ER
| Title | Published in | Access level | OA Policy | Year | Views | Downloads | |
|---|---|---|---|---|---|---|---|
| On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective | Statistical science |  | 2023 | 314 | 0 | ||
| Bias Calibration for Robust Estimation in Small Areas | Robust and Multivariate Statistical Methods | | 2023 | 46 | 1 | ||
| Robustness Aspects of Optimal Transport | Research Papers in Statistical Inference for Time Series and Related Models | | 2023 | 30 | 0 | ||
| Robust inference with censored survival data | Scandinavian journal of statistics |  | 2022 | 85 | 56 | ||
| Robust analysis of sample selection models through the r package ssmrob | Journal of Statistical Software | | 2021 | 157 | 128 | ||
| Saddlepoint approximations for spatial panel data models | | 2021 | 31 | 11 | |||
| The main contributions of robust statistics to statistical science and a new challenge | METRON | | 2021 | 141 | 1 | ||
| Saddlepoint Approximations for Spatial Panel Data Models | Journal of the American Statistical Association | | 2021 | 28 | 41 | ||
| A bayesian framework to update scaling factors for radioactive waste characterization | Applied Radiation and Isotopes | | 2020 | 283 | 5 | ||
| Saddlepoint approximations for spatial panel data models | | 2020 | 294 | 258 | |||
| Accurate and robust inference | Econometrics and Statistics | | 2020 | 211 | 7 | ||
| Saddlepoint approximations for short and long memory time series: a frequency domain approach | Journal of Econometrics | | 2019 | 295 | 8 | ||
| Robust and consistent variable selection in high-dimensional generalized linear models | Biometrika |  | 2018 | 478 | 1 | ||
| Robust inference for ordinal response models | Electronic Journal of Statistics | | 2017 | 476 | 0 | ||
| Saddlepoint approximations in the frequency domain | | 2016 | 608 | 22 | |||
| Saddlepoint tests for quantile regression | Canadian journal of statistics | | 2016 | 506 | 2 | ||
| Discussion of the paper “asymptotic theory of outlier detection algorithms for linear time series regression models” by johansen & nielsen | Scandinavian journal of statistics | | 2016 | 565 | 8 | ||
| Robust inference in sample selection models | Journal of the Royal Statistical Society. Series B, Statistical methodology | | 2016 | 738 | 5 | ||
| Robust statistics: a selective overview and new directions | Wiley interdisciplinary reviews. Computational statistics | | 2015 | 551 | 13 | ||
| Robust Filtering | Journal of the American Statistical Association | | 2015 | 499 | 1 | ||
| Robust and consistent variable selection for generalized linear and additive models | | 2014 | 1 149 | 722 | |||
| Composite likelihood inference by nonparametric saddlepoint tests | Computational statistics & data analysis | | 2014 | 597 | 5 | ||
| Special Issue on Robust Analysis of Complex Data | Computational statistics & data analysis | | 2013 | 463 | 1 | ||
| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | | 2012 | 718 | 0 | ||
| On the robustness of two-stage estimators | Statistics & probability letters | | 2012 | 693 | 9 | ||
| Robust small sample accurate inference in moment condition models | Computational statistics & data analysis | 2012 | 687 | 0 | |||
| Robust filtering | Social Science Research Network | | 2012 | 737 | 274 | ||
| Robust Inference | International Encyclopedia of Statistical Science | 2011 | 552 | 0 | |||
| A smoothing principle for the Huber and other location M-estimators | Computational statistics & data analysis | | 2011 | 592 | 0 | ||
| Variable selection in additive models by non-negative garrote | Statistical modelling | | 2011 | 675 | 0 | ||
| Saddlepoint Test in Measurement Error Models | Journal of the American Statistical Association | | 2011 | 619 | 0 | ||
| Discussion: The forward search: Theory and data analysis | Journal of the Korean Statistical Society | | 2010 | 581 | 0 | ||
| Goodness-of-fit for Generalized Linear Latent Variables Models | Journal of the American Statistical Association | | 2010 | 1 128 | 1 015 | ||
| Accurate and robust tests for indirect inference | Biometrika | | 2010 | 620 | 160 | ||
| Robust and accurate inference for generalized linear models | Journal of Multivariate Analysis | | 2009 | 566 | 0 | ||
| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 561 | 110 | ||
