☰

Ruben Zamar - Publications

Affiliations: 
University of British Columbia, Vancouver, Vancouver, BC, Canada 
Area:
Statistics
Tree Info Similar researchers PubMed Report error

39 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 Kondo Y, Salibian-Barrera M, Zamar R. RSKC: An R Package for a Robust and Sparse K-Means Clustering Algorithm Journal of Statistical Software. 72: 1-26. DOI: 10.18637/Jss.V072.I05  0.655
2016 Leung A, Zhang H, Zamar R. Robust regression estimation and inference in the presence of cellwise and casewise contamination Computational Statistics and Data Analysis. 99: 1-11. DOI: 10.1016/j.csda.2016.01.004  0.562
2015 Agostinelli C, Leung A, Yohai VJ, Zamar RH. Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination Test. 24: 441-461. DOI: 10.1007/s11749-015-0450-6  0.492
2013 Freue GV, Ortiz-Molina H, Zamar RH. A natural robustification of the ordinary instrumental variables estimator. Biometrics. 69: 641-50. PMID 23865476 DOI: 10.1111/biom.12043  0.589
2013 Van Aelst S, Willems G, Zamar RH. Robust and efficient estimation of the residual scale in linear regression Journal of Multivariate Analysis. 116: 278-296. DOI: 10.1016/j.jmva.2012.12.008  0.515
2012 Danilov M, Yohai VJ, Zamar RH. Robust estimation of multivariate location and scatter in the presence of missing data Journal of the American Statistical Association. 107: 1178-1186. DOI: 10.1080/01621459.2012.699792  0.488
2012 Boente G, Ruiz M, Zamar RH. Bandwidth choice for robust nonparametric scale function estimation Computational Statistics and Data Analysis. 56: 1594-1608. DOI: 10.1016/j.csda.2011.10.002  0.469
2012 Peña D, Viladomat J, Zamar R. Nearest-neighbors medians clustering Statistical Analysis and Data Mining. 5: 349-362. DOI: 10.1002/Sam.11149  0.372
2010 Boente G, Ruiz M, Zamar RH. On a robust local estimator for the scale function in heteroscedastic nonparametric regression Statistics and Probability Letters. 80: 1185-1195. DOI: 10.1016/j.spl.2010.03.015  0.503
2010 Khan JA, Van Aelst S, Zamar RH. Fast robust estimation of prediction error based on resampling Computational Statistics and Data Analysis. 54: 3121-3130. DOI: 10.1016/j.csda.2010.01.031  0.484
2009 Willems G, Joe H, Zamar R. Diagnosing multivariate outliers detected by robust estimators Journal of Computational and Graphical Statistics. 18: 73-91. DOI: 10.1198/Jcgs.2009.0005  0.512
2009 García-Escudero LA, Gordaliza A, San Martín R, Van Aelst S, Zamar R. Robust linear clustering Journal of the Royal Statistical Society. Series B: Statistical Methodology. 71: 301-318. DOI: 10.1111/J.1467-9868.2008.00682.X  0.379
2009 Peña D, Zamar R, Yan G. Bayesian likelihood robustness in linear models Journal of Statistical Planning and Inference. 139: 2196-2207. DOI: 10.1016/J.Jspi.2008.10.012  0.449
2008 Salibian-Barrera M, Willems G, Zamar R. The fast-τ estimator for regression Journal of Computational and Graphical Statistics. 17: 659-682. DOI: 10.1198/106186008X343785  0.734
2008 Ghement IR, Ruiz M, Zamar R. Robust estimation of error scale in nonparametric regression models Journal of Statistical Planning and Inference. 138: 3200-3216. DOI: 10.1016/J.Jspi.2008.01.005  0.622
2007 Khan JA, Van Aelst S, Zamar RH. Robust linear model selection based on least angle regression Journal of the American Statistical Association. 102: 1289-1299. DOI: 10.1198/016214507000000950  0.37
2006 Chilson J, Ng R, Wagner A, Zamar R. Parallel computation of high-dimensional Robust correlation and covariance matrices Algorithmica (New York). 45: 403-431. DOI: 10.1007/S00453-006-1219-9  0.364
