188 citations · 322 across the 17 of their papers we have counts for
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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…
Forecasting Multiple Time Series with One-Sided Dynamic Principal Components
Daniel Peña, Ezequiel Smucler, Victor J. Yohai
We define one-sided dynamic principal components (ODPC) for time series as linear combinations of the present and past values of the series that minimize the reconstruction mean sq…
Robust Doubly Protected Estimators for Quantiles with Missing Data
Julieta Molina, Mariela Sued, Marina Valdora +1
Doubly protected estimators are widely used for estimating the population mean of an outcome Y from a sample where the response is missing in some individuals. To compensate for th…
Robust estimators for generalized linear models with a dispersion parameter
Michael Amiguet, Alfio Marazzi, Marina Valdora +1
Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the max…