pao-Sheng Estimation of multiple linear regression model with twice-censored data. (English) Zbl 1333.62234 Commun. Stat., Theory Methods 44, No. 21, 4631-4640 (2015). MSC: 62N01 62N02 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Hainan; Jin, Jiao A robust estimation in linear EV model with missing data. (Chinese. English summary) Zbl 1340.62071 J. Beijing Norm. Univ., Nat. Sci. 51, No. 1, 5-8 (2015). MSC: 62J05 62H12 62G35 × Cite Format Result Cite Review PDF
Gregory, Karl B.; Lahiri, Soumendra N.; Nordman, Daniel J. A smooth block bootstrap for statistical functionals and time series. (English) Zbl 1325.62166 J. Time Ser. Anal. 36, No. 3, 442-461 (2015). MSC: 62M10 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Aeberhard, William H.; Cantoni, Eva; Heritier, Stephane Robust inference in the negative binomial regression model with an application to falls data. (English) Zbl 1393.62011 Biometrics 70, No. 4, 920-931 (2014). MSC: 62F35 62J12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Shevlyakov, Georgy; Shin, Vladimir; Lee, Seokhyoung; Kim, Kiseon Asymptotically stable detection of a weak signal. (English) Zbl 1327.93379 Int. J. Adapt. Control Signal Process. 28, No. 9, 848-858 (2014). MSC: 93E10 93D20 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Piegat, Andrzej; Landowski, Marek Specialized, MSE-optimal \(m\)-estimators of the rule probability especially suitable for machine learning. (English) Zbl 1318.93087 Control Cybern. 43, No. 1, 133-160 (2014). MSC: 93E10 68T05 93E35 × Cite Format Result Cite Review PDF
Chervoneva, Inna; Vishnyakov, Mark Generalized S-estimators for linear mixed effects models. (English) Zbl 1534.62087 Stat. Sin. 24, No. 3, 1257-1276 (2014). MSC: 62J05 62F12 62F35 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Moslemi, Amir; Bashiri, Mahdi; Akhavan Niaki, Seyed Taghi Robust estimation of multi-response surfaces considering correlation structure. (English) Zbl 1307.62194 Commun. Stat., Theory Methods 43, No. 22, 4749-4765 (2014). MSC: 62K20 62H12 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Yildirim, V.; Kantar, Y. M. A comprehensive evaluation of M-estimators for linear regression model. (English) Zbl 1303.62043 Int. J. Math. Stat. 15, No. 1, 104-138 (2014). MSC: 62J05 62F35 62G35 × Cite Format Result Cite Review PDF Full Text: Link
Zou, Qingming; Zhu, Zhongyi Asymptotic properties of two-step \(M\)-estimators in a partial linear single-index model. (Chinese. English summary) Zbl 1313.62075 Acta Math. Appl. Sin. 37, No. 2, 218-233 (2014). MSC: 62G35 62G08 62G20 62D05 × Cite Format Result Cite Review PDF
Withers, Christopher S.; Nadarajah, Saralees Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models. (English) Zbl 1334.62105 Metrika 77, No. 5, 647-673 (2014). MSC: 62J02 62J05 62G20 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Bianconcini, Silvia Asymptotic properties of adaptive maximum likelihood estimators in latent variable models. (English) Zbl 1400.62172 Bernoulli 20, No. 3, 1507-1531 (2014). MSC: 62M09 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Prášková, Zuzana; Chochola, Ondřej \(M\)-procedures for detection of a change under weak dependence. (English) Zbl 1285.62022 J. Stat. Plann. Inference 149, 60-76 (2014). MSC: 62F05 62F03 62F10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Wager, Stefan A geometric approach to density estimation with additive noise. (English) Zbl 1285.62039 Stat. Sin. 24, No. 2, 533-554 (2014). MSC: 62G07 90C20 90C90 65C60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lu, Zudi; Tang, Qingguo; Cheng, Longsheng Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework. (English) Zbl 