2006 Berrendero JR, Zamar RH. A note on the uniform asymptotic normality of location M-estimates Metrika. 63: 55-69. DOI: 10.1007/s00184-005-0006-y  0.507
2004 Salibian-Barrera M, Zamar RH. Uniform asymptotics for robust location estimates when the scale IS unknown Annals of Statistics. 32: 1434-1447. DOI: 10.1214/009053604000000544  0.723
2004 Adrover J, Salibian-Barrera M, Zamar R. Globally robust inference for the location and simple linear regression models Journal of Statistical Planning and Inference. 119: 353-375. DOI: 10.1016/S0378-3758(02)00490-1  0.708
2004 Adrover J, Zamar RH. Bias robustness of three median-based regression estimates Journal of Statistical Planning and Inference. 122: 203-227. DOI: 10.1016/j.jspi.2003.06.001  0.575
2002 Salibian-Barrera M, Zamar RH. Bootstrapping robust estimates of regression Annals of Statistics. 30: 556-582. DOI: 10.1214/Aos/1021379865  0.749
2002 Alqallaf FA, Konis KP, Martin RD, Zamar RH. Scalable robust covariance and correlation estimates for data mining Proceedings of the Acm Sigkdd International Conference On Knowledge Discovery and Data Mining. 14-23.  0.596
2002 Maronna RA, Zamar RH. Robust estimates of location and dispersion for high-dimensional datasets Technometrics. 44: 307-317.  0.559
2001 Fraiman R, Yohai VJ, Zamar RH. Optimal robust M-estimates of location Annals of Statistics. 29: 194-223.  0.486
2001 Berrendero JR, Zamar RH. Maximum bias curves for robust regression with non-elliptical regressors Annals of Statistics. 29: 224-251.  0.496
2000 Heckman NE, Zamar RH. Comparing the shapes of regression functions Biometrika. 87: 135-144. DOI: 10.1093/Biomet/87.1.135  0.34
1999 Berrendero JR, Zamar RH. Global robustness of location and dispersion estimates Statistics and Probability Letters. 44: 63-72.  0.52
1999 Ferretti N, Kelmansky D, Yohai VJ, Zamar RH. A Class of Locally and Globally Robust Regression Estimates Journal of the American Statistical Association. 94: 174-188.  0.542
1998 Berrendero JR, Mazzi S, Romo J, Zamar RH. On the explosion rate of maximum-bias functions Canadian Journal of Statistics. 26: 333-351.  0.379
1997 Peña D, Zamar R. A simple diagnostic tool for local prior sensitivity Statistics and Probability Letters. 36: 205-212. DOI: 10.1016/S0167-7152(97)00067-9  0.4
1997 Justel A, Peña D, Zamar R. A multivariate Kolmogorov-Smirnov test of goodness of fit Statistics and Probability Letters. 35: 251-259. DOI: 10.1016/S0167-7152(97)00020-5  0.316
1997 Yohai VJ, Zamar RH. Optimal locally robust M-estimates of regression Journal of Statistical Planning and Inference. 64: 309-323.  0.505
1996 Li B, Zamar RH. M-estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result Canadian Journal of Statistics. 24: 193-206.  0.488
1991 Li B, Zamar RH. Min-max asymptotic variance of M-estimates of location when scale is unknown Statistics and Probability Letters. 11: 139-145. DOI: 10.1016/0167-7152(91)90131-A  0.408
1990 Zamar RH. Robustness against unexpected dependence in the location model Statistics and Probability Letters. 9: 367-374. DOI: 10.1016/0167-7152(90)90148-Z  0.44
1989 Zamar RH. Robust estimation in the errors-in-variables model Biometrika. 76: 149-160. DOI: 10.1093/biomet/76.1.149  0.555
1989 Martin RD, Zamar RH. Asymptotically min—max bias robust M-estimates of scale for positive random variables Journal of the American Statistical Association. 84: 494-501. DOI: 10.1080/01621459.1989.10478796  0.412
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. 83: 406-413. DOI: 10.1080/01621459.1988.10478611  0.567
Show low-probability matches.