scientific article; zbMATH DE number 3573103

Cited in

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Worst-case estimation for econometric models with unobservable components
Consistency and normality of Huber-Dutter estimators for partial linear model
Parameter estimation in smooth empirical processes
Empirical processes indexed by smooth functions
Robust \(M\)-estimation of a dispersion matrix with a structure
Model robust confidence intervals
Inference for spatial autoregressive models with infinite variance noises
A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
Self-weighted quantile estimation of autoregressive conditional duration model
Least tail-trimmed squares for infinite variance autoregressions
Weighted quantile regression for AR model with infinite variance errors
Funcionales de mínima g-divergencia y sus estimadores asociados (I)
Optimal collapsing of mixture distributions in robust recursive estimation
A Nonparametric Test for the One-Sample Bivariate Location Problem
Non-parametric applications of an infinite dimensional convolution theorem
M-estimation in the presence of unequal scale
Locally robust correlation coefficients
Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap
Robuste schätzungen: Ein anwendungsorientierter Überblick
On minimum cramer-von mises-norm parameter estimation
A bivariate signed rank test for two sample location problem
scientific article; zbMATH DE number 6919723 (Why is no real title available?)
Generic consistency for approximate stochastic programming and statistical problems
Optimal portfolio choice in the singular case
Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
Stochastically weighted average conditional moment tests of functional form
Kriging with imprecise (fuzzy) variograms. I: Theory
A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers
Modelplasticity and abductive decision making
Strong consistency for the conditional self-weighted M estimator of GRCA(p) Models
Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss
Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale
Asymptotics for the conditional self-weighted M estimator of GRCA(p) models and its statistical inference
Regression modeling of restricted mean survival time for left-truncated right-censored data
Regression modeling of cumulative incidence function for left-truncated right-censored competing risks data: A modified pseudo-observation approach
An analysis of the effects of spectral uncertainty on Wiener filtering
On pseudo-values for regression analysis in competing risks models
Applications of unbiased perturbations towards quantifying robustness with pragmatic geometric methods
Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise

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