RobLox

MaRDI QIDQ18475swMATHCRANFDO

Authors Peter Ruckdeschel

Last update 10 February 2024

Copyright license GNU Lesser General Public License, version 3.0

Software version identifier 1.2.0, 0.5.0, 0.6.0, 0.6.1, 0.7, 0.8.2, 0.8, 0.9, 1.0, 1.1.0, 1.2.1

Official website http://cran.r-project.org/web/packages/RobLox/

Source code repository https://github.com/cran/RobLox

Description

Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale (see Chapter 8 in Kohl (2005) <https://epub.uni-bayreuth.de/839/2/DissMKohl.pdf>).

Cited in

(15)

• Robust parameter estimation for the Ornstein-Uhlenbeck process
• Optimally robust estimators in generalized Pareto models
• Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM
• distrEx
• RandVar
• ROptRegTS
• ROptEst
• RobRex
• RobASt
• distr
• RobAStBase
• coxrobust
• Infinitesimally robust estimation in general smoothly parametrized models
• scientific article; zbMATH DE number 5713492 (Why is no real title available?)
• Optimal robust influence functions in semiparametric regression

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