R. Douglas Martin

Available identifiers

zbMath Open martin.r-douglasMaRDI QIDQ1085910

List of research outcomes

Publication	Date of Publication	Type
Line-fitting by rotation: a nonparametric method for bivariate allometric analysis	2020-09-22	Paper
Robust statistics. Theory and methods (with R)	2019-03-13	Paper
Stable ETL Optimal Portfolios and Extreme Risk Management	2009-02-26	Paper
Introduction to Modern Portfolio optimization with NUOPT and S-PLUS	2005-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q4251830	1999-06-17	Paper
Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models	1997-12-14	Paper
Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers	1997-09-18	Paper
Bias robust estimation of scale	1994-05-19	Paper
Efficiency-constrained bias-robust estimation of location	1993-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q3976176	1992-06-26	Paper
Min-max bias robust regression	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3477850	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4729201	1989-01-01	Paper
Influence functionals for time series (with discussion)	1986-01-01	Paper
Ordinary and proper location M-estimates for autoregressive-moving average models	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3218971	1984-01-01	Paper
Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3696313	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3321288	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3965405	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3940695	1981-01-01	Paper
CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3313123	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3883348	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3854494	1979-01-01	Paper
Robust Estimation of the First-Order Autoregressive Parameter	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3857615	1979-01-01	Paper
Robust bayesian estimation for the linear model and robustifying the Kalman filter	1977-01-01	Paper
Robust estimation via stochastic approximation	1975-01-01	Paper
Robust detection to stochastic signals (Corresp.)	1974-01-01	Paper
Simulation of processes with nonseparable covariances	1973-01-01	Paper
Robust estimation of signal amplitude	1972-01-01	Paper
On Mixture, Quasi-mixture and Nearly Normal Random Processes	1972-01-01	Paper
Robust detection of a known signal in nearly Gaussian noise	1971-01-01	Paper

Research outcomes over time

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