robust: multivariate References

My uncorrected reading list

contains extras (not related to multivariate models and articles that I didn't look at) and missing (list is based on crude selection in zotero mostly by authors with several references)

Adrover, Jorge, Ricardo A. Maronna, and Víctor J. Yohai. 2004. “Robust Regression Quantiles.” Journal of Statistical Planning and Inference, Contemporary Data Analysis: Theory and Methods in, 122 (1–2): 187–202. doi:10.1016/j.jspi.2003.06.009.

Agostinelli, Claudio, Andy Leung, Victor J. Yohai, and Ruben H. Zamar. 2015. “Robust Estimation of Multivariate Location and Scatter in the Presence of Cellwise and Casewise Contamination.” TEST 24 (3): 441–61. doi:10.1007/s11749-015-0450-6.

Agostinelli, Claudio, Alfio Marazzi, and Victor J Yohai. 2014. “Robust Estimators of the Generalized Log-Gamma Distribution.” Technometrics 56 (1): 92–101. doi:10.1080/00401706.2013.818578.

Agulló, Jose, Christophe Croux, and Stefan Van Aelst. 2008. “The Multivariate Least-Trimmed Squares Estimator.” Journal of Multivariate Analysis 99 (3): 311–38. doi:10.1016/j.jmva.2006.06.005.

Ben, Marta García, Elena Martínez, and Víctor J. Yohai. 2006. “Robust Estimation for the Multivariate Linear Model Based on a τ-Scale.” Journal of Multivariate Analysis 97 (7): 1600–1622. doi:10.1016/j.jmva.2005.08.007.

Bianco, A. M., M. García Ben, E. J. Martínez, and V. J. Yohai. 2001. “Outlier Detection in Regression Models with ARIMA Errors Using Robust Estimates.” Journal of Forecasting 20 (8): 565–79. doi:10.1002/for.768.

Bianco, Ana M., Marta Garcia Ben, and Víctor J. Yohai. 2005. “Robust Estimation for Linear Regression with Asymmetric Errors.” Canadian Journal of Statistics 33 (4): 511–28. doi:10.1002/cjs.5550330404.

Boudt, Kris, Jonathan Cornelissen, and Christophe Croux. 2011. “The Gaussian Rank Correlation Estimator: Robustness Properties.” Statistics and Computing 22 (2): 471–83. doi:10.1007/s11222-011-9237-0.

Campbell, N. A., H. P. Lopuhaä, and P. J. Rousseeuw. 1998. “On the Calculation of a Robust S-Estimator of a Covariance Matrix.” Statistics in Medicine 17 (23): 2685–95. doi:10.1002/(SICI)1097-0258(19981215)17:23<2685::AID-SIM35>3.0.CO;2-W.

Croux, Christophe. 1994. “Efficient High-Breakdown M-Estimators of Scale.” Statistics & Probability Letters 19 (5): 371–79. doi:10.1016/0167-7152(94)90005-1.

Croux, Christophe, and Catherine Dehon. 2010. “Influence Functions of the Spearman and Kendall Correlation Measures.” Statistical Methods & Applications 19 (4): 497–515. doi:10.1007/s10260-010-0142-z.

Croux, Christophe, Catherine Dehon, and Abdelilah Yadine. 2011. “On the Optimality of Multivariate S-Estimators.” Scandinavian Journal of Statistics 38 (2): 332–41. doi:10.1111/j.1467-9469.2010.00710.x.

Croux, Christophe, and Gentiane Haesbroeck. 1999. “Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator.” Journal of Multivariate Analysis 71 (2): 161–90. doi:10.1006/jmva.1999.1839.

———. 2003. “Implementing the Bianco and Yohai Estimator for Logistic Regression.” Computational Statistics & Data Analysis, Special Issue in Honour of Stan Azen: a Birthday Celebration, 44 (1–2): 273–95. doi:10.1016/S0167-9473(03)00042-2.

Croux, Christophe, and Viktoria Oellerer. 2015. “Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures.” SSRN Scholarly Paper ID 2619054. Rochester, NY: Social Science Research Network. http://papers.ssrn.com/abstract=2619054.

Croux, Christophe, and Anne Ruiz-Gazen. 2005. “High Breakdown Estimators for Principal Components: The Projection-Pursuit Approach Revisited.” Journal of Multivariate Analysis 95 (1): 206–26. doi:10.1016/j.jmva.2004.08.002.

Danilov, Mike, Víctor J. Yohai, and Ruben H. Zamar. 2012. “Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data.” Journal of the American Statistical Association 107 (499): 1178–86. doi:10.1080/01621459.2012.699792.

