R package robustbase: Basic Robust Statistics. ”Essential” Robust Statistics. The goal is to provide tools allowing to analyze data with robust methods. This includes regression methodology including model selections and multivariate statistics where we strive to cover the book ”Robust Statistics, Theory and Methods” by Maronna, Martin and Yohai; Wiley 2006.

References in zbMATH (referenced in 429 articles )

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  1. Macedo, Pedro; Scotto, Manuel; Silva, Elvira: A general class of estimators for the linear regression model affected by collinearity and outliers (2010)
  2. Marazzi, Alfio; Yohai, Victor J.: Optimal robust estimates using the Hellinger distance (2010)
  3. Maronna, Ricardo A.; Yohai, Victor J.: Correcting MM estimates for “fat” data sets (2010)
  4. Nguyen, T. D.; Welsch, R.: Outlier detection and least trimmed squares approximation using semi-definite programming (2010)
  5. Nguyen, Tri-Dzung; Welsch, Roy E.: Outlier detection and robust covariance estimation using mathematical programming (2010)
  6. Nunkesser, Robin; Morell, Oliver: An evolutionary algorithm for robust regression (2010)
  7. Oja, Hannu: Multivariate nonparametric methods with R. An approach based on spatial signs and ranks. (2010)
  8. Renaud, Olivier; Victoria-Feser, Maria-Pia: A robust coefficient of determination for regression (2010)
  9. Riani, Marco; Atkinson, Anthony C.: Robust model selection with flexible trimming (2010)
  10. Schyns, Michael: A robust heuristic for the optimal selection of a portfolio of stocks (2010)
  11. Serfling, Robert: Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (2010)
  12. Toma, Aida; Leoni-Aubin, Samuela: Robust tests based on dual divergence estimators and saddlepoint approximations (2010)
  13. van Aelst, Stefan; Vandervieren, Ellen; Willems, Gert: Robust principal component analysis based on pairwise correlation estimators (2010)
  14. Van Aelst, Stefan; Willems, Gert: Inference for robust canonical variate analysis (2010)
  15. Vanegas, Luis Hernando; Cysneiros, Francisco José A.: Assessment of diagnostic procedures in symmetrical nonlinear regression models (2010)
  16. Wilcox, Rand R.: Fundamentals of modern statistical methods. Substantially improving power and accuracy. (2010)
  17. Withers, Christopher; Nadarajah, Saralees: The bias and skewness of (M)-estimators in regression (2010)
  18. Wu, Hsu-Kun; Hsieh, Jer-Guang; Lin, Yih-Lon; Jeng, Jyh-Horng: On maximum likelihood fuzzy neural networks (2010)
  19. Boente, Graciela; González-Manteiga, Wenceslao; Pérez-González, Ana: Robust nonparametric estimation with missing data (2009)
  20. Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M.: Robust tests for the common principal components model (2009)

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