| Publication | Date of Publication | Type |
|---|
| Robust forecasting of multiple time series with one-sided dynamic principal components | 2024-09-16 | Paper |
High breakdown point robust estimators with missing data
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
Optimal robust estimators for families of distributions on the integers
Statistical Papers | 2021-12-27 | Paper |
A robust proposal of estimation for the sufficient dimension reduction problem
Test | 2021-11-22 | Paper |
Robust doubly protected estimators for quantiles with missing data
Test | 2021-01-25 | Paper |
M estimators based on the probability integral transformation with applications to count data
Statistics & Probability Letters | 2020-04-22 | Paper |
Forecasting multiple time series with one-sided dynamic principal components
Journal of the American Statistical Association | 2020-01-15 | Paper |
Forecasting multiple time series with one-sided dynamic principal components
Journal of the American Statistical Association | 2020-01-15 | Paper |
A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
Test | 2019-09-18 | Paper |
Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
Statistical Methods and Applications | 2019-09-11 | Paper |
Robust statistics. Theory and methods (with R)
Wiley Series in Probability and Statistics | 2019-03-13 | Paper |
Initial robust estimation in generalized linear models
Computational Statistics and Data Analysis | 2019-02-21 | Paper |
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Robust functional linear regression based on splines
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
Robust estimation for vector autoregressive models
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
Robust minimum information loss estimation
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
Robust tests for linear regression models based on \(\tau\)-estimates
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Robust and efficient estimation of multivariate scatter and location
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Robust estimators of accelerated failure time regression with generalized log-gamma errors
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Robust and sparse estimators for linear regression models
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
Multivariate location and scatter matrix estimation under cellwise and casewise contamination
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
Robust nonlinear principal components
Statistics and Computing | 2016-02-23 | Paper |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Test | 2015-09-25 | Paper |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Test | 2015-09-25 | Paper |
Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Test | 2015-09-25 | Paper |
Robust Response Transformations Based on Optimal Prediction
Journal of the American Statistical Association | 2015-06-22 | Paper |
| Robust and efficient estimation of high dimensional scatter and location | 2015-04-13 | Paper |
| Composite Robust Estimators for Linear Mixed Models | 2014-07-08 | Paper |
| Dynamic Principal Components in the Time Domain | 2014-06-17 | Paper |
Correcting MM estimates for ``fat data sets
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Optimal robust estimates using the Hellinger distance
Advances in Data Analysis and Classification. ADAC | 2014-04-01 | Paper |
Robust estimators for generalized linear models
Journal of Statistical Planning and Inference | 2014-01-23 | Paper |
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
(available as arXiv preprint) | 2013-11-20 | Paper |
Robust location estimation with missing data
The Canadian Journal of Statistics | 2013-10-09 | Paper |
Continuity and differentiability of regression M functionals
Bernoulli | 2013-01-17 | Paper |
Continuity and differentiability of regression M functionals
Bernoulli | 2013-01-17 | Paper |
Robust accelerated failure time regression
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
\(M\)-estimators for isotonic regression
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
Projection estimators for generalized linear models
Journal of the American Statistical Association | 2011-10-28 | Paper |
A new projection estimate for multivariate location with minimax bias
Journal of Multivariate Analysis | 2010-05-05 | Paper |
The sliced inverse regression algorithm as a maximum likelihood procedure
Journal of Statistical Planning and Inference | 2009-08-05 | Paper |
Robust estimation for ARMA models
The Annals of Statistics | 2009-06-04 | Paper |
Propagation of outliers in multivariate data
The Annals of Statistics | 2009-02-25 | Paper |
Propagation of outliers in multivariate data
The Annals of Statistics | 2009-02-25 | Paper |
Robust Box-Cox transformations based on minimum residual autocorrelation
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
| The choice of the initial estimate for computing MM-estimates | 2008-11-10 | Paper |
Optimal robust estimates using the Kullback-Leibler divergence
Statistics & Probability Letters | 2008-09-29 | Paper |
Robust estimates for GARCH models
Journal of Statistical Planning and Inference | 2008-08-06 | Paper |
High breakdown point robust regression with censored data
The Annals of Statistics | 2008-03-12 | Paper |
High breakdown point robust regression with censored data
The Annals of Statistics | 2008-03-12 | Paper |
| scientific article; zbMATH DE number 5200022 (Why is no real title available?) | 2007-10-11 | Paper |
Robust estimation for linear regression with asymmetric errors
The Canadian Journal of Statistics | 2006-09-11 | Paper |
Robust estimation for the multivariate linear model based on a \(\tau\)-scale
Journal of Multivariate Analysis | 2006-08-14 | Paper |
Robust Statistics
Wiley Series in Probability and Statistics | 2006-05-24 | Paper |
| Bias behavior of the minimum volume ellipsoid estimate | 2006-04-28 | Paper |
| Robust Box-Cox transformations for simple regression | 2006-04-28 | Paper |
A Dirichlet random coefficient regression model for quality indicators
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
Robust nonparametric inference for the median
The Annals of Statistics | 2005-02-28 | Paper |
Adaptively truncated maximum likelihood regression with asymmetric errors.
Journal of Statistical Planning and Inference | 2004-05-27 | Paper |
Robust regression quantiles.