Durbin, B. P., J. S. Hardin, D. M. Hawkins, and D. M. Rocke. 2002. “A Variance-Stabilizing Transformation for Gene-Expression Microarray Data.” Bioinformatics 18 (suppl 1): S105–10. doi:10.1093/bioinformatics/18.suppl_1.S105.

Fasano, María V., Ricardo A. Maronna, Mariela Sued, and Víctor J. Yohai. 2012. “Continuity and Differentiability of Regression M Functionals.” Bernoulli 18 (4): 1284–1309. doi:10.3150/11-BEJ368.

Filzmoser, Peter, Ricardo Maronna, and Mark Werner. 2008a. “Outlier Identification in High Dimensions.” Computational Statistics & Data Analysis 52 (3): 1694–1711. doi:10.1016/j.csda.2007.05.018.

———. 2008b. “Outlier Identification in High Dimensions.” Computational Statistics & Data Analysis 52 (3): 1694–1711. doi:10.1016/j.csda.2007.05.018.

Hardin, Johanna, and David M Rocke. 2004. “Outlier Detection in the Multiple Cluster Setting Using the Minimum Covariance Determinant Estimator.” Computational Statistics & Data Analysis 44 (4): 625–38. doi:10.1016/S0167-9473(02)00280-3.

Hardin, Johanna, and David M. Rocke. 2005. “The Distribution of Robust Distances.” Journal of Computational and Graphical Statistics 14 (4): 928–46. doi:10.1198/106186005X77685.

Hubert, M., P. Rousseeuw, and K. Vakili. 2013. “Shape Bias of Robust Covariance Estimators: An Empirical Study.” Statistical Papers 55 (1): 15–28. doi:10.1007/s00362-013-0544-8.

Hubert, Mia, and Peter J. Rousseeuw. 1997. “Robust Statistics and Data Analysis, Part IRobust Regression with Both Continuous and Binary Regressors.” Journal of Statistical Planning and Inference 57 (1): 153–63. doi:10.1016/S0378-3758(96)00041-9.

Hubert, Mia, Peter J. Rousseeuw, and Stefan van Aelst. 2008. “High-Breakdown Robust Multivariate Methods.” Statistical Science 23 (1): 92–119.

Hubert, Mia, Peter J. Rousseeuw, and Tim Verdonck. 2012. “A Deterministic Algorithm for Robust Location and Scatter.” Journal of Computational and Graphical Statistics 21 (3): 618–37. doi:10.1080/10618600.2012.672100.

Hubert, Mia, Peter Rousseeuw, Dina Vanpaemel, and Tim Verdonck. 2015. “The DetS and DetMM Estimators for Multivariate Location and Scatter.” Computational Statistics & Data Analysis 81 (January): 64–75. doi:10.1016/j.csda.2014.07.013.

Hubert, Mia, Peter Rousseeuw, and Tim Verdonck. 2009. “Robust PCA for Skewed Data and Its Outlier Map.” Computational Statistics & Data Analysis, The Fourth Special Issue on Computational Econometrics, 53 (6): 2264–74. doi:10.1016/j.csda.2008.05.027.

Kudraszow, Nadia L., and Ricardo A. Maronna. 2011. “Estimates of MM Type for the Multivariate Linear Model.” Journal of Multivariate Analysis 102 (9): 1280–92. doi:10.1016/j.jmva.2011.04.011.

Locatelli, Isabella, Alfio Marazzi, and Victor J. Yohai. 2011. “Robust Accelerated Failure Time Regression.” Computational Statistics & Data Analysis 55 (1): 874–87. doi:10.1016/j.csda.2010.07.017.

Lopuhaä, Hendrik P. 1991. “Multivariate τ-Estimators for Location and Scatter.” Canadian Journal of Statistics 19 (3): 307–21. doi:10.2307/3315391.n.

Lopuhaa, Hendrik P. 1999. “Asymptotics of Reweighted Estimators of Multivariate Location and Scatter.” The Annals of Statistics 27 (5): 1638–65.

Marazzi, Alfio, and Victor J Yohai. 2004. “Adaptively Truncated Maximum Likelihood Regression with Asymmetric Errors.” Journal of Statistical Planning and Inference, Contemporary Data Analysis: Theory and Methods in, 122 (1–2): 271–91. doi:10.1016/j.jspi.2003.06.011.

Maronna, Ricardo. 2005. “Principal Components and Orthogonal Regression Based on Robust Scales.” Technometrics 47 (3): 264–73. doi:10.1198/004017005000000166.

