P. Ruckdeschel

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimally one-sided bounded influence curves Mathematical Methods of Statistics	2026-01-26	Paper
RobExtremes	2025-01-15	Software
ROptEst	2025-01-15	Software
RandVar	2025-01-14	Software
startupmsg	2025-01-12	Software
Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications Communications in Statistics: Theory and Methods	2023-06-26	Paper
Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM International Series in Operations Research & Management Science	2018-12-21	Paper
Generalized Pareto processes and fund liquidity risk Quantitative Finance	2018-11-14	Paper
Infinitesimally robust estimation in general smoothly parametrized models Statistical Methods and Applications	2016-03-17	Paper
Robust worst-case optimal investment OR Spectrum	2015-08-03	Paper
\(L_2\) differentiability of generalized linear models Statistics & Probability Letters	2015-05-06	Paper
Robust Kalman tracking and smoothing with propagating and non-propagating outliers Statistical Papers	2014-04-01	Paper
Optimally robust estimators in generalized Pareto models Statistics	2013-11-21	Paper
Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models Metrika	2013-01-03	Paper
Bingo and stochastics: how many players win in general Bingo without interactions, how often and how much Mathematische Semesterberichte	2012-11-20	Paper
Robust Kalman tracking and smoothing with propagating and non-propagating outliers Statistical Papers	2012-04-16	Paper
Fisher information of scale Statistics & Probability Letters	2010-12-20	Paper
Optimally (Distributional-)Robust Kalman Filtering (available as arXiv preprint)	2010-01-01	Paper
Higher Order Expansion for the MSE of M-estimators on shrinking neighborhoods (available as arXiv preprint)	2010-01-01	Paper
Higher order asymptotics for the MSE of the sample median on shrinking neighborhoods (available as arXiv preprint)	2010-01-01	Paper
Consequences of Higher Order Asymptotics for the MSE of M-estimators on Neighborhoods (available as arXiv preprint)	2010-01-01	Paper
Optimal robust influence functions in semiparametric regression Journal of Statistical Planning and Inference	2009-11-13	Paper
The cost of not knowing the radius Statistical Methods and Applications	2009-06-02	Paper
A motivation for \(1/ \sqrt{n}\)-shrinking neighborhoods Metrika	2006-08-14	Paper
Optimal influence curves for general loss functions Statistics & Decisions	2005-03-21	Paper
Short proofs on L_r-differentiability Statistics & Decisions	2002-02-28	Paper

Research outcomes over time

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