188 citations · 322 across the 17 of their papers we have counts for
24 papers
Robust estimation in generalized linear models based on the normal quantiles of the probability integral transformation
Marina Valdora, Víctor Yohai
A new approach to robust estimation in generalized linear models is introduced. The idea of the method is to first transform the responses applying the composition of the normal qu…
Forecasting High Dimensional Time Series with Dynamic Dimension Reduction
Daniel Peña, Victor J. Yohai
Many dimension reduction techniques have been developed for independent data, and most have also been extended to time series. However, these methods often fail to account for the…
Robust Model-Based Clustering
Juan D. Gonzalez, Ricardo Maronna, Victor J. Yohai +1
We propose a new class of robust and Fisher-consistent estimators for mixture models. These estimators can be used to construct robust model-based clustering procedures. We study i…
Optimal robust estimators for families of distributions on the integers
Ricardo A. Maronna, Victor J. Yohai
Let F_{θ} be a family of distributions with support on the set of nonnegative integers Z_0. In this paper we derive the M-estimators with smallest gross error sensitivity (GES). We…
Robust Clustering Using Tau-Scales
Juan D. Gonzalez, Victor J. Yohai, Ruben H. Zamar
K means is a popular non-parametric clustering procedure introduced by Steinhaus (1956) and further developed by MacQueen (1967). It is known, however, that K means does not perfor…
Robust Estimation in High Dimensional Generalized Linear Models
Marina Valdora, Claudio Agostinelli, Victor J. Yohai
Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of out…