1400.62066 Bernoulli 20, No. 1, 164-189 (2014). MSC: 62G05 62G20 62H11 62M40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Fan, Jun; Yan, Ailing; Xiu, Naihua Asymptotic properties for M-estimators in linear models with dependent random errors. (English) Zbl 1432.62206 J. Stat. Plann. Inference 148, 49-66 (2014). MSC: 62J05 60F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Valdora, Marina; Yohai, Víctor J. Robust estimators for generalized linear models. (English) Zbl 1279.62148 J. Stat. Plann. Inference 146, 31-48 (2014). MSC: 62J12 62F12 62F35 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Linke, Yu. Yu.; Sakhanenko, A. I. On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter. (Russian. English summary) Zbl 1330.62102 Sib. Èlektron. Mat. Izv. 10, 627-640 (2013). MSC: 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Szatmari-Voicu, D. Bias comparisons of robust estimators of scale parameter. (English) Zbl 1306.62080 Far East J. Theor. Stat. 43, No. 2, 83-119 (2013). MSC: 62F35 62F12 × Cite Format Result Cite Review PDF Full Text: Link
Jurečková, Jana; Sen, Pranab Kumar; Picek, Jan Methodology in robust and nonparametrics statistics. (English) Zbl 1281.62127 Boca Raton, FL: CRC Press (ISBN 978-1-4398-4068-9/hbk; 978-1-4398-4069-6/ebook). xv, 394 p. (2013). Reviewer: Dongsheng Tu (Kingston) MSC: 62G35 62-02 62G20 62G05 62G10 62J05 62-01 × Cite Format Result Cite Review PDF Full Text: DOI
Iqbal, Farhat; Mukherjee, Kanchan A study of value-at-risk based on M-estimators of the conditional heteroscedastic models. (English) Zbl 1397.91601 J. Forecast. 31, No. 5, 377-390 (2012). MSC: 91G70 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Rieder, Sonja Robust parameter estimation for the Ornstein-Uhlenbeck process. (English) Zbl 1332.62107 Stat. Methods Appl. 21, No. 4, 411-436 (2012). MSC: 62F35 60J60 60H10 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Moreno, Marta; Romo, Juan Unit root bootstrap tests under infinite variance. (English) Zbl 1300.62063 J. Time Ser. Anal. 33, No. 1, 32-47 (2012). MSC: 62M07 62M10 62F40 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Gugushvili, Shota; Spreij, Peter Parametric inference for stochastic differential equations: a smooth and match approach. (English) Zbl 1277.62195 ALEA, Lat. Am. J. Probab. Math. Stat. 9, No. 2, 609-635 (2012). MSC: 62M05 62G07 62G20 60H10 65C60 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Shen, Pao-Sheng Estimation in multiple linear regression model with doubly censored data. (English) Zbl 1318.62233 J. Stat. Comput. Simulation 82, No. 4, 503-514 (2012). MSC: 62J05 62N02 62G05 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Catoni, Olivier Challenging the empirical mean and empirical variance: a deviation study. (English. French summary) Zbl 1282.62070 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 4, 1148-1185 (2012). MSC: 62G05 62G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan Conditional value-at-risk and average value-at-risk: estimation and asymptotics. (English) Zbl 1260.91121 Oper. Res. 60, No. 4, 739-756 (2012). MSC: 91B30 62J05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ueno, Tsuyoshi; Maeda, Shin-Ichi; Ishii, Shin Asymptotic analysis of value prediction by well-specified and misspecified models. (English) Zbl 1251.62034 Neural Netw. 31, 88-92 (2012). MSC: 62M05 62G20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Boente, Graciela; Ruiz, Marcelo; Zamar, Ruben H. Bandwidth choice for robust nonparametric scale function estimation. (English) Zbl 1243.62050 Comput. Stat. Data Anal. 56, No. 6, 1594-1608 (2012). MSC: 62G08 62G35 