The following pages link to R. Douglas Martin (Q1085910):
Displaying 35 items.
- (Q688399) (redirect page) (← links)
- Bias robust estimation of scale (Q688401) (← links)
- Min-max bias robust regression (Q750060) (← links)
- Influence functionals for time series (with discussion) (Q1085911) (← links)
- Efficiency-constrained bias-robust estimation of location (Q2366742) (← links)
- Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers (Q3128652) (← links)
- (Q3218971) (← links)
- (Q3313123) (← links)
- (Q3321288) (← links)
- (Q3477850) (← links)
- Stable ETL Optimal Portfolios and Extreme Risk Management (Q3606101) (← links)
- Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location (Q3690865) (← links)
- (Q3696313) (← links)
- Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models (Q3745109) (← links)
- (Q3854494) (← links)
- (Q3857615) (← links)
- (Q3883348) (← links)
- (Q3940695) (← links)
- CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER (Q3946971) (← links)
- (Q3965405) (← links)
- (Q3976176) (← links)
- Robust detection to stochastic signals (Corresp.) (Q4048912) (← links)
- Robust bayesian estimation for the linear model and robustifying the Kalman filter (Q4126177) (← links)
- Robust estimation via stochastic approximation (Q4137923) (← links)
- Robust Estimation of the First-Order Autoregressive Parameter (Q4194330) (← links)
- (Q4251830) (← links)
- Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (Q4366094) (← links)
- Robust Statistics (Q4628471) (← links)
- (Q4729201) (← links)
- (Q5121828) (← links)
- Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (Q5464463) (← links)
- Robust detection of a known signal in nearly Gaussian noise (Q5630439) (← links)
- Robust estimation of signal amplitude (Q5661775) (← links)
- On Mixture, Quasi-mixture and Nearly Normal Random Processes (Q5679499) (← links)
- Simulation of processes with nonseparable covariances (Q5684040) (← links)
