zbMath0862.62032MaRDI QIDQ4879539
Pranab Kumar Sen, Jana Jureckova
Publication date: 29 May 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aligned rank tests in measurement error model.,
Three contributions to robust regression diagnostics,
Generalized R-estimators under conditional heteroscedasticity,
The second-order bias of quantile estimators,
RANK-BASED ESTIMATION FOR GARCH PROCESSES,
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape,
Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables,
A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION,
Robust weighted one-way ANOVA: improved approximation and efficiency,
On a new interpretation of the sample variance,
Unnamed Item,
Limit behavior of the empirical influence function of the median,
Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption,
Sign depth tests in multiple regression,
Statistical inference in nonlinear regression under heteroscedasticity,
Higher-order asymptotics for scoring rules,
Recursive parameter estimation: convergence,
Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary,
A conversation with Pranab Kumar Sen,
Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale,
Note on qualitative robustness of multivariate sample mean and median,
Contiguity and irreconcilable nonstandard asymptotics of statistical tests,
\(L_{p}\)-estimators in ARCH models,
Consistency and robustness of tests and estimators based on depth,
Rank tests and regression rank score tests in measurement error models,
Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models,
M-estimation in linear models under nonstandard conditions.,
\(M\)-procedures for detection of a change under weak dependence,
Projection-based depth functions and associated medians,
On the robustness of location estimators in models of firm growth under heavy-tailedness,
Robust score and portmanteau tests of volatility spillover,
EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models,
Discussion: ``Sur une limitation très générale de la dispersion médiane by M. Fréchet, Increasing the Power of the Test Through Pre-Test – A Robust Method, Robust median estimator in logistic regression, Robust estimation under progressive censoring, M-tests for multivariate regression model, Robust online scale estimation in time series: a model-free approach, Comparison of two types of confidence intervals based on Wilcoxon-type \(R\)-estimators, Rank tests for short memory stationarity, One-step R-estimation in linear models with stable errors, Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes, Goodness-of-fit tests and second-order asymptotic relations, The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics, Nearly root-\(n\) approximation for regression quantile processes, Sample heterogeneity and M-estimation, Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors, Blowing number of a distribution for a statistics and loyal estimators, Strong consistency of M-estimates in linear models, M-estimators of structural parameters in pseudolinear models., Omnibus tests for the error distribution in the linear regression model, On consistency of redescending M-kernel smoothers, \(M\)-estimation of linear models with dependent errors, Rank-based estimation for all-pass time series models, Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation, Bayesian model robustness via disparities, Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules, EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models, Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models, Unnamed Item, Unnamed Item, Characterizion of error distributions in time-series regression models, On Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression Context, Nonparametric and robust methods. (Editorial), Calculation of simplicial depth estimators for polynomial regression with applications, Locating multiple interacting quantitative trait loci using robust model selection, Probability Generating Function Based Jeffrey's Divergence for Statistical Inference, Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich, Unnamed Item, Unnamed Item, Unnamed Item, Optimal detection of Fechner-asymmetry, Robustness of nonparametric predictive inference for future order statistics, Quantile-Regression Inference With Adaptive Control of Size, On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem, Some contributions to M-estimation in linear models, Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs, Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies, Applied regression analysis bibliography update 1994-97, Characterization of distributions in invariant models, Robust nonparametrics in mixed-MANOCOVA models, M-estimators converging to a stable limit, Risk comparison of some shrinkage M-estimators in linear models, Studentized robust statistics in multivariate randomized block design, Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors, A goodness-of-fit test with nuisance parameters: Numerical performance, Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes, A journey in single steps: robust one-step \(M\)-estimation in linear regression, Discontinuities in robust nonparametric regression with α-mixing dependence, R-estimation in autoregression with square-integrable score function, On multivariate quantile regression, The likelihood ratio method for testing changes in the parameters of double exponential observations