The following pages link to Robust asymptotic statistics (Q1329887):
Displaying 50 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Infinitesimally robust estimation in general smoothly parametrized models (Q257566) (← links)
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- A note on the direct democracy deficit in two-tier voting (Q423077) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
- Robust estimators and probability integral transformations (Q596967) (← links)
- Fisher information of scale (Q613178) (← links)
- Recursive parameter estimation: convergence (Q623481) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- The cost of not knowing the radius (Q1019491) (← links)
- Optimal robust influence functions in semiparametric regression (Q1036723) (← links)
- Minimum distance estimation in imprecise probability models (Q1039485) (← links)
- Testing nonparametric statistical functionals with applications to rank tests (Q1125545) (← links)
- Robust estimation of parameters in a mixed unbalanced model (Q1354367) (← links)
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator (Q1399284) (← links)
- Optimal tests for carcinogenicity in a model with fatal and incidental tumours. (Q1417800) (← links)
- Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability (Q1611809) (← links)
- On second order efficient robust inference (Q1663293) (← links)
- On locally uniformly linearizable high breakdown location and scale functionals (Q1807100) (← links)
- Optimum robust testing in linear models (Q1807108) (← links)
- Optimal robust \(M\)-estimates of location (Q1848859) (← links)
- Partial influence functions (Q1861398) (← links)
- A new estimator for information dimension with standard errors and confidence intervals (Q1965875) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Models as approximations. II. A model-free theory of parametric regression (Q2194567) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- \(L_2\) differentiability of generalized linear models (Q2343646) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach (Q2359161) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- A motivation for \(1/ \sqrt{n}\)-shrinking neighborhoods (Q2499569) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Optimal testing of equivalence hypotheses (Q2569233) (← links)
- On approximate validation of models: a Kolmogorov-Smirnov-based approach (Q2665785) (← links)
- Bounded influence estimation for regression and scale (Q3143483) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Delta method for long-range dependent observations (Q4345887) (← links)
- Optimal bounded influence regression and scale m-estimators in the context of experimental desing (Q4547509) (← links)
- Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM (Q4562474) (← links)
- Estimation of mortalities (Q4716016) (← links)
- Empirical Regularized Optimal Transport: Statistical Theory and Applications (Q5027034) (← links)
- Robust Statistics (Q5901444) (← links)
- An alternative definition of the influence function. (Q5933610) (← links)
- Bootstrapping rank statistics. (Q5953733) (← links)
- Minimizing sensitivity to model misspecification (Q6067186) (← links)
