When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The …
X He, WK Fung, Z Zhu - Journal of the American Statistical …, 2005 - Taylor & Francis
In this article we consider robust generalized estimating equations for the analysis of semiparametric generalized partial linear models (GPLMs) for longitudinal data or clustered …
X Li, Q Lu, Y Dong, D Tao - IEEE transactions on neural …, 2018 - ieeexplore.ieee.org
Subspace clustering is a problem of exploring the low-dimensional subspaces of high- dimensional data. State-of-the-art approaches are designed by following the model of …
Recently, maximum correntropy criterion (MCC) has been widely and successfully used in robust signal processing and machine learning, in which the correntropy is maximized …
In statistical analysis, particularly in econometrics, it is usual to consider regression models where the dependent variable is censored (limited). In particular, a censoring scheme to the …
I Mizera, CH Müller - Statistics & probability letters, 2002 - Elsevier
Breakdown points of Cauchy regression-scale estimators - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Search RegisterSign in View PDF …
S Portnoy, X He - Journal of the American Statistical Association, 2000 - Taylor & Francis
A Robust Journey in the New Millennium Page 1 A Robust Journey in the New Millennium Stephen PORTNOY and Xuming HE A brief search through Current Index to Statistics found …
Generally, the traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under the Gaussian assumption. However …
Z Li, Z Luo, Y Sun - Statistics in Medicine, 2022 - Wiley Online Library
In many biomedical problems, data are often heterogeneous, with samples spanning multiple patient subgroups, where different subgroups may have different disease subtypes …