Simon J. Sheather

Available identifiers

zbMath Open sheather.simon-jMaRDI QIDQ580849

List of research outcomes

Publication	Date of Publication	Type
Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample	2019-09-11	Paper
Applications of Robust Regression to “Big” Data Problems	2017-07-20	Paper
Indirect Cross-Validation for Density Estimation	2015-06-11	Paper
Using sliced mean variance-covariance inverse regression for classification and dimension reduction	2015-03-05	Paper
On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach	2013-06-05	Paper
Sliced mean variance-covariance inverse regression	2009-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q3532975	2008-10-29	Paper
Discriminant procedures based on efficient robust discriminant coordinates	2008-03-07	Paper
Chemical and forensic analysis of JFK assassination bullet lots: Is a second shooter possible?	2008-01-15	Paper
The use and interpretation of rank-based residuals	2007-04-16	Paper
Density estimation	2006-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4808198	2003-08-20	Paper
High-Breakdown Rank Regression	2002-07-30	Paper
Robust Nonparametric Methods	2002-07-30	Paper
Partial Residual Plots Based on Robust Fits	2002-07-30	Paper
Diagnostics for comparing robust and least squares fits	2001-02-27	Paper
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS	2000-05-18	Paper
A general method for estimating standard errors	1999-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q4378659	1999-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4214049	1998-10-15	Paper
Progress in data-based bandwidth selection for kernel density estimation	1998-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4378661	1998-03-05	Paper
Finite sample stability properties of the least median of squares estimator	1998-01-22	Paper
A comparison of confidence intervals fromR-estimators in regression	1997-09-04	Paper
An Effective Bandwidth Selector for Local Least Squares Regression	1997-08-11	Paper
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo	1997-06-26	Paper
An efficient and high breakdown procedure for model criticism	1997-05-20	Paper
Diagnostics to detect differences in robust fits of linear models	1997-05-13	Paper
A Brief Survey of Bandwidth Selection for Density Estimation	1997-04-17	Paper
Robust and High-Breakdown Fits of Polynomial Models	1994-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q4311646	1994-10-30	Paper
The Use and Interpretation of Residuals Based on Robust Estimation	1994-07-10	Paper
https://portal.mardi4nfdi.de/entity/Q4272483	1993-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3998530	1992-09-17	Paper
Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives	1991-01-01	Paper
On optimal data-based bandwidth selection in kernel density estimation	1991-01-01	Paper
Kernel Quantile Estimators	1990-01-01	Paper
Jackknifing R-estimators	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3828898	1988-01-01	Paper
A comparison of testing and confidence interval methods for the median	1987-01-01	Paper
A new Method of Estimating the Asymptotic Standard Error of the Hodges-Lehmann Estimator Based on Generalized Least Squares	1987-01-01	Paper
Confidence intervals based on interpolated order statistics	1986-01-01	Paper
A finite sample estimate of the variance of the sample median	1986-01-01	Paper
AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN	1983-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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