High-dimensional data are often most plausibly generated from distributions with complex
structure and leptokurtosis in some or all components. Covariance and precision matrices …

High-dimensional robust precision matrix estimation: Cellwise corruption under -contamination
Page 1 Electronic Journal of Statistics Vol. 12 (2018) 1429–1467 ISSN: 1935-7524 https://doi.org/10.1214/18-EJS1427 …

We present a new method for robust high-dimensional linear regression when the scale
parameter of the additive errors is unknown. The proposed estimator is based on a …

The validity of estimation and smoothing parameter selection for the wide class of
generalized additive models for location, scale and shape (GAMLSS) relies on the correct …

A procedure for assessing harbour pollution by heavy metals and PAH and the possible
sources of contamination is proposed. The procedure is based on a ratio‐matching method …

The median absolute deviation about the median (MAD) is an important univariate spread
measure having wide appeal due to its highly robust sample version. A powerful tool in …

Heavy-Duty hauling faces challenges regarding the efficiency of transportation, which opens
the door to new pathways to saving money while refueling via platooning. Platooning …

In the wide-ranging scope of modern statistical data analysis, a key task is identification of
outliers. For any outlier identification procedure, one needs to know its robustness against …

For any outlier detection procedure, a key concern is robustness with respect to possible
misclassification errors, masking (Type I) and swamping (Type II). Although parametric …

We show that, for a wide range of models, the empirical velocity of processive motor proteins
has a limiting Pearson type VII distribution with finite mean but infinite variance. We develop …