188 citations · 275 across the 3 of their papers we have counts for
4 papers
Robust estimation for ARMA models
Nora Muler, Daniel Peña, Víctor J. Yohai
This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period wh…
Propagation of outliers in multivariate data
Fatemah Alqallaf, Stefan Van Aelst, Victor J. Yohai +1
We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each…
High breakdown point robust regression with censored data
Matías Salibian-Barrera, Víctor J. Yohai
In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are…
Robust nonparametric inference for the median
Victor J. Yohai, Ruben H. Zamar
We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may cont…