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stat.ME2019
Robust regression based on shrinkage estimators
Elisa Cabana, Rosa E. Lillo, Henry Laniado
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously stu…
stat.ME2019
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
Elisa Cabana, Rosa E. Lillo, Henry Laniado
A collection of robust Mahalanobis distances for multivariate outlier detection is proposed, based on the notion of shrinkage. Robust intensity and scaling factors are optimally es…
stat.ME2015
Homogeneity test for functional data
Ramón Flores, Rosa Lillo, Juan Romo
In the context of functional data analysis, we propose new two sample tests for homogeneity. Based on some well-known depth measures, we construct four different statistics in orde…