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@PREAMBLE{ " " # "\providecommand{\noop}[1]{} "
# " \ifx\undefined\SfSbibINI\else\SfSbibINI\fi" }
@PREAMBLE{ " " # "\providecommand{\noop}[1]{} "
# " \ifx\undefined\SfSbibINI\else\SfSbibINI\fi" }
@Manual{robustbase-pkg,
title = {robustbase: Basic Robust Statistics},
author = {Martin Maechler and Valentin Todorov and Andreas Ruckstuhl and Matias Salibian-Barrera and Manuel Koller and Eduardo L. T. Conceicao},
year = 2016,
note = {R package version 0.92-6},
url = {http://CRAN.R-project.org/package=robustbase},
url = {http://robustbase.r-forge.r-project.org/},
}
@article{RouPvD99,
author = {Peter J. Rousseeuw and Katrien van~Driessen},
title = {A Fast Algorithm for the Minimum Covariance Determinant Estimator},
year = 1999,
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volume = 41,
pages = {212--223},
number = 3,
month = aug,
issn = {0040-1706},
numpages = 12,
url = {http://dx.doi.org/10.2307/1270566},
doi = {10.2307/1270566},
publisher = {American Society for Quality Control and American
Statistical Association},
address = {Alexandria, Va, USA},
keywords = {breakdown value, multivariate location and scatter,
outlier detection, regression, robust estimation},
}
@article{PisGvAW02,
author = {Pison, G. and Van Aelst, S. and Willems, G.},
year = 2002,
title = {Small sample corrections for LTS and MCD},
journal = {Metrika},
volume = 55,
pages = {111--123},
number = {1-2},
doi = {10.1007/s001840200191},
issn = {0026-1335},
url = {http://dx.doi.org/10.1007/s001840200191},
publisher = {Springer-Verlag Berlin Heidelberg},
keywords = {Key words: Robustness; Least Trimmed Squares estimator;
Minimum Covariance Determinant estimator; Bias},
language = {English}
}
%% ------ was ./lmrob_simulation.bib ------------------------
%% ~~~~~~~~~~~~~~~~~~~~
@Article{berrendero2007maximum,
title = {{On the maximum bias functions of MM-estimates and
constrained M-estimates of regression}},
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year = 2007,
publisher = {IMS INSTITUTE OF MATHEMATICAL STATISTICS}
}
@TechReport{croux03,
author = {Croux, C. and Dhaene, G. and Hoorelbeke, D.},
title = {Robust standard errors for robust estimators},
institution = {Dept. of Applied Economics, K.U. Leuven},
year = 2003
}
@Article{fernandez1998bayesian,
title = {On Bayesian Modeling of Fat Tails and Skewness},
author = {Fern{\'a}ndez, C. and Steel, M.F.J.},
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number = 441,
pages = {359--371},
year = 1998,
publisher = {American Statistical Association}
}
@article{HubP64,
author = {Peter J. Huber},
title = "Robust estimation of a location parameter",
year = 1964,
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volume = 35,
pages = {73--101},
}
@Book{hubpr09,
author = {Peter J. Huber and Elvezio M. Ronchetti},
title = {Robust Statistics, Second Edition},
publisher = {Wiley and Sons Inc.},
address = {NY},
year = 2009
}
@Article{ks2011,
title = "Sharpening Wald-type inference in robust regression for
small samples",
journal = "Computational Statistics \& Data Analysis",
volume = 55,
number = 8,
pages = "2504--2515",
year = 2011,
issn = "0167-9473",
doi = "DOI: 10.1016/j.csda.2011.02.014",
url = "http://www.sciencedirect.com/science/article/pii/S0167947311000739",
author = "Manuel Koller and Werner A. Stahel",
keywords = "MM-estimator",
keywords1 = "Robust regression",
keywords2 = "Robust inference"
}
@Misc{ks2014,
author = "Manuel Koller and Werner A. Stahel",
year = 2014,
title = {Nonsingular subsampling for regression {S}~estimators with categorical predictors},
journal = {under review (2012 version from arXiv)},
keywords = "MM-estimator",
keywords1 = "Robust regression",
}
@Comment url = {http://arxiv.org/abs/1208.5595},
@Misc{kolm2012,
author = {Manuel Koller},
year = 2012,
title = {Nonsingular subsampling for S-estimators with categorical predictors},
url = {http://arxiv.org/abs/1208.5595},
keywords = "MM-estimator",
keywords1 = "Robust regression",
}
@Article{maronna2009correcting,
title = {Correcting {MM} estimates for "fat" data sets},
volume = 54,
number = 12,
issn = "0167-9473",
risfield_0_m3 = "doi: DOI: 10.1016/j.csda.2009.09.015",
url = "http://www.sciencedirect.com/science/article/B6V8V-4X6VMB1-5/2/3a9a08575ea5e5e69ad06d720c627ec9"
,
author = "Ricardo A. Maronna and Victor J. Yohai",
journal = "Computational Statistics \& Data Analysis",
pages = "3168--3173",
year = 2010
}
@Book{MarRMY06,
author = {Ricardo A. Maronna and R. Douglas Martin and Victor J. Yohai},
title = {Robust Statistics, Theory and Methods},
year = 2006,
publisher = {John Wiley \& Sons, Ltd},
pages = 408,
ISBN = {0-470-01092-4},
series = {Wiley Series in Probility and Statistics},
}
@Book{hamfrrs86,
author = {Frank Hampel and Elvezio Ronchetti and Peter Rousseeuw
and Werner Stahel},
title = {Robust Statistics: The Approach Based on Influence Functions},
year = 1986,
address = {N.Y.},
publisher = {Wiley}
}
@Manual{R-Lang,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2016},
url = {https://www.R-project.org/},
}
@Article{RenOVicM2010,
author = {Olivier Renaud and Maria-Pia Victoria-Feser},
title = {A robust coefficient of determination for regression},
journal = {Journal of Statistical Planning and Inference},
year = 2010,
volume = 140,
pages = {1852--1862},
annote = {robust $R^2$}
}
|