Maronna, Ricardo A. 2011. “Robust Ridge Regression for High-Dimensional Data.” Technometrics 53 (1): 44–53. doi:10.1198/TECH.2010.09114.

Maronna, Ricardo A., Douglas Martin, and Víctor J. Yohai. 2006. Robust Statistics: Theory and Methods. Reprinted with corr. Wiley Series in Probability and Statistics. Chichester: Wiley.

Maronna, Ricardo A., and Víctor J. Yohai. 1997. “Robust Estimation in Simultaneous Equations Models.” Journal of Statistical Planning and Inference, Robust Statistics and Data Analysis, Part II, 57 (2): 233–44. doi:10.1016/S0378-3758(96)00046-8.

Maronna, Ricardo A., and Victor J. Yohai. 2010. “Correcting MM Estimates for ‘fat’ Data Sets.” Computational Statistics & Data Analysis 54 (12): 3168–73. doi:10.1016/j.csda.2009.09.015.

———. 2013. “Robust Functional Linear Regression Based on Splines.” Computational Statistics & Data Analysis, Special issue on Robust Analysis of Complex Data, 65 (September): 46–55. doi:10.1016/j.csda.2011.11.014.

Maronna, Ricardo A., and Vı́ctor J. Yohai. 2000. “Robust Regression with Both Continuous and Categorical Predictors.” Journal of Statistical Planning and Inference 89 (1–2): 197–214. doi:10.1016/S0378-3758(99)00208-6.

Maronna, Ricardo A., and Ruben H. Zamar. 2002. “Robust Estimates of Location and Dispersion for High-Dimensional Datasets.” Technometrics 44 (4): 307–17. doi:10.1198/004017002188618509.

Maronna, Ricardo Antonio. 1976. “Robust M-Estimators of Multivariate Location and Scatter.” The Annals of Statistics 4 (1): 51–67.

Muler, Nora, and V´ictor J. Yohai. 2013. “Robust Estimation for Vector Autoregressive Models.” Computational Statistics & Data Analysis, Special issue on Robust Analysis of Complex Data, 65 (September): 68–79. doi:10.1016/j.csda.2012.02.011.

Öllerer, Viktoria, Christophe Croux, and Andreas Alfons. 2015. “The Influence Function of Penalized Regression Estimators.” Statistics 49 (4): 741–65. doi:10.1080/02331888.2014.922563.

Pison, G., S. Van Aelst, and G. Willems. n.d. “Small Sample Corrections for LTS and MCD.” Metrika 55 (1–2): 111–23. doi:10.1007/s001840200191.

Pison, Greet, and Stefan Van Aelst. 2004. “Diagnostic Plots for Robust Multivariate Methods.” Journal of Computational and Graphical Statistics 13 (2): 310–29. doi:10.1198/1061860043498_a.

Rocke, D. M., and D. L. Woodruff. 1993. “Computation of Robust Estimates of Multivariate Location and Shape.” Statistica Neerlandica 47 (1): 27–42. doi:10.1111/j.1467-9574.1993.tb01404.x.

Rocke, David M. 1996. “Robustness Properties of S-Estimators of Multivariate Location and Shape in High Dimension.” The Annals of Statistics 24 (3): 1327–45.

Rocke, David M., and David L. Woodruff. 1996. “Identification of Outliers in Multivariate Data.” Journal of the American Statistical Association 91 (435): 1047–61. doi:10.2307/2291724.

———. 1997. “Robust Estimation of Multivariate Location and Shape.” Journal of Statistical Planning and Inference, Robust Statistics and Data Analysis, Part II, 57 (2): 245–55. doi:10.1016/S0378-3758(96)00047-X.

Roelant, E., S. Van Aelst, and C. Croux. 2009. “Multivariate Generalized S-Estimators.” Journal of Multivariate Analysis 100 (5): 876–87. doi:10.1016/j.jmva.2008.09.002.

Rousseeuw, Peter J., and Christophe Croux. 1993. “Alternatives to the Median Absolute Deviation.” Journal of the American Statistical Association 88 (424): 1273–83. doi:10.2307/2291267.

Rousseeuw, Peter J., Michiel Debruyne, Sanne Engelen, and Mia Hubert. 2006. “Robustness and Outlier Detection in Chemometrics.” Critical Reviews in Analytical Chemistry 36 (3–4): 221–42. doi:10.1080/10408340600969403.

