| Publication | Date of Publication | Type |
|---|
Assessing COVID-19 Prevalence in Austria with Infection Surveys and Case Count Data as Auxiliary Information
Journal of the American Statistical Association | 2024-11-01 | Paper |
Finite sample corrections for average equivalence testing
Statistics in Medicine | 2024-10-31 | Paper |
Robust Two-Step Wavelet-Based Inference for Time Series Models
Journal of the American Statistical Association | 2023-07-06 | 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 |
Simulation-based bias correction methods for complex models
Journal of the American Statistical Association | 2019-08-19 | Paper |
Isotone additive latent variable models
Statistics and Computing | 2015-10-16 | Paper |
Fast robust model selection in large datasets
Journal of the American Statistical Association | 2015-06-17 | Paper |
Goodness of fit for generalized linear latent variables models
Journal of the American Statistical Association | 2015-06-16 | Paper |
Robust inference with binary data
Psychometrika | 2014-10-15 | Paper |
Robust estimation of constrained covariance matrices for confirmatory factor analysis
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Wavelet-Variance-Based Estimation for Composite Stochastic Processes
Journal of the American Statistical Association | 2013-11-11 | Paper |
Wavelet-Variance-Based Estimation for Composite Stochastic Processes
Journal of the American Statistical Association | 2013-09-01 | Paper |
Robust VIF regression with application to variable selection in large data sets
The Annals of Applied Statistics | 2013-06-06 | Paper |
Robust VIF regression with application to variable selection in large data sets
The Annals of Applied Statistics | 2013-06-06 | Paper |
Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data
The Annals of Applied Statistics | 2011-06-20 | Paper |
A robust coefficient of determination for regression
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
The Annals of Applied Statistics | 2009-05-20 | Paper |
| scientific article; zbMATH DE number 5555137 (Why is no real title available?) | 2009-05-19 | Paper |
Modelling Lorenz Curves: Robust and Semi-parametric Issues
Modeling Income Distributions and Lorenz Curves | 2009-01-07 | Paper |
| scientific article; zbMATH DE number 5217608 (Why is no real title available?) | 2007-12-04 | Paper |
High-Breakdown Inference for Mixed Linear Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
A robust prediction error criterion for pareto modelling of upper tails
The Canadian Journal of Statistics | 2007-07-31 | Paper |
Welfare Rankings in the Presence of Contaminated Data
Econometrica | 2006-06-16 | Paper |
| Fast algorithms for computing high breakdown covariance matrices with missing data | 2006-04-28 | Paper |
Estimation of Generalized Linear Latent Variable Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-22 | Paper |
Robust Methods for the Analysis of Income Distribution, Inequality and Poverty
International Statistical Review | 2005-01-03 | Paper |
| scientific article; zbMATH DE number 1211736 (Why is no real title available?) | 1998-10-15 | Paper |
| scientific article; zbMATH DE number 1086068 (Why is no real title available?) | 1997-11-13 | Paper |
| Robust Estimation for Grouped Data | 1997-01-01 | Paper |
Robustness Properties of Inequality Measures
Econometrica | 1996-11-18 | Paper |
Robust methods for personal‐income distribution models
The Canadian Journal of Statistics | 1994-11-10 | Paper |
