R infrastructure for optimally robust estimation in general smoothly parameterized models using S4 classes and methods as decribed Kohl, M., Ruckdeschel, P., and Rieder, H. (2010), <doi:10.1007/s10260-010-0133-0>, and in Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), <doi:10.1007/s10260-007-0047-7>.
Cited in
(35)- 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
- Tukey's M-estimator of the Poisson parameter with a special focus on small means
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions
- Robust worst-case optimal investment
- SaddleDrop
- XploRe
- libagf
- DISCRETA
- actuar
- distrEx
- RandVar
- ROptRegTS
- RobLox
- RobRex
- wle
- RobASt
- R.oo
- distrMod
- distr
- RobAStBase
- HYDRA
- coxrobust
- ifs
- CANONIK
- Z_LINEAR_K
- RobExtremes
- Robust and efficient fitting of severity models and the method of winsorized moments
- 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
- Regularized robust optimization: the optimal portfolio execution case
- Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018
- Schrödinger wave functional in quantum Yang-Mills theory from precanonical quantization
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