[图书][B] Robust methods for data reduction

A Farcomeni, L Greco - 2016 - books.google.com
This book gives a non-technical overview of robust data reduction techniques, encouraging
the use of these important and useful methods in practical applications. The main areas …

General Bayesian loss function selection and the use of improper models

J Jewson, D Rossell - Journal of the Royal Statistical Society …, 2022 - academic.oup.com
Statisticians often face the choice between using probability models or a paradigm defined
by minimising a loss function. Both approaches are useful and, if the loss can be re-cast into …

The power of monitoring: how to make the most of a contaminated multivariate sample

A Cerioli, M Riani, AC Atkinson, A Corbellini - Statistical Methods & …, 2018 - Springer
Diagnostic tools must rely on robust high-breakdown methodologies to avoid distortion in
the presence of contamination by outliers. However, a disadvantage of having a single, even …

Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources

L Grossi, F Nan - Technological Forecasting and Social Change, 2019 - Elsevier
In this paper a robust approach to modeling electricity spot prices is introduced. Differently
from what has been recently done in the literature on electricity price forecasting, where the …

[PDF][PDF] On robust estimation of error variance in (highly) robust regression

J Kalina, J Tichavský - Measurement Science Review, 2020 - intapi.sciendo.com
The linear regression model requires robust estimation of parameters, if the measured data
are contaminated by outlying measurements (outliers). While a number of robust estimators …

Monitoring robust regression

M Riani, A Cerioli, AC Atkinson, D Perrotta - 2014 - projecteuclid.org
Monitoring robust regression Page 1 Electronic Journal of Statistics Vol. 8 (2014) 646–677
ISSN: 1935-7524 DOI: 10.1214/14-EJS897 Monitoring robust regression Marco Riani, Andrea …

[HTML][HTML] Strong consistency and robustness of the forward search estimator of multivariate location and scatter

A Cerioli, A Farcomeni, M Riani - Journal of Multivariate Analysis, 2014 - Elsevier
Abstract The Forward Search is a powerful general method for detecting anomalies in
structured data, whose diagnostic power has been shown in many statistical contexts …

Robust regression with density power divergence: Theory, comparisons, and data analysis

M Riani, AC Atkinson, A Corbellini, D Perrotta - Entropy, 2020 - mdpi.com
Minimum density power divergence estimation provides a general framework for robust
statistics, depending on a parameter α, which determines the robustness properties of the …

Information criteria for outlier detection avoiding arbitrary significance levels

M Riani, AC Atkinson, A Corbellini, A Farcomeni… - Econometrics and …, 2024 - Elsevier
Abstract Information criteria for model choice are extended to the detection of outliers in
regression models. For deletion of observations (hard trimming) the family of models is …

Robust fitting of a wrapped normal model to multivariate circular data and outlier detection

L Greco, G Saraceno, C Agostinelli - Stats, 2021 - mdpi.com
In this work, we deal with a robust fitting of a wrapped normal model to multivariate circular
data. Robust estimation is supposed to mitigate the adverse effects of outliers on inference …