Robust regression and outlier detection
Robust regression and outlier detection
Best approximations to random variables based on trimming procedures
Journal of Approximation Theory
A functional analysis of NOx levels: location and scale estimation and outlier detection
Computational Statistics
On depth measures and dual statistics. A methodology for dealing with general data
Journal of Multivariate Analysis
A high-dimensional two-sample test for the mean using random subspaces
Computational Statistics & Data Analysis
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We herein propose a new robust estimation method based on random projections that is adaptive and automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted contamination models, the procedure is robust and attains full efficiency. We tested the method using both simulated and real data.