A2 Vertaisarvioitu katsausartikkeli tieteellisessä lehdessä

Robust Nonparametric Inference




TekijätNordhausen K, Oja H

KustantajaANNUAL REVIEWS

Julkaisuvuosi2018

JournalAnnual Review of Statistics and Its Application

Tietokannassa oleva lehden nimiANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, VOL 5

Lehden akronyymiANNU REV STAT APPL

Vuosikerta5

Aloitussivu473

Lopetussivu500

Sivujen määrä28

ISSN2326-8298

eISSN2326-831X

DOIhttps://doi.org/10.1146/annurev-statistics-031017-100247

Rinnakkaistallenteen osoitehttps://research.utu.fi/converis/portal/detail/Publication/31111091


Tiivistelmä
In this article, we provide a personal review of the literature on nonparametric and robust tools in the standard univariate and multivariate location and scatter, as well as linear regression problems, with a special focus on sign and rank methods, their equivariance and invariance properties, and their robustness and efficiency. Beyond parametric models, the population quantities of interest are often formulated as location, scatter, skewness, kurtosis and other functionals. Some old and recent tools for model checking, dimension reduction, and subspace estimation in wide semiparametric models are discussed. We also discuss recent extensions of procedures in certain nonstandard semiparametric cases including clustered and matrix-valued data. Our personal list of important unsolved and future issues is provided.

Ladattava julkaisu

This is an electronic reprint of the original article.
This reprint may differ from the original in pagination and typographic detail. Please cite the original version.





Last updated on 2024-26-11 at 23:39