Related papers: Robust beta regression through the logit transform…
The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…
Data on rates, percentages or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology and several others. In this paper, we develop a robust inference procedure for the beta…
Beta regression models are widely used for modeling continuous data limited to the unit interval, such as proportions, fractions, and rates. The inference for the parameters of beta regression models is commonly based on maximum likelihood…
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 studied for outlier detection in multivariate data. A thorough…
Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error.…
Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…
This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a…
Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…
Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on $\phi$-divergence measures. The robustness of the proposed estimators and tests is proved through the study of their influence functions…
A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…
Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…
The beta regression model is a useful framework to model response variables that are rates or proportions, that is to say, response variables which are continuous and restricted to the interval (0,1). As with any other regression model,…
Beta regression models are a suitable choice for continuous response variables on the unity interval. Random effects add further flexibility to the models and accommodate data structures such as hierarchical, repeated measures and…
Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…
Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…
Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…
Beta regression model is useful in the analysis of bounded continuous outcomes such as proportions. It is well known that for any regression model, the presence of multicollinearity leads to poor performance of the maximum likelihood…