26 citations · 59 across the 9 of their papers we have counts for
10 papers
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…
Robust multivariate methods in Chemometrics
Peter Filzmoser, Sven Serneels, Ricardo Maronna +1
This chapter presents an introduction to robust statistics with applications of a chemometric nature. Following a description of the basic ideas and concepts behind robust statisti…
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 principal components for irregularly spaced longitudinal data
Ricardo A. Maronna
Consider longitudinal data with and where is the th observation of the random function observed at time…
Improving the Peña-Prieto "KSD" procedure
Ricardo Maronna
Peña and Prieto (2007) proposed the "Kurtosis plus specific directions" (KSD) method for robust multivariate location and scatter estimation and outlier detection. Maronna and Yoha…
Robust and efficient estimation of high dimensional scatter and location
Ricardo A. Maronna, Victor J. Yohai
We deal with the equivariant estimation of scatter and location for p-dimensional data, giving emphasis to scatter. It it important that the estimators possess both a high efficien…
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Ricardo Maronna, Víctor Yohai
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimato…
Consistency of M estimates for separable nonlinear regression models
Fasano María Victoria, Ricardo A. Maronna
Consider a nonlinear regression model : y_{i}=g(x_{i},θ)+e_{i}, i=1,...,n, where the x_{i} are random predictors x_{i} and θ is the unknown parameter vector ranging in a set Θ\subs…
Estimates of MM type for the multivariate linear model
Nadia L. Kudraszow, Ricardo A. Maronna
We propose a class of robust estimates for multivariate linear models. Based on the approach of MM estimation (Yohai 1987), we estimate the regression coefficients and the covarian…
Continuity and differentiability of regression M functionals
María V. Fasano, Ricardo A. Maronna, Mariela Sued +1
This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high…