Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators [PDF]
, 2010 Fisher-consistency, Kernel weights, M-location functionals, Missing at random, Nonparametric regression, Robust estimation, 62G35, 62F12,
Ana Bianco +7 more
core +1 more source
A review on consistency and robustness properties of support vector machines for heavy-tailed distributions [PDF]
, 2009 Regularized empirical risk minimization, Support vector machines, Consistency, Robustness, Bouligand influence function, Heavy tails, 68Q32, 62G35, 62G08, 62F35, 68T10,
Arnout Van Messem +3 more
core +1 more source
Integration and backfitting methods in additive models-finite sample properties and comparison [PDF]
, 1998 Additive models, curse of dimensionality, dimensionality reduction, model choice, nonparametric regression, 62G07, 62G20, 62G35,
Stefan Sperlich +10 more
core +1 more source
Influence function and efficiency of the minimum covariance determinant scatter matrix estimator [PDF]
, 1999 peer reviewedThe minimum covariance determinant (MCD) scatter estimator is a highly robust estimator for the dispersion matrix of a multivariate, elliptically symmetric distribution. It is relatively fast to compute and intuitively appealing.
Croux, Christophe +3 more
core +1 more source
Influence functions for a general class of depth-based generalized quantile functions [PDF]
, 2006 Given a multivariate probability distribution F, a corresponding depth function orders points according to their “centrality ” in the distribution F. One useful role of depth functions is to generate two-dimensional curves for convenient and practical ...
Jin Wang +3 more
core +1 more source
Detection of multivariate outliers in business survey data with incomplete information
, 2010 Multivariate outlier detection, Robust statistics, Missing values, 62G35, 62D05, 62H99,
Valentin Todorov +5 more
core +1 more source
Influence Functions of the Spearman and Kendall Correlation Measures [PDF]
, 2010 Mathematics Subject Classification (2000) 62G35 ...
Croux, C., Dehon, C.
core +1 more source
Robust estimation of multivariate regression model
, 2009 Local M-estimator, Local polynomial regression, Multivariate regression model, One-step, Robustness, Primary 62G35, Secondary 62G08,
Jiantao Li +3 more
core +1 more source
Fast and robust estimation of the multivariate errors in variables model
, 2009 Errors in variables, Multivariate statistics, Principal components, Projection-pursuit, Robustness, 62G35, 62H99,
Croux, Christophe +6 more
core +1 more source
The cost of not knowing the radius
, 2008 Symmetric location and contamination, Infinitesimal asymmetric neighborhoods, Total variation, contamination, Asymptotically linear estimators, Influence curves, Maximum asymptotic variance and mean square error, Relative risk, Inefficiency, Least ...
Peter Ruckdeschel +5 more
core +1 more source