Roy E. Welsch

Available identifiers

zbMath Open welsch.roy-eMaRDI QIDQ1020811

List of research outcomes

Publication	Date of Publication	Type
Bias Formulas for Violations of Proximal Identification Assumptions	2022-07-29	Paper
Robust dependence modeling for high-dimensional covariance matrices with financial applications	2018-11-16	Paper
Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination	2015-09-25	Paper
A diagnostic method for simultaneous feature selection and outlier identification in linear regression	2014-04-14	Paper
Outlier detection and least trimmed squares approximation using semi-definite programming	2014-04-14	Paper
Outlier detection and robust covariance estimation using mathematical programming	2014-04-01	Paper
Robust variable selection using least angle regression and elemental set sampling	2009-06-02	Paper
https://portal.mardi4nfdi.de/entity/Q3497956	2008-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q5429818	2007-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q5290302	2006-04-28	Paper
Robust portfolio optimization	2002-01-01	Paper
Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models	1998-01-25	Paper
Sequential Screening in Semiconductor Manufacturing, I: Exploiting Spatial Dependence	1996-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q3470020	1989-01-01	Paper
Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4728057	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702358	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951506	1982-01-01	Paper
Efficient Bounded-Influence Regression Estimation	1982-01-01	Paper
An Adaptive Nonlinear Least-Squares Algorithm	1981-01-01	Paper
Efficient Computing of Regression Diagnostics	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3917363	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3938378	1980-01-01	Paper
The Hat Matrix in Regression and ANOVA	1978-01-01	Paper
Techniques for nonlinear least squares and robust regression	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4147401	1977-01-01	Paper
Stepwise Multiple Comparison Procedures	1977-01-01	Paper
Robust regression using iteratively reweighted least-squares	1977-01-01	Paper
The Variances of Regression Coefficient Estimates Using Aggregate Data	1976-01-01	Paper
A convergence theorem for extreme values from Gaussian sequences	1973-01-01	Paper
Limit Laws for Extreme Order Statistics From Strong-Mixing Processes	1972-01-01	Paper
A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes	1971-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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