Rousseeuw, Peter J., and Mia Hubert. 2011. “Robust Statistics for Outlier Detection.” Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery 1 (1): 73–79. doi:10.1002/widm.2.

Rousseeuw, Peter J., Stefan Van Aelst, Katrien Van Driessen, and Jose Agulló. 2004. “Robust Multivariate Regression.” Technometrics 46 (3): 293–305.

Salibián-Barrera, Matías, Stefan Van Aelst, and Gert Willems. 2007. “Fast and Robust Bootstrap.” Statistical Methods and Applications 17 (1): 41–71. doi:10.1007/s10260-007-0048-6.

Salibián-Barrera, Matías, Stefan Van Aelst, and Gert Willems. 2006. “Principal Components Analysis Based on Multivariate MM Estimators with Fast and Robust Bootstrap.” Journal of the American Statistical Association 101 (475): 1198–1211.

Salibian-Barrera, Matias, Stefan Van Aelst, and Víctor J. Yohai. 2016a. “Robust Tests for Linear Regression Models Based on -Estimates.” Computational Statistics & Data Analysis 93 (January): 436–55. doi:10.1016/j.csda.2014.09.012.

———. 2016b. “Robust Tests for Linear Regression Models Based on -Estimates.” Computational Statistics & Data Analysis 93 (January): 436–55. doi:10.1016/j.csda.2014.09.012.

Salibian-Barrera, Matías, and Víctor J. Yohai. 2006. “A Fast Algorithm for S-Regression Estimates.” Journal of Computational and Graphical Statistics 15 (2): 414–27.

Tharmaratnam, Kukatharmini, Gerda Claeskens, Christophe Croux, and Matias Salibián-Barrera. 2010. “S-Estimation for Penalized Regression Splines.” Journal of Computational and Graphical Statistics 19 (3): 609–25. doi:10.1198/jcgs.2010.08149.

Valdora, Marina, and Víctor J. Yohai. 2014. “Robust Estimators for Generalized Linear Models.” Journal of Statistical Planning and Inference 146 (March): 31–48. doi:10.1016/j.jspi.2013.09.016.

Van Aelst, Stefan, and Peter Rousseeuw. 2009. “Minimum Volume Ellipsoid.” Wiley Interdisciplinary Reviews: Computational Statistics 1 (1): 71–82. doi:10.1002/wics.19.

Van Aelst, Stefan, and Gert Willems. 2005. “MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE.” Statistica Sinica 15: 981–1001.

———. 2011. “Robust and Efficient One-Way MANOVA Tests.” Journal of the American Statistical Association 106 (494): 706–18. doi:10.1198/jasa.2011.tm09748.

———. 2013. “Fast and Robust Bootstrap for Multivariate Inference: The R Package FRB.” Journal of Statistical Software; Vol 1, Issue 3 (2013). doi:10.18637/jss.v053.i03.

Verardi, V., and C. Croux. 2009. “Robust Regression in Stata.” Stata Journal 9 (3): 439–53.

Verdonck, Tim, Mia Hubert, and Peter J. Rousseeuw. 2010. “DetMCD in a Calibration Framework.” In Proceedings of COMPSTAT’2010, edited by Yves Lechevallier and Gilbert Saporta, 589–96. Physica-Verlag HD. doi:10.1007/978-3-7908-2604-3_61.

Willems, G., G. Pison, P. J. Rousseeuw, and S. Van Aelst. 2002. “A Robust Hotelling Test.” Metrika 55 (1–2): 125–38. doi:10.1007/s001840200192.

Woodruff, David L., and David M. Rocke. 1994. “Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators.” Journal of the American Statistical Association 89 (427): 888–96. doi:10.2307/2290913.

Yohai, Victor J. 1997. “Local and Global Robustness of Regression Estimators.” Journal of Statistical Planning and Inference, Robust Statistics and Data Analysis, Part I, 57 (1): 73–92. doi:10.1016/S0378-3758(96)00037-7.

Yohai, Victor J., and Ruben H. Zamar. 1988. “High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale.” Journal of the American Statistical Association 83 (402): 406–13. doi:10.2307/2288856.

Yohai, Víctor J., and Ruben H. Zamar. 1997a. “Optimal Locally Robust M-Estimates of Regression.” Journal of Statistical Planning and Inference 64 (2): 309–23. doi:10.1016/S0378-3758(97)00040-2.

———. 1997b. “Optimal Locally Robust M-Estimates of Regression.” Journal of Statistical Planning and Inference 64 (2): 309–23. doi:10.1016/S0378-3758(97)00040-2.