| Maîtriser l'aléatoire Exercices résolus de probabilités et statistique | | 2009 | 1 689 | 2 | |||
| Robust Statistics | 2009 | 570 | 0 | ||||
| Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy | Annals of the Institute of Statistical Mathematics | | 2008 | 481 | 0 | ||
| Robust Prediction of Beta | Computational Methods in Financial Engineering | 2008 | 469 | 0 | |||
| Longitudinal variable selection by cross-validation in the case of many covariates | Statistics in medicine | | 2007 | 632 | 1 | ||
| Indirect robust estimation of the short-term interest rate process | Journal of Empirical Finance | | 2007 | 502 | 0 | ||
| Frechet and Robust Statistics | Journal de la Société française de statistique & Revue de statistique appliquée | 2006 | 476 | 0 | |||
| A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures | Journal of health economics | | 2006 | 549 | 0 | ||
| Maîtriser l'aléatoire Exercices résolus de probabilités et statistique | | 2006 | 1 517 | 0 | |||
| Stock and bond return predictability: the discrimination power of model selection criteria | Computational statistics & data analysis | | 2006 | 654 | 0 | ||
| Variable Selection for Marginal Longitudinal Generalized Linear Models | Biometrics | | 2005 | 653 | 5 | ||
| Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Journal of the American Statistical Association | | 2005 | 568 | 0 | ||
| Estimation of Generalized Linear Latent Variable Models | Journal of the Royal Statistical Society. Series B, Statistical methodology | | 2004 | 1 198 | 697 | ||
| Robust tests of predictive accuracy | Metron | | 2004 | 468 | 0 | ||
| Robust Binary Regression with Continuous Outcomes | Canadian journal of statistics | | 2004 | 465 | 1 | ||
| Robust GMM analysis of models for the short rate process | Journal of Empirical Finance | 2003 | 596 | 0 | |||
| Robust Indirect Inference | Journal of the American Statistical Association | 2003 | 540 | 0 | |||
| Saddlepoint approximations and tests based on multivariate M -estimates | Annals of statistics | | 2003 | 544 | 0 | ||
| Estimation of Generalized Linear Latent Variable Models | | 2003 | 1 134 | 529 | |||
| A journey in single steps: robust one-step M-estimation in linear regression | Journal of Statistical Planning and Inference | 2002 | 723 | 0 | |||
| Between stability and higher-order asymptotics | Statistics and computing | 2001 | 521 | 0 | |||
| Robust Inference for Generalized Linear Models | Journal of the American Statistical Association | | 2001 | 848 | 1 206 | ||
| Robust inference with GMM estimators | Journal of Econometrics | 2001 | 745 | 0 | |||
| Resistant Selection of the Smoothing Parameter for Smoothing Splines | Statistics and computing | | 2001 | 741 | 380 | ||
| Robust Regression Methods and Model Selection | Data Segmentation and Model Selection for Computer Vision, eds. A. Bab-Hadiashar and D. Suter | 2000 | 423 | 0 | |||
| Panel Data Econometrics : Future Directions, Papers in Honour of Professor Pietro Balestra | 2000 | 631 | 0 | ||||
| Bias-Calibrated Estimation from Sample Surveys Containing Outliers | Journal of the Royal Statistical Society. Series B, Statistical methodology | 1998 | 634 | 0 | |||
| Introduction to Daniels (1954) : Saddlepoint Approximation in Statistics | Breakthroughs in Statistics, Vol. III | 1997 | 470 | 0 | |||
| Resistant Modelling of Income Distributions and Inequality Measures | The Practice of Data Analysis: Essays in Honor of John W. Tukey | | 1997 | 961 | 385 | ||
| Robust Estimation for Grouped Data | Journal of the American Statistical Association | 1997 | 496 | 0 | |||
| Conference on Statistical Science Honouring the Bicentennial of Stefano Franscini's Birth | 1997 | 569 | 0 | ||||
| Robustness Aspects of Model Choice | Statistica sinica | 1997 | 446 | 0 | |||
| Robust Inference : The Approach Based on Influence Functions | Handbook of Statistics | 1997 | 532 | 0 | |||
| A Comparison of Saddlepoint Approximations for Marginal Distributions | Computing Science and Statistics | 1997 | 466 | 0 | |||
| Robust Linear Model Selection by Cross-Validation | Journal of the American Statistical Association | 1997 | 675 | 0 | |||
| Robust inference by influence functions | Journal of Statistical Planning and Inference | 1997 | 565 | 0 | |||
| Robust estimators for simultaneous equations models | Journal of Econometrics | 1997 | 574 | 0 | |||
