31 citations · 33 across the 5 of their papers we have counts for
9 papers
Estimators for covariate-adjusted ROC curves with missing biomarkers values
Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga +1
In this paper, we present three estimators of the ROC curve when missing observations arise among the biomarkers. Two of the procedures assume that we have covariates that allow to…
Robust functional principal components for sparse longitudinal data
Graciela Boente, Matias Salibian-Barrera
In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where…
Robust smoothed canonical correlation analysis for functional data
Graciela Boente, Nadia Kudraszow
This paper provides robust estimators for the first canonical correlation and directions of random elements on Hilbert separable spaces by using robust association and scale measur…
Principal points and elliptical distributions from the multivariate setting to the functional case
Juan Lucas Bali, Graciela Boente
The principal points of a random vector are defined as a set of points which minimize the expected squared distance between and the nearest point in t…
Robust location estimators in regression models with covariates and responses missing at random
Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga +1
This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal l…
Penalized robust estimators in logistic regression with applications to sparse models
Ana M. Bianco, Graciela Boente, Gonzalo Chebi
Sparse covariates are frequent in classification and regression problems and in these settings the task of variable selection is usually of interest. As it is well known, sparse st…