62G20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cherfi, Mohamed Dual divergences estimation for censored survival data. (English) Zbl 1238.62115 J. Stat. Plann. Inference 142, No. 7, 1746-1756 (2012). MSC: 62N02 62N01 62F12 62G05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Amini, Arash A.; Wainwright, Martin J. Approximation properties of certain operator-induced norms on Hilbert spaces. (English) Zbl 1262.41015 J. Approx. Theory 164, No. 2, 320-345 (2012). Reviewer: Radu Păltănea (Braşov) MSC: 41A46 46C05 42C05 47B32 15A45 46E35 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Winkler, Roland; Klawonn, Frank; Kruse, Rudolf M-estimator induced fuzzy clustering algorithms. (English) Zbl 1254.62076 Proceedings of the 7th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-2011) and 17th annual LFA meeting, Aix-Les-Bains, France, July 18–22, 2011. Amsterdam: Atlantis Press (ISBN 9978-90-78677-00-0). Paper No. 45, 298-304 (2011). MSC: 62H30 62H86 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Szatmari-Voicu, D. Robust \(M\)- and \(L\)-estimators of scale parameter. (English) Zbl 1318.62103 Commun. Stat., Theory Methods 40, No. 22-24, 4065-4077 (2011). MSC: 62F35 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Negahban, Sahand; Wainwright, Martin J. Estimation of (near) low-rank matrices with noise and high-dimensional scaling. (English) Zbl 1216.62090 Ann. Stat. 39, No. 2, 1069-1097 (2011). MSC: 62H12 62F30 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Winkler, Roland; Klawonn, Frank; Kruse, Rudolf Fuzzy clustering with polynomial fuzzifier function in connection with M-estimators. (English) Zbl 1208.62105 Appl. Comput. Math. 10, No. 1, 146-146 (2011). MSC: 62H30 62H86 65C60 × Cite Format Result Cite Review PDF Full Text: Link
La Vecchia, Davide; Trojani, Fabio Infinitesimal robustness for diffusions. (English) Zbl 1392.62251 J. Am. Stat. Assoc. 105, No. 490, 703-712 (2010). MSC: 62M05 60J60 62G35 × Cite Format Result Cite Review PDF Full Text: DOI Link
R, Muthukrishnan; Myilsamy, Radha M-estimators in regression models. (English) Zbl 1205.62091 J. Math. Res. 2, No. 4, 23-27 (2010). MSC: 62J05 62F35 65C60 62J02 62-04 × Cite Format Result Cite Review PDF Full Text: DOI Link OA License
Boente, Graciela; Ruiz, Marcelo; Zamar, Ruben H. On a robust local estimator for the scale function in heteroscedastic nonparametric regression. (English) Zbl 1190.62081 Stat. Probab. Lett. 80, No. 15-16, 1185-1195 (2010). MSC: 62G08 62G35 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Durio, Alessandra; Isaia, Ennio Davide Clusters detection in regression problems: a similarity test between estimated models. (English) Zbl 1187.62044 Commun. Stat., Theory Methods 39, No. 3, 508-516 (2010). MSC: 62F10 62J05 62F35 65C05 65C60 62F03 × Cite Format Result Cite Review PDF Full Text: DOI Link
Shevlyakov, Georgy; Lee, Jae Won; Lee, Kyung Min; Shin, Vladimir; Kim, Kiseon Robust detection of a weak signal with redescending \(M\)-estimators: a comparative study. (English) Zbl 1184.62046 Int. J. Adapt. Control Signal Process. 24, No. 1, 33-40 (2010). MSC: 62F35 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Toma, Aida; Leoni-Aubin, Samuela Robust tests based on dual divergence estimators and saddlepoint approximations. (English) Zbl 1185.62042 J. Multivariate Anal. 101, No. 5, 1143-1155 (2010). MSC: 62F03 62F35 62B10 62F10 62F05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Lahiri, S. N. Edgeworth expansions for Studentized statistics under weak dependence. (English) Zbl 1181.62013 Ann. Stat. 38, No. 1, 388-434 (2010). MSC: 62E20 60F05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv