Data segmentation for time series based on a general moving sum approach. (English) Zbl 07842253
MSC:
62-XX
Found 539 Documents (Results 1–100)
On the relationship between higher-order stochastic expansions, influence functions and U-statistics for M-estimators. (English) Zbl 07833919
MSC:
62-XX
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).
Out-of-sample error estimation for M-estimators with convex penalty. (English) Zbl 07858900
MSC:
62Hxx
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).
Robust optimal estimation of location from discretely sampled functional data. (English) Zbl 07748350
MSC:
62-XX
Comparison of the robust methods in the general linear regression model. (English) Zbl 07739068
MSC:
62-XX
Numerical considerations and a new implementation for invariant coordinate selection. (English) Zbl 07669889
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points. (English) Zbl 1503.62031
Asymptotics for M-type smoothing splines with non-smooth objective functions. (English) Zbl 1492.62077
Phase I and phase II analysis of linear profile monitoring using robust estimators. (English) Zbl 07533603
MSC:
62-XX
Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms. (English) Zbl 07526597
The main contributions of robust statistics to statistical science and a new challenge. (English) Zbl 1483.62067
Measurement of eco-efficiency and convergence: evidence from a non-parametric frontier analysis. (English) Zbl 1487.91085
Efficient and robust estimation of regression and scale parameters, with outlier detection. (English) Zbl 1510.62294
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points. (English) Zbl 1460.62058
Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls. (English) Zbl 1510.62063
General inference in semiparametric models through divergences and the duality technique with applications. (English) Zbl 1474.62154
Fuzzy clustering of fuzzy data based on robust loss functions and ordered weighted averaging. (English) Zbl 1452.62441
Robust estimation of a location parameter with the integrated Hogg function. (English) Zbl 1456.62039
Concentration and consistency results for canonical and curved exponential-family models of random graphs. (English) Zbl 1439.05206
Robust multivariate and functional archetypal analysis with application to financial time series analysis. (English) Zbl 1514.62080
The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters. (English) Zbl 07193750
MSC:
62-XX
Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions. (English) Zbl 1431.62145
Dimension reduction for kernel-assisted M-estimators with missing response at random. (English) Zbl 1435.62129
Reviewer: Nelson I. Tanaka (São Paulo)
Asymptotics for redescending M-estimators in linear models with increasing dimension. (English) Zbl 1427.62062
Statistical inference based on bridge divergences. (English) Zbl 1421.62031
Reviewer: Wiesław Dziubdziela (Miedziana Góra)
Asymptotic character of M-estimation of partially linear single-index model for longitudinal data analysis. (Chinese. English summary) Zbl 1424.62071
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
MSC:
60F25
Online bootstrap confidence intervals for the stochastic gradient descent estimator. (English) Zbl 1476.62060
\(U\)-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)
Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature. (English) Zbl 1473.62202
Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution. (English) Zbl 1392.62054
Reviewer: A. M. Mathai (Montreal)
Modified tests for comparison of group means under heteroskedasticity and non-normality caused by outlier(s). (English) Zbl 1380.62088
Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators. (English) Zbl 1371.62023
A general theory of hypothesis tests and confidence regions for sparse high dimensional models. (English) Zbl 1364.62128
Asymptotic normality of nonparametric \(M\)-estimators with applications to hypothesis testing for panel count data. (English) Zbl 1362.62083
M-estimators in a partial linear single-index model. (Chinese. English summary) Zbl 1389.62072
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).
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).
