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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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