RobLox
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swMATH6348CRANRobLoxMaRDI QIDQ18475
Optimally Robust Influence Curves and Estimators for Location and Scale
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
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>).
Related Items (7)
Unnamed Item ⋮ Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM ⋮ RobLoxBioC ⋮ Optimal robust influence functions in semiparametric regression ⋮ Optimally robust estimators in generalized Pareto models ⋮ Robust parameter estimation for the Ornstein-Uhlenbeck process ⋮ Infinitesimally robust estimation in general smoothly parametrized models
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