The following pages link to Elvezio Ronchetti (Q174845):
Displaying 50 items.
- (Q434705) (redirect page) (← links)
- On the robustness of two-stage estimators (Q434706) (← links)
- A smoothing principle for the Huber and other location \(M\)-estimators (Q452579) (← links)
- (Q587553) (redirect page) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Robust and accurate inference for generalized linear models (Q842932) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy (Q1039835) (← links)
- Influence curves of general statistics (Q1157856) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- (Q1434009) (redirect page) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
- Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
- Fréchet and robust statistics (Q1732729) (← links)
- Small sample asymptotics: A review with applications to robust statistics (Q1896073) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- Robust tests of predictive accuracy (Q2002916) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Robust inference for ordinal response models (Q2408243) (← links)
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective (Q2684687) (← links)
- Accurate and robust tests for indirect inference (Q2786372) (← links)
- Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen (Q2815582) (← links)
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities (Q3129047) (← links)
- On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators (Q3142234) (← links)
- Change-of-variance sensitivities in regression analysis (Q3326624) (← links)
- (Q3359580) (← links)
- (Q3399438) (← links)
- (Q3413113) (← links)
- (Q3524414) (← links)
- Variance etable r-estimators (Q3719632) (← links)
- A tail area influence function and its application to testing (Q3721604) (← links)
- (Q3723487) (← links)
- General Saddlepoint Approximations with Applications to L Statistics (Q3750777) (← links)
- (Q3799496) (← links)
- The Change-of-Variance Curve and Optimal Redescending M-Estimators (Q3932143) (← links)
- (Q3966919) (← links)
- (Q3976431) (← links)
- (Q4001813) (← links)
- (Q4002298) (← links)
- (Q4214045) (← links)
- Bias-calibrated Estimation from Sample Surveys Containing Outliers (Q4214245) (← links)
- (Q4298907) (← links)
- A Robust Version of Mallows's C p (Q4305727) (← links)
- Robust methods for personal‐income distribution models (Q4311482) (← links)
- Robust Bounded-Influence Tests in General Parametric Models (Q4314930) (← links)
- (Q4344409) (← links)
- Robust Estimation for Grouped Data (Q4366071) (← links)
- Robust Linear Model Selection by Cross-Validation (Q4366194) (← links)
- Robust Inference for Generalized Linear Models (Q4468307) (← links)