| General Saddlepoint Approximations of Marginal Densities and Tail Probabilities | Journal of the American Statistical Association | 1996 | 530 | 0 | |||
| Some Recent Developments in Saddlepoint Approximations | Proceedings of the 38th Meeting of the Italian Statistical Society | 1996 | 453 | 0 | |||
| Robust Estimation of Income Distribution Models with Grouped Data | 1996 | 475 | 0 | ||||
| Are Grouped Data Robustly Fitted? | | 1995 | 904 | 488 | |||
| Robust Bounded-Influence Tests in General Parametric Models | Journal of the American Statistical Association | 1994 | 601 | 0 | |||
| Robust Model Selection | Transactions of the Twelfth Prague Conference | 1994 | 483 | 0 | |||
| A Robust Version of Mallows's Cp | Journal of the American Statistical Association | 1994 | 648 | 0 | |||
| Robust Methods for Personal-Income Distribution Models | Canadian journal of statistics | 1994 | 564 | 0 | |||
| Empirical Saddlepoint Approximations for Multivariate M- Estimators | Journal of the Royal Statistical Society. Series B, Statistical methodology | 1994 | 609 | 0 | |||
| New directions in statistical data analysis and Robustness | 1993 | 582 | 0 | ||||
| On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators | Biometrika | 1993 | 610 | 0 | |||
| Optimal Robust Estimators for the Concentration Parameter of a von Mises-Fisher Distribution | The Art of Statistical Science : A Tribute to G.S. Watson | 1992 | 488 | 0 | |||
| Robust M-Type Testing Procedures for Linear Models | Directions in Robust Statistics and Diagnostics: Part I | 1991 | 582 | 0 | |||
| Least Median of Squares Estimation in Power Systems , Discussion of the paper by L. Mili, V. Phaniraj, P.J. Rousseeuw | IEEE Transactions on Power Systems | 1991 | 523 | 0 | |||
| An Overview of Small Sample Asymptotics | Directions in Robust Statistics and Diagnostics : Part I | 1991 | 467 | 0 | |||
| Statistique et Probabilités: Une Introduction | 1991 | 483 | 0 | ||||
| Small sample asymptotics: a review with applications to robust statistics | Computational statistics & data analysis | 1990 | 558 | 0 | |||
| Small Sample Asymptotics and Bootstrap | Quaderni di Statistica | 1990 | 502 | 0 | |||
| Small Sample Asymptotics | 1990 | 563 | 0 | ||||
| Robust statistics: the approach based on influence functions | 1989 | 610 | 0 | ||||
| Bounded Influence Inference in Regression: A Review | Statistical Data Analysis Based on the L1-Norm and Related Methods | 1987 | 496 | 0 | |||
| Robust C(α)-Type Tests for Linear Models | Sankhya. Series A | 1987 | 506 | 0 | |||
| Robust statistics: the approach based on influence functions | 1986 | 1 247 | 0 | ||||
| Variance etable r-estimators | Statistics | 1986 | 543 | 0 | |||
| General Saddlepoint Approximations with Applications to L Statistics | Journal of the American Statistical Association | 1986 | 591 | 0 | |||
| Robust Estimators for Regression Models | Quantity and quality in economic research | 1985 | 466 | 0 | |||
| Change-of-variance sensitivities in regression analysis | Probability theory and related fields | 1985 | 552 | 0 | |||
| Robust model selection in regression | Statistics & probability letters | 1985 | 429 | 0 | |||
| A tail area influence function and its application to testing | Sequential analysis | 1985 | 542 | 0 | |||
| The Change-of-Variance Function and Robust Estimators of Regression | Proceeding of the American Statistical Association Meeting | 1983 | 477 | 0 | |||
| Robust Testing in Linear Models: The Infinitesimal Approach | | 1982 | 792 | 211 | |||
| Handouts for the Instructional Meeting on "Robust Statistical Methods" | 15th European Meeting of Statisticians | 1982 | 416 | 0 | |||
| Robust Alternatives to the F-Test for the Linear Model | Probability and Statistical Inference | 1982 | 437 | 0 | |||
| Influence curves of general statistics | Journal of computational and applied mathematics | 1981 | 527 | 0 | |||
| The Change-of-Variance Curve and Optimal Redescending M-Estimators | Journal of the American Statistical Association | 1981 | 526 | 0 | |||
| Infinitesimal Stability of the Asymptotic Variance of M-Estimators With Finite Rejection Point | Proceedings of the American Statistical Association Meeting | 1980 | 417 | 0 | |||
| Robustheitseigenschaften von Tests | | 1979 | 612 | 173 |
