V. J. Yohai

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Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Robust Estimation of the First-Order Autoregressive Parameter 1979 Lorraine Denby
R. Douglas Martin
3
+ Efficient Bounded-Influence Regression Estimation 1982 William S. Krasker
Roy E. Welsch
3
+ High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale 1988 Vı́ctor J. Yohai
Ruben H. Zamar
3
+ Asymptotic Behaviour of the Estimates Based on Residual Autocovariances for ARMA Models 1984 Oscar H. Bustos
Ricardo Fraiman
Vı́ctor J. Yohai
2
+ PDF Chat High Breakdown-Point and High Efficiency Robust Estimates for Regression 1987 Vı́ctor J. Yohai
2
+ Robust Procedures for Regression Models with ARIMA Errors 1996 Ana M. Bianco
Emili Martı́nez
M. García Ben
V. J. Yohai
2
+ PDF Chat General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality 1982 Oscar H. Bustos
2
+ Estimation of Time Series Parameters in the Presence of Outliers 1988 Ih Chang
George C. Tiao
Chung Chen
2
+ PDF Chat Influence Functionals for Time Series 1986 R. Douglas Martin
Vı́ctor J. Yohai
2
+ The Influence Curve and its Role in Robust Estimation 1974 Frank R. Hampel
2
+ PDF Chat Infinitesimal Robustness for Autoregressive Processes 1984 Hans R. Künsch
2
+ Bias- and efficiency-robustness of general M-estimators for regression with random carriers 1979 Ricardo A. Maronna
Oscar H. Bustos
Vı́ctor J. Yohai
2
+ Estimation in Linear Regression Models with Disparate Data Points 1980 William S. Krasker
2
+ Robust Statistics: The Approach Based on Influence Functions 1987 David Ruppert
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
2
+ PDF Chat Robust Estimation of a Location Parameter 1964 Peter J. Huber
2
+ The maximum bias of robust covariances 1990 Yohai Victor
Maronna A. Ricardo
2
+ PDF Chat A General Qualitative Definition of Robustness 1971 Frank R. Hampel
2
+ Outliers, level shifts, and variance changes in time series 1988 Ruey S. Tsay
2
+ Multivariate Estimation with High Breakdown Point 1985 Peter J. Rousseeuw
2
+ Least Median of Squares Regression 1984 Peter J. Rousseeuw
2
+ Approximate non-Gaussian filtering with linear state and observation relations 1975 C. Johan Masreliez
2
+ Robust Statistics 1981 Peter J. Huber
2
+ Robust Regression by Means of S-Estimators 1984 Peter J. Rousseeuw
V. J. Yohai
2
+ Efficient Bounded-Influence Regression Estimation 1982 William S. Krasker
Roy E. Welsch
2
+ Robust Estimation of the First-Order Autoregressive Parameter 1979 Lorraine Denby
R. Douglas Martin
2
+ PDF Chat Robust Estimates for ARMA Models 1986 Oscar H. Bustos
Vı́ctor J. Yohai
2
+ Estimation of Time Series Parameters in the Presence of Outliers 1988 Ih Chang
George C. Tiao
Chung Chen
1
+ PDF Chat The Influence Function in the Errors in Variables Problem 1984 Gabrielle Kelly
1
+ Estimates of the Regression Coefficient Based on Kendall's Tau 1968 Pranab Kumar Sen
1
+ Minimax Aspects of Bounded-Influence Regression 1983 Peter J. Huber
1
+ One-Step Huber Estimates in the Linear Model 1975 Peter J. Bickel
1
+ PDF Chat Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals 1972 Louis A. Jaeckel
1
+ The Change-of-Variance Curve and Optimal Redescending<i>M</i>-Estimators 1981 Frank R. Hampel
Peter J. Rousseeuw
Elvezio Ronchetti
1
+ PDF Chat Asymptotic behavior of general M-estimates for regression and scale with random carriers 1981 Ricardo A. Maronna
Vı́ctor J. Yohai
1
+ Robust Testing in Linear Models: The Infinitesimal Approach 1982 Elvezio Ronchetti
1
+ Outlier Detection and Time Series Modeling 1989 Bovas Abraham
Alice Z. Chuang
1
+ Outliers in Time Series Analysis Some Comments on their Impact and their Detection 1991 Johannes Ledolter
1
+ Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 1976 A. R. Pagan
D. F. Nicholls
1
+ PDF Chat Small-sample asymptotic distributions of <i>M</i>-estimators of location 1982 Christopher A. Field
Frank R. Hampel
1
+ Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution 2001 Andrew Foster
Lü Tian
L. J. Wei
1
+ Outlier Detection and Time Series Modeling 1989 Bovas Abraham
Alice Z. Chuang
1
+ Forecasting time series with outliers 1993 Chung Chen
Lon‐Mu Liu
1
+ Influential Observations in Time Series 1990 Daniel Peña
1
+ Robust Estimates of Location: Symmetry and Asymmetric Contamination 1971 Louis A. Jaeckel
1
+ PDF Chat Robust Location Estimates 1977 Rudolf Beran
1
+ Minimax Aspects of Bounded-Influence Regression 1983 Peter J. Huber
1
+ Robust-resistant spectrum estimation 1982 R. Douglas Martin
David J. Thomson
1
+ PDF Chat Robustness of Estimators on Stationary Observations 1979 P. Papantoni‐Kazakos
Robert M. Gray
1
+ PDF Chat Maxbias Curves of Robust Location Estimators based on Subranges 2002 Christophe Croux
Gentiane Haesbroeck
1
+ PDF Chat Robust Regression: Asymptotics, Conjectures and Monte Carlo 1973 Peter J. Huber
1