Robust Estimation Using the Huber Function With a Data-Dependent Tuning Constant

You‐Gan Wang, Lin Xu, Min Zhu, Zhidong Bai

Type: Article

Publication Date: 2007-05-24

Citations: 73

DOI: https://doi.org/10.1198/106186007x180156

View Publication

Locations

Journal of Computational and Graphical Statistics - View

Similar Works

Action	Title	Year	Authors
+	Robust estimation using the Huber function with a data-dependent tuning constant	2007	You‐Gan Wang Xiaohong Lin Min Zhu Zhidong Bai
+	On data-dependent tuning constant of the Huber family for robust estimator	2018	Agnieszka Kulawik Stefan Zontek
+ PDF Chat	Robust Estimation Using Modified Huber’s Functions With New Tails	2018	Yunlu Jiang You‐Gan Wang Liya Fu Xueqin Wang
+ PDF Chat	A New Principle for Tuning-Free Huber Regression	2020	Lili Wang Chao Zheng Wen Zhou Wen‐Xin Zhou
+	Comparative analysis of different manners of execution of huber's robust estimation	2011	M. Kwaśniak
+	A Statistical Learning Assessment of Huber Regression	2020	Yunlong Feng Qiang Wu
+ PDF Chat	A Statistical Learning Assessment of Huber Regression	2020	Yun‐Long Feng Qiang Wu
+	A statistical learning assessment of Huber regression	2021	Yunlong Feng Qiang Wu
+	Robust estimation using heavy-tailed distributions	2018	Felipe Osorio
+ PDF Chat	Adaptive Huber Regression	2018	Qiang Sun Wen‐Xin Zhou Jianqing Fan
+ PDF Chat	Enhancing performance in the presence of outliers with redescending M-estimators	2024	Amir Raza M. Talib Muhammad Noor‐ul‐Amin Nevine Gunaime Imed Boukhris Muhammad Nabi
+	Algorithms for the Huber estimator in multiple regression	1977	Rudolf Dutter
+	A Variant of Huber Robust Regression	1984	Charles G. Boncelet Bradley W. Dickinson
+ PDF Chat	Editorial, special issue on “Advances in Robust Statistics”	2021	Marco Riani Mia Hubert
+ PDF Chat	On Selection Criteria for the Tuning Parameter in Robust Divergence	2021	Shonosuke Sugasawa Shouto Yonekura
+ PDF Chat	A redescending M-estimator approach for outlier-resilient modeling	2024	Amir Raza Muhammad Noor‐ul‐Amin Amel Ayari‐Akkari Muhammad Nabi Muhammad Usman Aslam
+	A Unified Approach to Robust Mean Estimation	2019	Adarsh Prasad Sivaraman Balakrishnan Pradeep Ravikumar
+	Outlier-resistant methods for estimation and model fitting	1994	Dominic F. Vecchia Jolene D. Splett
+	Robust estimation of error scale in nonparametric regression models	2008	Isabella Ghement Marcelo Ruiz Ruben H. Zamar
+	Robustness Theory and Application	2018	Brenton R. Clarke

Works That Cite This (51)

Action	Title	Year	Authors
+ PDF Chat	Rejoinder to “Comment on ‘Wang <i>et al</i>. (2005), Robust estimating functions and bias correction for longitudinal data analysis’ by Nicola Lunardon and Giovanna Menardi”	2020	You‐Gan Wang Lin Xu Min Zhu
+	Robust estimation of partially linear models for longitudinal data with dropouts and measurement error	2016	Guoyou Qin Jiajia Zhang Zhongyi Zhu Wing K. Fung
+ PDF Chat	Robust Regression with Data-Dependent Regularization Parameters and Autoregressive Temporal Correlations	2018	Na Wang You‐Gan Wang Shuwen Hu Zhi‐Hua Hu Jing Xu Hongwu Tang Guangqiu Jin
+ PDF Chat	A working likelihood approach for robust regression	2020	Liya Fu You‐Gan Wang Fengjing Cai
+	Robust change point tests by bounded transformations	2019	Alexander Dürre Roland Fried
+ PDF Chat	Robust Estimation Using Modified Huber’s Functions With New Tails	2018	Yunlu Jiang You‐Gan Wang Liya Fu Xueqin Wang
+	Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term	2020	Jia‐Han Shih Ting-Yu Lin Masayuki Jimichi Takeshi Emura
+	Robust inference in the joint modeling of multilevel zero‐inflated Poisson and Cox models	2020	Eghbal Zandkarimi Abbas Moghimbeigi Hossein Mahjub
+	A robust and efficient variable selection method for linear regression	2021	Zhuoran Yang Liya Fu You‐Gan Wang Zhixiong Dong Yunlu Jiang
+ PDF Chat	Robust variable selection through MAVE	2013	Weixin Yao Qin Wang

Works Cited by This (17)

Action	Title	Year	Authors
+	Modern Applied Statistics with S	2002	W. N. Venables B. D. Ripley
+	A Procedure for Robust Estimation and Inference in Linear Regression	1991	Vı́ctor J. Yohai Werner A. Stahel Ruben H. Zamar
+	Robust analysis of variance based upon a likelihood ratio criterion	1980	Ronald M. Schrader Thomas P. Hettmansperger
+ PDF Chat	Robust Inference for Generalized Linear Models	2001	Eva Cantoni Elvezio Ronchetti
+ PDF Chat	A Note on Computing Robust Regression Estimates via Iteratively Reweighted Least Squares	1988	James O. Street Raymond J. Carroll David Ruppert
+ PDF Chat	Robust Estimation of a Location Parameter	1964	Peter J. Huber
+	Robust Estimates of Location and Dispersion for High-Dimensional Datasets	2002	Ricardo A. Maronna Ruben H. Zamar
+	On the calculation of a robustS-estimator of a covariance matrix	1998	N. A. Campbell Hendrik P. Lopuhaä Peter J. Rousseeuw
+	A general Akaike-type criterion for model selection in robust regression	1995	P. Burman D. Nolan
+	A robust mixed linear model analysis for longitudinal data	2000	Paramjit Gill