Papers

Title
On Some Robust Estimation of Location
A Distribution-Free Version of the Smirnov Two-Sample Test in the p-Variate Cse
On Some Global Measures of the Deviation of Density Function Estimates
Convergence Criteria for Multiparameter Stochastic Processes
One-Step Huber Estimates in the Linear Model
Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity
Some Asymptotic Theory for the Bootstrap
On Adaptive Estimation
An Analysis of Transformation Revisited
Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
Sums of functions of nearest neighbor distances, moment bounds, limit theorems and a goodness of fit test
Confidence bounds for a distribution function using the bootstrap
A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
Nonparametric estimates which can be “plugged-in”
Consistent independent component analysis and prewhitening
Regularization in Statistics
On robust regression with high-dimensional predictors
Optimal M-estimation in high-dimensional regression

Below derived idea from PJB’s works

Title
Message-Passing Algorithms for Compressed Sensing
High dimensional robust M-estimation: asymptotic variance via approximate message passing
Variance Breakdown of Huber (M)-estimaor

Source