IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v40y2002i4p741-758.html
   My bibliography  Save this article

Robust estimation in very small samples

Author

Listed:
  • Rousseeuw, Peter J.
  • Verboven, Sabine

Abstract

No abstract is available for this item.

Suggested Citation

  • Rousseeuw, Peter J. & Verboven, Sabine, 2002. "Robust estimation in very small samples," Computational Statistics & Data Analysis, Elsevier, vol. 40(4), pages 741-758, October.
  • Handle: RePEc:eee:csdana:v:40:y:2002:i:4:p:741-758
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(02)00078-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. William H. Rogers & John W. Tukey, 1972. "Understanding some long‐tailed symmetrical distributions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 26(3), pages 211-226, September.
    2. Rousseeuw, Peter J., 1994. "Unconventional features of positive-breakdown estimators," Statistics & Probability Letters, Elsevier, vol. 19(5), pages 417-431, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Huiming Zhang & Haoyu Wei & Guang Cheng, 2023. "Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm," Papers 2303.07287, arXiv.org, revised Jan 2024.
    2. Patricia A Ryan & Brian W Kirk & Chad W Euler & Raymond Schuch & Vincent A Fischetti, 2007. "Novel Algorithms Reveal Streptococcal Transcriptomes and Clues about Undefined Genes," PLOS Computational Biology, Public Library of Science, vol. 3(7), pages 1-18, July.
    3. Hampel, Frank & Hennig, Christian & Ronchetti, Elvezio, 2011. "A smoothing principle for the Huber and other location M-estimators," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 324-337, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lachos, Victor H. & Prates, Marcos O. & Dey, Dipak K., 2021. "Heckman selection-t model: Parameter estimation via the EM-algorithm," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
    2. Visek, Jan Amos, 2000. "On the diversity of estimates," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 67-89, July.
    3. Gervini, Daniel, 2003. "A robust and efficient adaptive reweighted estimator of multivariate location and scatter," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 116-144, January.
    4. Talha Arslan, 2021. "An α -Monotone Generalized Log-Moyal Distribution with Applications to Environmental Data," Mathematics, MDPI, vol. 9(12), pages 1-18, June.
    5. Hazan, Alon & Landsman, Zinoviy & E Makov, Udi, 2003. "Robustness via a mixture of exponential power distributions," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 111-121, February.
    6. Bickel, David R., 2002. "Robust estimators of the mode and skewness of continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 153-163, April.
    7. Wilcox, Rand R., 2003. "Inferences based on multiple skipped correlations," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 223-236, October.
    8. Steven P. Ellis, 2000. "Singularity and outliers in linear regression with application to least squares, least squares linear regression," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 121-129.
    9. Pilar A. Rivera & Diego I. Gallardo & Osvaldo Venegas & Marcelo Bourguignon & Héctor W. Gómez, 2021. "An Extension of the Truncated-Exponential Skew- Normal Distribution," Mathematics, MDPI, vol. 9(16), pages 1-11, August.
    10. Luz Marina Rondon & Heleno Bolfarine, 2016. "Bayesian analysis of generalized elliptical semi-parametric models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(8), pages 1508-1524, June.
    11. Peter Zörnig, 2019. "On Generalized Slash Distributions: Representation by Hypergeometric Functions," Stats, MDPI, vol. 2(3), pages 1-17, July.
    12. Juan M. Astorga & Jimmy Reyes & Karol I. Santoro & Osvaldo Venegas & Héctor W. Gómez, 2020. "A Reliability Model Based on the Incomplete Generalized Integro-Exponential Function," Mathematics, MDPI, vol. 8(9), pages 1-12, September.
    13. Masse, Jean-Claude & Plante, Jean-Francois, 2003. "A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 1-26, February.
    14. M. C. Jones, 2020. "On univariate slash distributions, continuous and discrete," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 645-657, June.
    15. Randal, John A. & Thomson, P.J.Peter J., 2004. "Maximum likelihood estimation for Tukey's three corners," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 677-687, July.
    16. Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 234-255, February.
    17. Leonardo Barrios & Yolanda M. Gómez & Osvaldo Venegas & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2022. "The Slashed Power Half-Normal Distribution with Applications," Mathematics, MDPI, vol. 10(9), pages 1-21, May.
    18. M. Arendarczyk & T. J. Kozubowski & A. K. Panorska, 2023. "Slash distributions, generalized convolutions, and extremes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 593-617, August.
    19. Jan Víšek, 1996. "Sensitivity analysis of M-estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 469-495, September.
    20. Jaime S. Castillo & Inmaculada Barranco-Chamorro & Osvaldo Venegas & Héctor W. Gómez, 2023. "Slash-Weighted Lindley Distribution: Properties, Inference, and Applications," Mathematics, MDPI, vol. 11(18), pages 1-14, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:40:y:2002:i:4:p:741-758. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.