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Publications by Ruben H Zamar

2001

Berrendero JR, Zamar RH. The maxbias curve of robust regression estimates. The Annals of Statistics. 2001; 29: 224–251.
Fraiman R, Yohai VJ, Zamar RH. Optimal robust M-estimates of location. Annals of statistics. JSTOR; 2001;: 194–223.

2000

Heckman NE, Zamar RH. Comparing the shapes of regression functions. Biometrika. Biometrika Trust; 2000; 87: 135–144.

1999

Berrendero JR, Zamar RH. Global robustness of location and dispersion estimates. Statistics & probability letters. Elsevier; 1999; 44: 63–72.
Ferretti N, Kelmansky D, Yohai VJ, Zamar RH. A class of locally and globally robust regression estimates. Journal of the American Statistical Association. Taylor & Francis; 1999; 94: 174–188.

1998

Berrendero JR, Mazzi S, Romo J, Zamar RH. On the explosion rate of maximum-bias functions. The Canadian Journal of Statistics/La Revue Canadienne de Statistique. JSTOR; 1998;: 333–351.

1997

Justel A, Pena D, Zamar R. A multivariate Kolmogorov-Smirnov test of goodness of fit. Statistics & Probability Letters. Elsevier; 1997; 35: 251–259.
Pena D, Zamar R. A simple diagnostic tool for local prior sensitivity. Statistics & probability letters. Elsevier; 1997; 36: 205–212.
Yohai VJ, Zamar RH. Optimal locally robust M-estimates of regression. Journal of Statistical Planning and Inference. Elsevier; 1997; 64: 309–323.

1996

Pena D, Zamar RH. On Bayesian robustness: an asymptotic approach. Springer; 1996.
Li B, Zamar RH. M-estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result. The Canadian Journal of Statistics/La Revue Canadienne de Statistique. JSTOR; 1996;: 193–206.

1994

Zamar RH. Estimación robusta. Estadística española. Instituto Nacional de Estadística; 1994; 36: 327–387.
Meloche J, Zamar RH. Binary-image restoration. Canadian Journal of Statistics. Wiley Online Library; 1994; 22: 335–355.

1993

Maronna RA, Yohai VJ, Zamar RJ. Bias-robust regression estimation: A partial survey. New Directions in Statistical Data Analysis and Robustness, eds. S. Morgenthaler, E. Ronchetti and WA Stahel, Birkh auser, Basel. 1993;: 157–176.
Yohai VJ, Zamar RH, others . A minimax-bias property of the least $$\backslash$ alpha $-quantile estimates. The Annals of Statistics. Institute of Mathematical Statistics; 1993; 21: 1824–1842.
R Martin D, Zamar RH, others . Bias robust estimation of scale. The Annals of Statistics. Institute of Mathematical Statistics; 1993; 21: 991–1017.
R Martin D, Zamar RH. Efficiency-constrained bias-robust estimation of location. The Annals of Statistics. JSTOR; 1993;: 338–354.

1992

Zamar RH, others . Bias robust estimation in orthogonal regression. The Annals of Statistics. Institute of Mathematical Statistics; 1992; 20: 1875–1888.
Le ND, Zamar RH. A global test for effects in 2k factorial design without replicates. Journal of statistical computation and simulation. Taylor & Francis; 1992; 41: 41–54.

1991

Yohai VJ, Stahel WA, Zamar RH. A procedure for robust estimation and inference in linear regression. In Directions in robust statistics and diagnostics. Springer; 1991. pp. 365–374.
Li B, Zamar RH. Min–max asymptotic variance of M-estimates of location when scale is unknown. Statistics & Probability Letters. Elsevier; 1991; 11: 139–145.

1990

Yohai VJ, Zamar RH. Bounded Influence Estimation in the Errors-in-Variables Model. In Statistical Analysis of Measurement Error Models and Applications: Proceedings of the AMS-IMS-SIAM Joint Summer Research Conference Held June 10-16, 1989, with Support from the National Science Foundation and the US Army Research Office. American Mathematical Soc.; 1990. p. 243.
Zamar RH. Robustness against unexpected dependence in the location model. Statistics & probability letters. Elsevier; 1990; 9: 367–374.

1989

R Martin D, Yohai VJ, Zamar RH. Min-max bias robust regression. The Annals of Statistics. JSTOR; 1989;: 1608–1630.
R Martin D, Zamar RH. Asymptotically min—maX bias robust M-estimates of scale for positive random variables. Journal of the American Statistical Association. Taylor & Francis; 1989; 84: 494–501.
Zamar RH. Robust estimation in the errors-in-variables model. Biometrika. Biometrika Trust; 1989; 76: 149–160.

1988

Yohai VJ, Zamar RH. High breakdown-point estimates of regression by means of the minimization of an efficient scale. Journal of the American statistical association. Taylor & Francis; 1988; 83: 406–413.

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