Discussion of the paper “Asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. (English) Zbl 1419.62246
Robust heart rate variability analysis by generalized entropy minimization. (English) Zbl 1507.62096
A robust estimation in linear EV model with missing data. (Chinese. English summary) Zbl 1340.62071
Robust inference in the negative binomial regression model with an application to falls data. (English) Zbl 1393.62011
Specialized, MSE-optimal \(m\)-estimators of the rule probability especially suitable for machine learning. (English) Zbl 1318.93087
Robust estimation of multi-response surfaces considering correlation structure. (English) Zbl 1307.62194
Asymptotic properties of two-step \(M\)-estimators in a partial linear single-index model. (Chinese. English summary) Zbl 1313.62075
Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models. (English) Zbl 1334.62105
Asymptotic properties of adaptive maximum likelihood estimators in latent variable models. (English) Zbl 1400.62172
Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework. (English) Zbl 1400.62066
Asymptotic properties for M-estimators in linear models with dependent random errors. (English) Zbl 1432.62206
On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter. (Russian. English summary) Zbl 1330.62102
MSC:
62F12
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)
A study of value-at-risk based on M-estimators of the conditional heteroscedastic models. (English) Zbl 1397.91601
Parametric inference for stochastic differential equations: a smooth and match approach. (English) Zbl 1277.62195
Challenging the empirical mean and empirical variance: a deviation study. (English. French summary) Zbl 1282.62070
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. (English) Zbl 1260.91121
MSC:
91B30
62J05
Asymptotic analysis of value prediction by well-specified and misspecified models. (English) Zbl 1251.62034
Approximation properties of certain operator-induced norms on Hilbert spaces. (English) Zbl 1262.41015
Reviewer: Radu Păltănea (Braşov)
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 978-90-78677-00-0). Paper No. 45, 298-304 (2011).
Estimation of (near) low-rank matrices with noise and high-dimensional scaling. (English) Zbl 1216.62090
Fuzzy clustering with polynomial fuzzifier function in connection with M-estimators. (English) Zbl 1208.62105
On a robust local estimator for the scale function in heteroscedastic nonparametric regression. (English) Zbl 1190.62081
Clusters detection in regression problems: a similarity test between estimated models. (English) Zbl 1187.62044
Robust detection of a weak signal with redescending \(M\)-estimators: a comparative study. (English) Zbl 1184.62046
Filter Results by …
Document Type
- Journal Articles (449)
- Collection Articles (65)
- Books (25)
all
top 5
Author
- Sen, Pranab Kumar (22)
- Jurečková, Jana (21)
- Ronchetti, Elvezio M. (14)
- Arcones, Miguel A. (12)
- Hušková, Marie (8)
- Vajda, Igor (8)
- Rousseeuw, Peter J. (7)
- Shevlyakov, Georgy L. (7)
- Koul, Hira Lal (6)
- Lahiri, Soumendra Nath (6)
- Shi, Peide (6)
- Victoria-Feser, Maria-Pia (6)
- Yohai, Víctor Jaime (6)
- Basak, Indrani (5)
- Collins, John R. (5)
- He, Xuming (5)
- Lai, Tze Leung (5)
- Staudte, Robert G. jun. (5)
- Tsybakov, Alexandre B. (5)
- Aboukalam, M. A. F. (4)
- Boente, Graciela (4)
- Genton, Marc G. (4)
- Hampel, Frank R. (4)
- Lehmann, Erich Leo (4)
- Li, Guoying (4)
- Liese, Friedrich (4)
- Morgenthaler, Stephan (4)
- Potscher, Benedikt M. (4)
- Prucha, Ingmar R. (4)
- Ren, Jian-Jian (4)
- Shao, Jun (4)
- Víšek, Jan Ámos (4)
- Wu, Yuehua (4)
- Yoshida, Nakahiro (4)
- Antoch, Jaromír (3)
- Bai, Zhi-Dong (3)
- Beran, Jan (3)
- Birch, Jeffrey B. (3)
- Bouzebda, Salim (3)
- Charbonnier, Pierre (3)
- Cheng, Chi-Lun (3)
- Clarke, Brenton R. (3)
- da Motta Singer, Julio (3)
- Englund, Jan-Eric (3)
- Fegyverneki, Sándor (3)
- Holst, Ulla (3)
- Kallenberg, Wilbert C. M. (3)
- Maronna, Ricardo Antonio (3)
- Müller, Christine H. (3)
- Novovičová, Jana (3)
- Portnoy, Stephen L. (3)
- Randles, Ronald Herman (3)
- Riedel, Manfred (3)
- Ruiz-Gazen, Anne (3)
- Ruppert, David (3)
- Shao, Qi-Man (3)
- Shapiro, Alexander (3)
- Surgailis, Donatas (3)
- Szatmari-Voicu, D. (3)
- Tukey, John Wilder (3)
- Van der Vaart, Adrianus Willem (3)
- Ventura, Laura (3)
- Welsh, Alan H. (3)
- Wilcox, Rand R. (3)
- Zheng, Zhongguo (3)
- Al-Nachawati, H. M. (2)
- Avella-Medina, Marco (2)
- Bianconcini, Silvia (2)
- Bickel, Peter John (2)
- Bose, Arup (2)
- Box, George Edward Pelham (2)
- Bustos, Oscar H. (2)
- Cantoni, Eva (2)
- Carroll, Raymond James (2)
- Chang, Theodore (2)
- Chatterjee, Snigdhansu (2)
- Cherfi, Mohamed (2)
- Croux, Christophe (2)
- Dahyot, Rozenn (2)
- Davis, Richard A. (2)
- D’Urso, Pierpaolo (2)
- El Bantli, Faouzi (2)
- Erar, Aydın (2)
- Fekri, Mohammed (2)
- Ferfache, Anouar Abdeldjaoued (2)
- Field, Christopher A. (2)
- Fraiman, Ricardo (2)
- Giné-Masdéu, Evarist (2)
- Hallin, Marc (2)
- Härdle, Wolfgang Karl (2)
- Heitz, Fabrice (2)
- Heritier, Stephane R. (2)
- Hettmansperger, Thomas P. (2)
- Hlávka, Zdeněk (2)
- Hoaglin, David C. (2)
- Huber, Peter Jost (2)
- Huggins, Richard M. (2)
- Ivanov, Aleksandr Vladimirovich (2)
- Jeganathan, Pratheepa (2)
- Jiang, Jiancheng (2)
- and 456 more Authors
all
top 5
Serial
- Ann. Stat. (45)
- J. Stat. Plann. Inference (28)
- J. Multivariate Anal. (24)
- Stat. Probab. Lett. (24)
- J. Am. Stat. Assoc. (21)
- Commun. Stat., Theory Methods (15)
- Ann. Inst. Stat. Math. (14)
- Can. J. Stat. (10)
- Comput. Stat. Data Anal. (10)
- Scand. J. Stat. (8)
- Stat. Sin. (8)
- Stat. Decis. (7)
- Stat. Neerl. (6)
- Commun. Stat., Simulation Comput. (6)
- Stochastic Processes Appl. (6)
- Bernoulli (6)
- Biometrika (5)
- J. Econom. (5)
- Sankhyā, Ser. A (5)
- Statistics (5)
- Metrika (4)
- Aust. J. Stat. (4)
- J. Time Ser. Anal. (4)
- Probab. Math. Stat. (4)
- Sequential Anal. (4)
- Econom. Rev. (4)
- J. Stat. Comput. Simulation (4)
- Math. Methods Stat. (4)
- Electron. J. Stat. (4)
- Wiley Ser. Probab. Math. Stat. (4)
- Probl. Inf. Transm. (3)
- Biom. J. (3)
- Technometrics (3)
- J. Appl. Stat. Sci. (3)
- Publ. Univ. Miskolc, Ser. D, Nat. Sci., Math. (3)
- Physica A (2)
- Biometrics (2)
- Econometrica (2)
- Kybernetika (2)
- Metron (2)
- Sankhyā, Ser. B (2)
- S. Afr. Stat. J. (2)
- Z. Wahrscheinlichkeitstheor. Verw. Geb. (2)
- J. Jpn. Stat. Soc. (2)
