Azadeh, A. and Salibian-Barrera, M. (2009).
An outlier-robust fit for Generalised Additive Models with
applications to outbreak detection. Submitted. Available
here. R code is available
here.
Salibian-Barrera, M. and Wei, Y. (2008). Weighted
quantile regression with non-elliptically structured
covariates. The Canadian Journal
of Statistics, 36, 595-611.
Salibian-Barrera, M. and Van Aelst, S. (2008).
Robust model selection using fast and robust bootstrap.
Computational Statistics and Data Analysis,
52, 5121-5135.
DOI link
here.
Omelka, M. and Salibian-Barrera, M. (2008).
Uniform asymptotics for S- and MM-regression estimators.
To appear in the
Annals of the Institute of Statistical Mathematics. A technical report is available
here.
A first version is available on-line
here.
Harrington, J. and Salibian-Barrera, M. (2008). Finding approximate solutions
to combinatorial problems with very large data sets using BIRCH.
To appear in
appear in Computational Statistics and Data Analysis.
A first version is available on-line
here.
Salibian-Barrera, M. and Yohai, V.J. (2008). High breakdown point robust regression with censored data. The
Annals of Statistics, 36, 118-146. Available here
and here. A related technical report is available here.
Salibian-Barrera, M., Willems, G. and Zamar, R.H. (2008).
The fast-tau estimator for regression.
Journal of Computational
and Graphical Statistics, 17, 659-682.
Available here.
An earlier version of the same
paper, titled
“Computation of tau-estimates for linear regresion”,
is available
here.
MATLAB & OCTAVE code for this algorithm is
available here.
Salibian-Barrera, M. and Yohai, V.J. (2006).
A fast algorithm for S-regression estimates.
Journal of Computational
and Graphical Statistics15,
414-427.
Available here.
R code for this algorithm is
available here.
Salibian-Barrera, M. (2006). The
asymptotics of MM-estimators for linear
regression with fixed designs.
Metrika, 63, 283-294. The paper is
available on-line
here.
Salibian-Barrera, M., Van Aels, S. and Willems, G.
(2007). Fast and robust bootstrap. Statistical
Methods and Applications. Available on-line
here.
Farrell, P.J. and Salibian-Barrera, M. (2006). A
comparison of several robust estimators for a finite population
mean. Invited paper to appear in
a special issue
of the Journal of Statistical Studies
on the occasion of Prof.
A. K. Md. Ehsanes Saleh's 75th birthday.
A preliminary (PDF)
version is here.
Salibian-Barrera, M. and Zamar, R.H. (2006).
Discussion on "Conditional growth charts" by Wei, Y.
and He, X. The Annals of Statistics, 34,
2113-2118.
Salibian-Barrera, M. (2006). Bootstrapping
MM-estimators for linear
regression with fixed designs.
Statistics and Probability
Letters, 76, 1287-1297.
Salibian-Barrera, M., Van Aelst, S. and
Willems, G. (2006). PCA based on multivariate
MM-estimators with fast and robust bootstrap.
Journal of the American
Statistical Association, 101, 1198-1211.
Farrell, P.J., Salibian-Barrera, M. and
Naczk, K. (2006). On tests for multivariate
normality and associated simulation studies.
To appear in the Journal of Statistical
Computation and Simulation. A
preprint is available here as
PDF and
PS.
Salibian-Barrera, M. (2005).
Estimating the p-values of robust
tests for the linear model.
Journal of Statistical
Planning and Inference,
128, 241-257.
Salibian-Barrera, M. (2005). Recent
advances in globally robust inference
methods. Journal of Statistical
Research, 39, 139-156.
Adrover, J.G, Salibian-Barrera, M. and Zamar, R.H. (2004).
Globally robust inference for the location and
simple
linear regression models.
Journal of Statistical Planning and
Inference, 119, 353-375.
Salibian-Barrera, M. and Zamar, R.H. (2004).
Uniform asymptotics for robust location estimates when
the scale is unknown.
The Annals of
Statistics, 32, 1434-1447.
Salibian-Barrera, M. (2003). Fast
and stable bootstrap methods for robust
estimates.
Computing Science and Statistics,
34, 346-359 (E. Wegman and A.
Braverman editors). Interface Foundation
of North America, Inc., Fairfax Station, VA.
Salibian-Barrera, M. and Zamar, R.H. (2002).
Bootstrapping robust
estimates of regression.
The Annals of Statistics, 30,
556-582.
Adrover, J., Berrendero, J.R.,
Salibian-Barrera, M. and Zamar, R.H. (2002).
Globally Robust Inference (a review).
Estadistica.
Available in
PDF format.
Maronna, R. A., Salibian-Barrera, M. and Yohai, V. J. (2000).
Improving bias-robustness of regression
estimates through projections.
Statistics and Probability Letters.
47,
149-158
Salibian-Barrera, M. (2000). Contributions to the
theory of robust inference. PhD Thesis. Department
of Statistics, University of British Columbia.
Available in
Postscript and
PDF formats.
Salibian-Barrera, M. (1998).
On Globally Robust Confidence Intervals for Regression Coefficients,
UBC Department of Statistics Technical Report #176. Available as
postscript or as
HTML.
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