Victor Jaime Yohai, Turkish-born Jewish Argentine statistician (22 February 1939 –
Considered a world leader on robust statistics
With J.D. Gonzalez & R. Fraiman & R.H. Zamar. Robust model based clustering (2021) (proposed a new class of robust and Fisher-consistent estimators for mixture models)
With J. Molina, M. Sued & M. Valdora. Robust doubly protected estimators for quantiles with missing data (2017)
With J. Molina, M. Sued & M. Valdora. A robust approach for location estimation in a missing data setting (2015)
With C. Agostinelli & R. Fraiman. Robust estimation for multivariate data under the independent contamination model (2012) (introduced composite likelihood M-estimates, a new kind of robust procedures for estimating the mean vector and covariance matrix for multivariate normal observations)
With J.G. Adrover. A new projection estimate for multivariate location with minimax bias. J.Multiv. Analysis 101 (6):1400-11, 2010
With D. Peña. A Dirichlet random coefficient regression model for estimating attribute weights in quality indicators. J. Statis. Plann. Inference 136:942-61, 2006
With M. Salibian Barrera. A fast algorithm for S-regression estimates. J. Comput. Graph Statis. 15:414-27, 2006
With F. Alqallaf, S. Van Aelst & R.H. Zamar. A model of contamination in multivariate data (2005)
With M. Garcia Ben. Quantile-quantile plot for deviance residuals in the generalized linear model. J. Comput. Graph. Statis. 13:36-47, 2004
With D. Gervini. A class of robust and fully efficient regression estimators. Ann. Statis 30:583-616, 2002
With N. Ferretti, D. Kelmansky & R.H. Zamar. A class of locally and globally robust regression estimates. J. Am. Statis. Assoc. 94:174-88, 1999
With D. Peña. A fast procedure for outlier diagnostics in large regression problems. J. Am. Statis. Assoc. 94:434-45, 1999
With J. Meloche, L.A. Garcia Escudero, A. Gordaliza, X. He, R. Maronna, R. Fraiman et al. Multivariate L-estimation. Test 8(2):255-317, 1999 (defined a new notion of order statistics and ranks for multivariate data based on density estimation)
With D. Peña Sanchez de Rivera. A procedure for robust estimation and diagnostics in regression (1996)
With A. Bianco & M. Garcia Ben. Robust procedures for regressiuon models with ARIMA errors (1996)
With R. Maronna. Bias-robust estimates of regression based on projections. The Ann. Statis. (1993) (a new class of bias-robust estimates of multiple regression)
With R. Maronna. A new class of bias-robust estimates of regression (1993)
With D.M.Kelmansky & N.E. Ferretti. A goodness of fit test based on ranks for ARMA models (1992)
With A.G. Bruce & R.D. Martin. Two new robust methods for time series. Comput. Statis (1992)
With W. Stahel & R.H. Zamar. A procedure for robust estimation and inference in regression (1991)
With R. Maronna. A bivariate test for detection of systematic change in mean, J. Am. Statis. Assoc. 73:640-5, 1978
PROPOSED / INTRODUCED
With Mariela Sued a new concept of differentiabilty of statistical functions (2013)
With D. Gervini the robust and efficient weighted least square estimator (REWLSE) (2002)
With D. Gervini the idea of an adaptive univariate filter or Gervini-Yohai filter (2002)
MM estimator (1987)
With Rousseeuw the S estimation class (1984)
With R.H. Zamar the concept of tau-scale (1988)
MS estimator (2000)
OTHER CONTRIBUTIONS / BIBLIOGRAPHY
With E. Smucler. Robust and sparse estimators for linear regression models. Comput. Statis. Data Analysis 111:1166-30, 2017
With M. Amiguet, A. Marazzi & M. Valdora. Robust estimators for generalized linear models with a dispersion parameter (2017)
With D. Peña. Generalized dynamic principal components. J. Amer. Statis. Assoc. 111(515):1121-31, 2016
With C. Agostinelli. Composite robust estimators for linear mixed models. J. Am. Statis. Assoc. 111(516): 1764-74, 2016
With M. Salibian Barrera & S. Van Aelst. Robust tests for linear regression models based on t-estimates. Comp. Statis Data Analysis 93:436-55, 2016
With C. Agostinelli & A. Marazzi. Robust estimators of the generalized log-gamma distribution. Technometrics 56(1):92-101, 2014
With N. Muller. Robust estimation for vector autoregression models. Comput. Statis. Data Analysis 65:68-79, 2013
With E.E. Alvarez. M-estimators for isotonic regression. J. Statis. Plann. Inference 142(8):2351-68, 2012
With A. Bergesio. Projection estimators for generalized linear models. J. Amer. Statis. Assoc. 106(494):661-71, 2011
With M. Svarc & R.H. Zamar. Optimal bias robust M-estimates of regression (2002)
With S. Hernandez. Locally and globally robust estimators in regression (1999)
With O. Bustos the class of estimates based on residual auto-covariances (RA-estimates) for the parameters of an ARMA model
EPONYMY
Yohai-Zamar locally optimal estimate
Yohai estimator
Bianco-Yohai estimator
Peña-Yohai initial estimator for robust S estimators of the regression
HONOURS
Mahalanobis Award, International Statistical Institute (2012)