An efficient and robust adaptive estimator of location
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Publication:1246977
Cited in
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- A review of some adaptive statistical techniques
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- On estimation and adaptive estimation for locally asymptotically normal families
- Testing for the Pareto type I distribution: a comparative study
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- Efficient Hellinger distance estimates for semiparametric models
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- Minimum distance estimation of the center of symmetry with randomly censored data
- Efficient robust estimates in parametric models
- Minimum cramér-von mises distance methods for complete and grouped data
- Large covariance estimation through elliptical factor models
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions
- Stein 1956: Efficient nonparametric testing and estimation
- A Convergence Result for a Class of Asymptotically Linear Estimators
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- Asymptotic minimax estimation in semiparametric models
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- One-step minimum Hellinger distance estimation
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- Semiparametric inference with kernel likelihood
- Minimum distance regression model checking
- Efficiency bounds for semiparametric models with singular score functions
- Efficient estimation in the two-sample semiparametric location-scale models
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- Adaptive parameter estimation for generalized tukey's λ-family
- Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models
- On robustness in risk theory
- A new class of metric divergences on probability spaces and its applicability in statistics
- Partially-adaptive robust estimators of location via exponential embedding
- Efficient and robust tests for semiparametric models
- Regularized robust estimation in binary regression models
- Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
- A remark on semiparametric models
- Hellinger distance estimates of long memory linear processes
- Robust variable selection for finite mixture regression models
- Empirical and rank processes of observations and residuals
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