Pages that link to "Item:Q3886667"
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The following pages link to A new infinitesimal approach to robust estimation (Q3886667):
Displayed 21 items.
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- SB-robust estimator for the concentration parameter of circular normal distribution (Q452306) (← links)
- SB-robustness of directional mean for circular distributions (Q619795) (← links)
- The change-of-variance function for dependent data (Q808574) (← links)
- A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
- Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
- The change-of-variance function of \(M\)-estimators of scale under general contamination (Q1917902) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- SB-Robustness of Estimators (Q2963610) (← links)
- Asymptotically Stable Tests with Application to Robust Detection (Q2963614) (← links)
- The influence function of the optimal bandwidth for kernel density estimation (Q2980121) (← links)
- Change-of-variance sensitivities in regression analysis (Q3326624) (← links)
- Variance etable r-estimators (Q3719632) (← links)
- A tail area influence function and its application to testing (Q3721604) (← links)
- Most robust M-estimators in the infinitesimal sense (Q3952998) (← links)
- Robustness of the student t based M-estimator (Q4226921) (← links)
- Robust<i>M</i>-estimators of scale: Minimax bias versus maximal variance (Q4262091) (← links)
- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS (Q4993891) (← links)
- Measuring firm performance using nonparametric quantile-type distances (Q5864459) (← links)
- The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics (Q5950630) (← links)