26 citations · 59 across the 9 of their papers we have counts for
6 papers · 1 filter
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 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…