Journal of Statistical Planning and Inference | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 2060194 (Why is no real title available?) | 2004-03-17 | Paper |
Robust estimates for arch processes
Journal of Time Series Analysis | 2003-10-22 | Paper |
Projection estimates of multivariate location
The Annals of Statistics | 2003-08-10 | Paper |
Combining locally and globally robust estimates for regression
Journal of Statistical Planning and Inference | 2003-05-19 | Paper |
Optimal robust \(M\)-estimates of location
The Annals of Statistics | 2002-11-14 | Paper |
A class of robust and fully efficient regression estimators
The Annals of Statistics | 2002-11-14 | Paper |
Relationships between maximum depth and projection regression estimates
Journal of Statistical Planning and Inference | 2002-08-28 | Paper |
A Fast Procedure for Outlier Diagnostics in Large Regression Problems
Journal of the American Statistical Association | 2002-07-30 | Paper |
| A Class of Locally and Globally Robust Regression Estimates | 2002-07-30 | Paper |
Quantile estimation for a selected normal population
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Robust estimation in vector autoregressive moving-average models
Journal of Time Series Analysis | 2001-03-01 | Paper |
Robust regression with both continuous and categorical predictors
Journal of Statistical Planning and Inference | 2001-02-18 | Paper |
Improving bias-robustness of regression estimates through projections
Statistics & Probability Letters | 2000-07-25 | Paper |
Functional stability of one-step GM-estimators in approximately linear regression
The Annals of Statistics | 1999-11-09 | Paper |
Robust estimation of variance components
The Canadian Journal of Statistics | 1999-07-04 | Paper |
Optimal locally robust M-estimates of regression
Journal of Statistical Planning and Inference | 1999-06-14 | Paper |
Local and global robustness of regression estimators
Journal of Statistical Planning and Inference | 1998-02-12 | Paper |
Robust estimation in simultaneous equations models
Journal of Statistical Planning and Inference | 1997-12-15 | Paper |
| scientific article; zbMATH DE number 850143 (Why is no real title available?) | 1996-04-18 | Paper |
| The Behavior of the Stahel-Donoho Robust Multivariate Estimator | 1995-09-14 | Paper |
| scientific article; zbMATH DE number 775119 (Why is no real title available?) | 1995-08-30 | Paper |
A goodness-of-fit test based on ranks for arma models
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 720678 (Why is no real title available?) | 1995-03-20 | Paper |
A minimax-bias property of the least \(\alpha\)-quantile estimates
The Annals of Statistics | 1994-10-25 | Paper |
Efficiency of MM- and \(\tau\)-estimates for finite sample size
Statistics & Probability Letters | 1994-07-05 | Paper |
Bias-robust estimates of regression based on projections
The Annals of Statistics | 1993-12-02 | Paper |
Estimators based on ranks for arma models
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
Robust analysis of variance for a randomized block design
Communications in Statistics: Theory and Methods | 1993-10-07 | Paper |
Bias-robust estimators of multivariate scatter based on projections
Journal of Multivariate Analysis | 1993-09-01 | Paper |
| scientific article; zbMATH DE number 18763 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19007 (Why is no real title available?) | 1992-06-26 | Paper |
The maximum bias of robust covariances
Communications in Statistics: Theory and Methods | 1992-06-25 | Paper |
The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
Journal of the American Statistical Association | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4188997 (Why is no real title available?) | 1990-01-01 | Paper |
Min-max bias robust regression
The Annals of Statistics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4113799 (Why is no real title available?) | 1989-01-01 | Paper |
| High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale | 1988-01-01 | Paper |
High breakdown-point and high efficiency robust estimates for regression
The Annals of Statistics | 1987-01-01 | Paper |
Qualitative robustness for stochastic processes
The Annals of Statistics | 1987-01-01 | Paper |
Tests based on weighted rankings in complete blocks: exact distribution and monte carlo simulation
Communications in Statistics. Simulation and Computation | 1987-01-01 | Paper |
Efficiency of tests based on weighted rankings for equality of treatment effects in a complete randomized blocks layout
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
Influence functionals for time series (with discussion)
The Annals of Statistics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3921744 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3905646 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3901860 (Why is no real title available?) | 1984-01-01 | Paper |
Asymptotic behavior of general M-estimates for regression and scale with random carriers
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
Asymptotic behavior of iterative m-estimators for the linear model
Communications in Statistics: Theory and Methods | 1981-01-01 | Paper |
Multivariate Analysis of Variance in a Randomized Blocks Design when Covariance Matrices are Unequal
Biometrics | 1980-01-01 | Paper |
Canonical variables as optimal predictors
The Annals of Statistics | 1980-01-01 | Paper |
Asymptotic behavior of iterative M-estimartors for location
Boletim da Sociedade Brasileira de Matemática | 1979-01-01 | Paper |
Asymptotic behavior of M-estimators for the linear model
The Annals of Statistics | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3647966 (Why is no real title available?) | 1979-01-01 | Paper |
| A Bivariate Test for the Detection of a Systematic Change in Mean | 1978-01-01 | Paper |
Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
The Annals of Statistics | 1977-01-01 | Paper |
Location estimators based on linear combinations of modified order statistics
Communications in Statistics: Theory and Methods | 1976-01-01 | Paper |
Robust estimation in the linear model
The Annals of Statistics | 1974-01-01 | Paper |
Asymptotically optimal Bayes sequential design of experiments for estimation
The Annals of Statistics | 1973-01-01 | Paper |
