| Publication | Date of Publication | Type |
|---|
| Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample | 2019-09-11 | Paper |
| Applications of Robust Regression to “Big” Data Problems | 2017-07-20 | Paper |
| Indirect Cross-Validation for Density Estimation | 2015-06-11 | Paper |
| Using sliced mean variance-covariance inverse regression for classification and dimension reduction | 2015-03-05 | Paper |
| On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach | 2013-06-05 | Paper |
| Sliced mean variance-covariance inverse regression | 2009-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3532975 | 2008-10-29 | Paper |
| Discriminant procedures based on efficient robust discriminant coordinates | 2008-03-07 | Paper |
| Chemical and forensic analysis of JFK assassination bullet lots: Is a second shooter possible? | 2008-01-15 | Paper |
| The use and interpretation of rank-based residuals | 2007-04-16 | Paper |
| Density estimation | 2006-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4808198 | 2003-08-20 | Paper |
| High-Breakdown Rank Regression | 2002-07-30 | Paper |
| Robust Nonparametric Methods | 2002-07-30 | Paper |
| Partial Residual Plots Based on Robust Fits | 2002-07-30 | Paper |
| Diagnostics for comparing robust and least squares fits | 2001-02-27 | Paper |
| ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS | 2000-05-18 | Paper |
| A general method for estimating standard errors | 1999-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378659 | 1999-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214049 | 1998-10-15 | Paper |
| Progress in data-based bandwidth selection for kernel density estimation | 1998-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378661 | 1998-03-05 | Paper |
| Finite sample stability properties of the least median of squares estimator | 1998-01-22 | Paper |
| A comparison of confidence intervals fromR-estimators in regression | 1997-09-04 | Paper |
| An Effective Bandwidth Selector for Local Least Squares Regression | 1997-08-11 | Paper |
| Bayesian estimation of an autoregressive model using Markov chain Monte Carlo | 1997-06-26 | Paper |
| An efficient and high breakdown procedure for model criticism | 1997-05-20 | Paper |
| Diagnostics to detect differences in robust fits of linear models | 1997-05-13 | Paper |
| A Brief Survey of Bandwidth Selection for Density Estimation | 1997-04-17 | Paper |
| Robust and High-Breakdown Fits of Polynomial Models | 1994-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311646 | 1994-10-30 | Paper |
| The Use and Interpretation of Residuals Based on Robust Estimation | 1994-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272483 | 1993-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3998530 | 1992-09-17 | Paper |
| Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives | 1991-01-01 | Paper |
| On optimal data-based bandwidth selection in kernel density estimation | 1991-01-01 | Paper |
| Kernel Quantile Estimators | 1990-01-01 | Paper |
| Jackknifing R-estimators | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828898 | 1988-01-01 | Paper |
| A comparison of testing and confidence interval methods for the median | 1987-01-01 | Paper |
| A new Method of Estimating the Asymptotic Standard Error of the Hodges-Lehmann Estimator Based on Generalized Least Squares | 1987-01-01 | Paper |
| Confidence intervals based on interpolated order statistics | 1986-01-01 | Paper |
| A finite sample estimate of the variance of the sample median | 1986-01-01 | Paper |
| AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN | 1983-01-01 | Paper |
