Concepedia

Huber Estimation

Huber Estimation is a robust statistical method that belongs to the class of M-estimators and is distinguished by its use of a loss function combining quadratic behavior for small residuals with linear behavior for large residuals to reduce the influence of outliers.

149

Publications

10.7K

Citations

279

Authors

166

Institutions

Publications per year

2017–2026

45

Parents

Publications

149

The Influence Curve and its Role in Robust Estimation

Frank R. Hampel · Journal of the American Statistical Association · 1974 · 2.5K citations

, , +16

A Distribution-Free $M$-Estimator of Multivariate Scatter

David E. Tyler · The Annals of Statistics · 1987 · 657 citations · Full text

, , +16

On The So-Called “Huber Sandwich Estimator” and “Robust Standard Errors”

The American Statistician · 2006 · 508 citations

, , +16

The Influence Curve and Its Role in Robust Estimation

Frank R. Hampel · Journal of the American Statistical Association · 1974 · 507 citations

, , +16

The Calculus of M-Estimation

Leonard A. Stefanski, Dennis D. Boos · The American Statistician · 2002 · 482 citations · Full text

, , +16

1–5 of 149

Authors

279

  1. WZ
    Wen‐Xin Zhou

    University of California San Diego, United States

    6 publications · 494 citations

    6

    h-index

  2. LM
    Lamine Mili

    Virginia Tech, United States

    5 publications · 229 citations

    5

    h-index

  3. SJ
    Søren Johansen

    University of Copenhagen, Denmark

    4 publications · 274 citations

    4

    h-index

  4. JZ
    Junbo Zhao

    University of Connecticut, United States

    3 publications · 143 citations

    4

    h-index

  5. JF
    Jianqing Fan

    Princeton University, United States

    4 publications · 460 citations

    4

    h-index

1–5 of 279

Institutions

166

  1. Virginia Tech

    Blacksburg, United States

    9 h-index

    12 publications

    776 citations

  2. University of California San Diego

    San Diego, United States

    7 h-index

    8 publications

    488 citations

  3. Princeton University

    Princeton, United States

    5 h-index

    8 publications

    638 citations

  4. University of Oxford

    Oxford, United Kingdom

    4 h-index

    4 publications

    274 citations

  5. University of California, Berkeley

    Berkeley, United States

    4 h-index

    4 publications

    933 citations

  6. Fudan University

    Shanghai, China

    4 h-index

    6 publications

    587 citations

  7. University of Copenhagen

    Copenhagen, Denmark

    4 h-index

    4 publications

    274 citations

  8. Aarhus University

    Aarhus, Denmark

    4 h-index

    4 publications

    274 citations

1–8 of 166

Venues

  1. Journal of the American Statistical Association

    11 publications · 4.3K citations

    11

    h-index

  2. The Annals of Statistics

    10 publications · 1.1K citations

    11

    h-index

  3. IEEE Transactions on Power Systems

    6 publications · 296 citations

    7

    h-index

  4. Technometrics

    5 publications · 161 citations

    5

    h-index

  5. IEEE Transactions on Signal Processing

    4 publications · 149 citations

    4

    h-index

1–5