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Paper Bias-robustL-estimators of a scale parameter 2004-03-08 Paper Robustness comparisons of some classes of location parameter estimators 2003-01-08 Paper...

2013-11-18 Paper Robust M- and L-Estimators of Scale Parameter 2012-06-19 Paper Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter 2008-04-10...

representation of the kernel quantile estimator under random censorship 1995-09-17 Paper A note on the bias of \(L\)-estimators and a bias reduction procedure...

Asymptotics of generalized \(S\)-estimators 1995-06-29 Paper Generalized S-Estimators 1995-02-23 Paper The bias of \(k\)-step M-estimators 1994-11-06 Paper Alternatives...

of coordinate-wise estimators of non-negative means via shrinkage 2019-09-05 Paper Akaike's Information Criterion, Cp and Estimators of Loss for Elliptically...

ScholiaQ102111926MaRDI QIDQ169493 No records found. This page was built for person: Hira L. Koul...

data 2023-10-11 Paper Robust penalized estimators for functional linear regression 2022-12-23 Paper M-estimators and trimmed means: from Hilbert-valued...

Family of Minimum Quantile Distance Estimators 1985-01-01 Paper Optimal weights for general \(L^ 2\) distance estimators 1984-01-01 Paper Parameter estimation...

Paper Tail-behavior of location estimators 1981-01-01 Paper Second order asymptotic relations of M-estimators and R-estimators in two-sample location model...

2017-02-16 Paper Rho-estimators for shape restricted density estimation 2016-11-02 Paper About the non-asymptotic behaviour of Bayes estimators 2015-12-29 Paper...

zbMath Open portnoy.stephen-lMaRDI QIDQ1162079 No records found. This page was built for person: Stephen L. Portnoy...

of the \(L_{\infty}\)-error of Grenander-type estimators 2012-12-10 Paper Central limit theorem and influence function for the MCD estimators at general...

for \(L_ p\) distances of kernel estimators of densities under random censorship 1992-06-28 Paper On \(L_ p\)-norms of multivariate density estimators 1992-06-28...

copulas 2019-11-22 Paper Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization 2019-01-28 Paper A new sliced inverse regression...

likelihood estimators in a large class of deconvolution models 2013-10-09 Paper The bivariate current status model 2013-07-09 Paper Estimators for the interval...

2011-02-22 Paper Generalized Kernel Estimators for the Weibull-Tail Coefficient 2010-12-20 Paper Kernel estimators for the second order parameter in extreme...

for parameter estimators in fractional Ornstein-Uhlenbeck process 2011-07-19 Paper The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck...

based on density estimators of convolutions 2011-02-11 Paper Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear...

coefficient 1989-01-01 Paper SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS 1989-01-01 Paper Jackknifing R-estimators 1989-01-01 Paper A Comparison of Minimum...

errors of smooth Barron-type density estimators. 2003-05-18 Paper Optimal asymptotic quadratic errors of density estimators on random fields. 2003-05-07 Paper...