scientific article; zbMATH DE number 3573103

From MaRDI portal
Publication:4144053

zbMath0367.62057MaRDI QIDQ4144053

Peter J. Huber

Publication date: 1977


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (36)

Stochastically weighted average conditional moment tests of functional formSelf-weighted quantile estimation of autoregressive conditional duration modelParameter estimation in smooth empirical processesOn pseudo-values for regression analysis in competing risks modelsA bivariate signed rank test for two sample location problemSelf-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive ModelsOptimal collapsing of mixture distributions in robust recursive estimationA novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliersModelplasticity and abductive decision makingStrong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) ModelsBayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal lossConsistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scaleGeneric Consistency for Approximate Stochastic Programming and Statistical ProblemsEmpirical processes indexed by smooth functionsApplications of unbiased perturbations towards quantifying robustness with pragmatic geometric methodsInference for spatial autoregressive models with infinite variance noisesAnother look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noiseRobust \(M\)-estimation of a dispersion matrix with a structureKriging with imprecise (fuzzy) variograms. I: TheoryA Nonparametric Test for the One-Sample Bivariate Location ProblemM-estimation in the presence of unequal scaleFuncionales de mínima g-divergencia y sus estimadores asociados (I)Locally robust correlation coefficientsUnnamed ItemEstimating the variances of robust estimators of location: influence curve, jackknife and bootstrapWorst-case estimation for econometric models with unobservable componentsRobuste schätzungen: Ein anwendungsorientierter ÜberblickOn minimum cramer-von mises-norm parameter estimationConsistency and normality of Huber-Dutter estimators for partial linear modelModel robust confidence intervalsLeast tail-trimmed squares for infinite variance autoregressionsAn analysis of the effects of spectral uncertainty on Wiener filteringOptimal portfolio choice in the singular caseNon-parametric applications of an infinite dimensional convolution theoremWeighted quantile regression for AR model with infinite variance errorsA distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations




This page was built for publication: