RobLox

swMATH6348CRANRobLoxMaRDI QIDQ18475FDOQ18475

Optimally Robust Influence Curves and Estimators for Location and Scale

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

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 (7)

• 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
• Title not available (Why is that?)
• Infinitesimally robust estimation in general smoothly parametrized models
• RobLoxBioC
• Optimal robust influence functions in semiparametric regression

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