- Acta Math. Appl. Sin. (2)
- Commun. Stat., Sequential Anal. (2)
- Trait. Signal (2)
- Probab. Theory Relat. Fields (2)
- Acta Sci. Nat. Univ. Pekin. (2)
- Sci. China, Ser. A (2)
- Int. J. Adapt. Control Signal Process. (2)
- Probl. Control Inf. Theory (2)
- Tatra Mt. Math. Publ. (2)
- Test (2)
- Discuss. Math., Algebra Stoch. Methods (2)
- Teor. Ĭmovirn. Mat. Stat. (2)
- J. Nonparametric Stat. (2)
- EURASIP J. Appl. Signal Process. (2)
- Methods Oper. Res. (2)
- Acta Univ. Carol., Math. Phys. (1)
- J. Franklin Inst. (1)
- J. Math. Anal. Appl. (1)
- Menemui Mat. (1)
- Mosc. Univ. Math. Bull. (1)
- Psychometrika (1)
- Acta Math. Sin. (1)
- Appl. Math. Comput. (1)
- Automatica (1)
- BIT (1)
- Bl., Dtsch. Ges. Versicherungsmath. (1)
- Bol. Soc. Bras. Mat. (1)
- Control Cybern. (1)
- Fuzzy Sets Syst. (1)
- Hiroshima Math. J. (1)
- Inf. Sci. (1)
- J. Approx. Theory (1)
- J. Comput. Appl. Math. (1)
- Math. Operationsforsch. Stat., Ser. Stat. (1)
- Nav. Res. Logist. (1)
- Oper. Res. (1)
- Proc. Am. Math. Soc. (1)
- Rev. Belg. Stat. Inf. Rech. Opér. (1)
- Soobshch. Akad. Nauk Gruz. SSR (1)
- Sov. Math., Dokl. (1)
- Statistica (1)
- Bull. Soc. Math. Belg., Sér. B (1)
- J. R. Stat. Soc., Ser. A (1)
- J. R. Stat. Soc., Ser. C (1)
- Numer. Math., Nanjing (1)
- Insur. Math. Econ. (1)
- Chin. Ann. Math., Ser. B (1)
- Adv. Math., Beijing (1)
- J. Classif. (1)
- J. Syst. Sci. Math. Sci. (1)
- J. Beijing Norm. Univ., Nat. Sci. (1)
- Rev. Mat. Estat. (1)
- Int. J. Approx. Reasoning (1)
- Pak. J. Stat. (1)
- Queueing Syst. (1)
- J. Jpn. Soc. Comput. Stat. (1)
- and 54 more Serials
all
top 5
Year of Publication
- 2024 (2)
- 2023 (8)
- 2022 (9)
- 2021 (6)
- 2020 (7)
- 2019 (9)
- 2018 (5)
- 2017 (6)
- 2016 (4)
- 2015 (5)
- 2014 (14)
- 2013 (3)
- 2012 (11)
- 2011 (4)
- 2010 (7)
- 2009 (8)
- 2008 (4)
- 2007 (3)
- 2006 (8)
- 2005 (4)
- 2004 (10)
- 2003 (13)
- 2002 (15)
- 2001 (11)
- 2000 (10)
- 1999 (13)
- 1998 (13)
- 1997 (26)
- 1996 (17)
- 1995 (28)
- 1994 (34)
- 1993 (14)
- 1992 (16)
- 1991 (25)
- 1990 (19)
- 1989 (20)
- 1988 (11)
- 1987 (10)
- 1986 (19)
- 1985 (22)
- 1984 (14)
- 1983 (21)
- 1982 (10)
- 1981 (6)
- 1980 (9)
- 1979 (4)
- 1978 (2)
all
top 3
Software
- robustbase (13)
- R (11)
- ROBETH (5)
- Stata (4)
- KernSmooth (3)
- wbs (3)
- wbsts (3)
- CVXR (2)
- ElemStatLearn (2)
- RobASt (2)
- SAS (2)
- bootlib (2)
- bootstrap (2)
- breakfast (2)
- fda (R) (2)
- glasso (2)
- ARTiiFACT (1)
- AS 229 (1)
- Adam (1)
- Anthropometry (1)
- BLINWDR (1)
- BMDP (1)
- COIL-20 (1)
- COUNT (1)
- DiSCO (1)
- FastICA (1)
- GMRFLib (1)
- GitHub (1)
- ICS (1)
- ICSOutlier (1)
- KARDIA (1)
- LISREL (1)
- MASS (R) (1)
- MINITAB (1)
- Mplus (1)
- NAG (1)
- PDCO (1)
- PRMLT (1)
- PROGRESS (1)
- PhysioToolkit (1)
- RHRV (1)
- ROptEst (1)
- Rainbow (1)
- Rmpi (1)
- RobLox (1)
- RobStatTM (1)
- S-PLUS (1)
- SPSS (1)
- SYSTAT (1)
- Snow (1)
- TransforMesh (1)
- UCI-ml (1)
- UStatBookABSC (1)
- alr3 (1)
- corrplot (1)
- covRobust (1)
- gamair (1)
- mathStatica (1)
- mosum (1)
- mvBACON (1)
- nag (1)
- nlmdl (1)
- nlpden (1)
- nsp (1)
- poissonMT (1)
- psecta (1)
- robcbi (1)
- robust (1)
- robustBLME (1)
- rospca (1)
- semml (1)
- snow (1)
- survival (1)
- xtable (1)
