The following pages link to (Q4144053):
Displaying 35 items.
- Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale (Q636167) (← links)
- An analysis of the effects of spectral uncertainty on Wiener filtering (Q790784) (← links)
- On pseudo-values for regression analysis in competing risks models (Q841059) (← links)
- Applications of unbiased perturbations towards quantifying robustness with pragmatic geometric methods (Q957298) (← links)
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise (Q958808) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Consistency and normality of Huber-Dutter estimators for partial linear model (Q1042771) (← links)
- Parameter estimation in smooth empirical processes (Q1088326) (← links)
- Empirical processes indexed by smooth functions (Q1167980) (← links)
- Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
- Model robust confidence intervals (Q1838794) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations (Q2116080) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- Funcionales de mínima g-divergencia y sus estimadores asociados (I) (Q3357278) (← links)
- Optimal collapsing of mixture distributions in robust recursive estimation (Q3473158) (← links)
- A Nonparametric Test for the One-Sample Bivariate Location Problem (Q3598664) (← links)
- Non-parametric applications of an infinite dimensional convolution theorem (Q3687512) (← links)
- M-estimation in the presence of unequal scale (Q3865284) (← links)
- Locally robust correlation coefficients (Q3876832) (← links)
- Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap (Q3894776) (← links)
- Robuste schätzungen: Ein anwendungsorientierter Überblick (Q3906918) (← links)
- On minimum cramer-von mises-norm parameter estimation (Q3920449) (← links)
- A bivariate signed rank test for two sample location problem (Q4270009) (← links)
- (Q4581309) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- Optimal portfolio choice in the singular case (Q4750358) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Kriging with imprecise (fuzzy) variograms. I: Theory (Q5935026) (← links)
- Modelplasticity and abductive decision making (Q6156165) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss (Q6164854) (← links)
