Search Results - "Maronna, Ricardo A."
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Robust Estimates of Location and Dispersion for High-Dimensional Datasets
Published in Technometrics (01-11-2002)“…The computing times of high-breakdown point estimates of multivariate location and scatter increase rapidly with the number of variables, which makes them…”
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Robust Ridge Regression for High-Dimensional Data
Published in Technometrics (01-02-2011)“…Ridge regression, being based on the minimization of a quadratic loss function, is sensitive to outliers. Current proposals for robust ridge-regression…”
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Robust functional principal components for irregularly spaced longitudinal data
Published in Statistical papers (Berlin, Germany) (01-08-2021)“…Consider longitudinal data x ij , with i = 1 , . . . , n and j = 1 , . . . , p , where x ij is the observation of the smooth random function X i . at time t j…”
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Robust and efficient estimation of multivariate scatter and location
Published in Computational statistics & data analysis (01-05-2017)“…Several equivariant estimators of multivariate location and scatter are studied, which are highly robust, have a controllable finite-sample efficiency and are…”
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Robust Estimators for Data Reconciliation
Published in Industrial & engineering chemistry research (13-05-2015)“…In this work, a comparative performance analysis of robust data reconciliation strategies is presented. The study involves two procedures based on the biweight…”
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Robust Estimation of Nonredundant Measurements and Equivalent Sets of Observations
Published in Industrial & engineering chemistry research (23-10-2019)“…The equation-oriented estimation of measurements constitutes the initial stage of many procedures devoted to optimizing a chemical plant. Nevertheless, the…”
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Classification of Systematic Measurement Errors within the Framework of Robust Data Reconciliation
Published in Industrial & engineering chemistry research (30-08-2017)“…A robust data reconciliation strategy provides unbiased variable estimates in the presence of a moderate quantity of atypical measurements. However, estimates…”
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Optimal robust estimators for families of distributions on the integers
Published in Statistical papers (Berlin, Germany) (01-10-2021)“…Let F θ be a family of distributions with support on the set of nonnegative integers Z 0 . In this paper we derive the M-estimators with smallest gross error…”
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Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Published in Test (Madrid, Spain) (01-09-2015)Get full text
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High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Published in Computational statistics & data analysis (01-03-2015)“…Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with…”
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Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
Published in Statistical methods & applications (01-12-2018)“…Comments on the “monitoring” method and its relationships with other robust estimation methods…”
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Dynamic System State Estimation and Outlier Detection Using Robust Data Reconciliation
Published in Chemical engineering transactions (01-05-2019)“…State estimation and detection of measurement systematic errors are critical components of plant monitoring and control procedures. Reliable estimations of the…”
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Correcting MM estimates for “fat” data sets
Published in Computational statistics & data analysis (01-12-2010)“…Regression MM estimates require the estimation of the error scale, and the determination of a constant that controls the efficiency. These two steps are based…”
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Estimates of MM type for the multivariate linear model
Published in Journal of multivariate analysis (01-10-2011)“…We propose a class of robust estimates for multivariate linear models. Based on the approach of MM-estimation (Yohai 1987, [24]), we estimate the regression…”
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Robust nonlinear principal components
Published in Statistics and computing (01-03-2015)“…All known approaches to nonlinear principal components are based on minimizing a quadratic loss, which makes them sensitive to data contamination. A predictive…”
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A robust methodology for the sensor fault detection and classification of systematic observation errors
Published in Computer Aided Chemical Engineering (01-01-2017)“…Robust Data Reconciliation enhances the quality of variable estimates when the data set contains a moderate proportion of atypical observations. But if…”
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Book Chapter -
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Continuity and differentiability of regression M functionals
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-11-2012)“…This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and…”
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Robust Low-Rank Approximation of Data Matrices With Elementwise Contamination
Published in Technometrics (01-08-2008)“…We propose a robust method to approximate an n × p data matrix with one of rank q. The method is based on Yohai's regression MM estimates. It is intended to be…”
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The Behavior of the Stahel-Donoho Robust Multivariate Estimator
Published in Journal of the American Statistical Association (01-03-1995)“…The Stahel-Donoho estimators (t, V) of multivariate location and scatter are defined as a weighted mean and a weighted covariance matrix with weights of the…”
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Robust regression quantiles
Published in Journal of statistical planning and inference (01-05-2004)“…The regression quantile estimate introduced by Koenker and Bassett in 1978 may not be robust when the predictors contain leverage points. We define estimates…”
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Journal Article Conference Proceeding