The following pages link to ROptEst (Q18232):
Displaying 13 items.
- (Q89330) (redirect page) (← links)
- RobExtremes (Q145899) (← links)
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Infinitesimally robust estimation in general smoothly parametrized models (Q257566) (← links)
- Optimal robust influence functions in semiparametric regression (Q1036723) (← links)
- Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 (Q1731980) (← links)
- Tukey's M-estimator of the Poisson parameter with a special focus on small means (Q2013636) (← links)
- Schrödinger wave functional in quantum Yang-Mills theory from precanonical quantization (Q2194221) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
