Search Results - "Yohai, Víctor J."

Composite Robust Estimators for Linear Mixed Models by Agostinelli, Claudio, Yohai, Víctor J.

“…The classical Tukey-Huber contamination model (CCM) is a commonly adopted framework to describe the mechanism of outliers generation in robust statistics…”
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Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data by Danilov, Mike, Yohai, Víctor J, Zamar, Ruben H

“…Two main issues regarding data quality are data contamination (outliers) and data completion (missing data). These two problems have attracted much attention…”
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A robust proposal of estimation for the sufficient dimension reduction problem by Bergesio, Andrea, Szretter Noste, María Eugenia, Yohai, Víctor J.

“…In nonparametric regression contexts, when the number of covariables is large, we face the curse of dimensionality. One way to deal with this problem when the…”
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A Fast Algorithm for S-Regression Estimates by Salibian-Barrera, Matías, Yohai, Víctor J

“…Equivariant high-breakdown point regression estimates are computationally expensive, and the corresponding algorithms become unfeasible for moderately large…”
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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 by Maronna, Ricardo A., Yohai, Víctor J.

“…Comments on the “monitoring” method and its relationships with other robust estimation methods…”
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Continuity and differentiability of regression M functionals by FASANO, MARÍA V., MARONNA, RICARDO A., SUED, MARIELA, YOHAI, VÍCTOR J.

“…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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A new projection estimate for multivariate location with minimax bias by Adrover, Jorge G., Yohai, Víctor J.

“…The maximum asymptotic bias of an estimator is a global robustness measure of its performance. The projection median estimator for multivariate location shows…”
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The Behavior of the Stahel-Donoho Robust Multivariate Estimator by Maronna, Ricardo A., Yohai, Víctor J.

“…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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Quantile-Quantile Plot for Deviance Residuals in the Generalized Linear Model by Ben, Marta García, Yohai, Víctor J

“…The normal quantile-quantile (Q-Q) plot of residuals is a popular diagnostic tool for ordinary linear regression with normal errors. However, for some…”
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Robust Estimation for ARMA Models by Muler, Nora, Peña, Daniel, Yohai, Víctor J.

“…This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is…”
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Robust estimation for linear regression with asymmetric errors by Bianco, Ana M., Ben, Marta Garcia, Yohai, Víctor J.

“…The authors propose a new class of robust estimators for the parameters of a regression model in which the distribution of the error terms belongs to a class…”
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Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma by Agostinelli, Claudio, Marazzi, Alfio, Yohai, Víctor J., Randriamiharisoa, Alex

“…robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures…”
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A Class of Robust and Fully Efficient Regression Estimators by Gervini, Daniel, Yohai, Victor J.

“…This paper introduces a new class of robust estimators for the linear regression model. They are weighted least squares estimators, with weights adaptively…”
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Robust nonlinear principal components by Maronna, Ricardo A., Méndez, Fernanda, Yohai, Víctor J.

“…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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Generalized Dynamic Principal Components by Peña, Daniel, Yohai, Victor J.

“…Brillinger defined dynamic principal components (DPC) for time series based on a reconstruction criterion. He gave a very elegant theoretical solution and…”
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Forecasting Multiple Time Series With One-Sided Dynamic Principal Components by Peña, Daniel, Smucler, Ezequiel, Yohai, Victor J.

“…We define one-sided dynamic principal components (ODPC) for time series as linear combinations of the present and past values of the series that minimize the…”
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Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination by Agostinelli, Claudio, Leung, Andy, Yohai, Victor J., Zamar, Ruben H.

“…Multivariate location and scatter matrix estimation is a cornerstone in multivariate data analysis. We consider this problem when the data may contain…”
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High Breakdown Point Robust Regression with Censored Data by Salibian-Barrera, Matías, Yohai, Víctor J.

“…In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations…”
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Robust Low-Rank Approximation of Data Matrices With Elementwise Contamination by Maronna, Ricardo A, Yohai, Víctor J

“…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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Robust estimators for generalized linear models by Valdora, Marina, Yohai, Víctor J.

“…In this paper we propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance…”
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