Some citations of the book “Robust Statistical Procedures. Asymptotics and Interrelations”
By J. Jurečková and P.K.Sen
August 19, 2009
AN EFFICIENT CLASS OF WEIGHTED TRIMMED MEANS FOR LINEAR REGRESSION MODELS.
Lin-An Chen, Statistica Sinica 7(1997), 669-686
Studentized robust statistics in multivariate randomized block design
TA Shiraishi - Journal of Nonparametric Statistics, 1998 - informaworld.com
Studentized robust statistics for, main effects in a two-factor manova
T Shiraishi - Communications in Statistics-Theory and Methods, 1999 - informaworld.com
Dealer Polling with Noisy Reporting of Interest Rates. Jeremy Berkowitz
The Journal of Fixed Income 1999, Vol. 9, No. 1: pp. 47-54
DOI: 10.3905/jfi.1999.31922
Robust CUSUM-M test in the presence of long-memory disturbances (2000)
by Philipp Sibbertsen
http://www.statistik.uni-dortmund.de/sfb475/berich
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
M Hallin, C Koell, BJM Werker - Journal of Statistical Planning and Inference, 2000 – Elsevier
Maxbias curves of robust scale estimators based on subranges C Croux, G Haesbroeck - Metrika,
2001 – Springer
Parametric Statistical Modeling by Minimum Integrated Square Error
David W. Scott Technometrics, Vol. 43, No. 3, Special Tukey Memorial Issue (Aug., 2001),
pp. 274-285
ESTIMATORS FOR THE LINEAR REGRESSION MODEL BASED ON WINSORIZED
OBSERVATIONS
L-A Chen, A. H. Welsh and W. Chan
Statistica Sinica 11(2001), 147-172
Estimators for the linear regression model based on Winsorized observations LA Chen, AH
Welsh, W Chan - Statistica Sinica, 2001 - stat.sinica.edu.tw
R-estimation for arma models
J Allal, A Kaaouach, D paindaveine - Journal of Nonparametric Statistics, 2001 - informaworld.com
Induced cores and their use in robust parametricEestimation
Z.Fabián
Communications in Statistics - Theory and Methods, Volume 30, Issue 3 2001 , pages 537 - 555
[Book]
Foundations of Statistical Analyses and Applications With Sas
M Falk, F Marohn, B Tewes - 2002 - books.google.com
Strong consistency of M-estimates in linear models, ZHAO Lincheng
Strong consistency of M-estimates in linear models
Z Lincheng - Science in China Series A-Mathematics, 2002 - scichina.com
Robust Inference F Hampel - Encyclopedia of Environmetrics, 2002 - stat.math.ethz.ch
R-estimation in Autoregression with Square-Integrable Score Function K Mukherjee, ZD Bai Journal of Multivariate Analysis, 2002 - statistics.nus.edu.sg
Robust Type Gauss-Markov Theorem and Rao's First Order Efficiency for the Symmetric
Trimmed Mean
P Thompson, EK Yang, LA Chen - TAIWANESE JOURNAL OF MATHEMATICS, 2002 - math.nthu.edu.tw
TAIWANESE JOURNAL OF MATHEMATICS Vol. 6, No. 3, pp. 355-367
Projection-Based Depth Functions and Associated Medians. Yijun Zuo.
The Annals of Statistics, Vol. 31, No. 5, 1460-1490, 2003.
AUDIT RISK STUDIES: SAMPLING DESIGN AND BAYESIAN BASED MODELS
Carlos N. Bouza, REVISTA INVESTIGACION OPERACIONAL Vol. 24, No. 1, 2003
Convergence of estimated optimal inventory levels in models with probabilistic demands
Bouza Carlos N. Yugoslav Journal of Operations Research 2003, vol. 13/2, 217-227
On multivariate quantile regression. Biman Chakraborty Journal of Statistical Planning and
Inference Volume 110, Issues 1-2, 2003, Pages 109-132
Convergence of estimated optimal inventory levels in models with probabilistic demands CN Bouza - Yugoslav Journal of Operations Research, 2003 – KoBSON
Bahadur representation and its applications fo local polynomial estimates in nonparametric
M- … SY Hong - Journal of Nonparametric Statistics, 2003 - informaworld.com
BAHADUR REPRESENTATION AND ITS APPLICATIONS FOR LOCAL POLYNOMIAL
ESTIMATES IN NONPARAMETRIC M -REGRESSION
Sheng-Yan Hong
Journal of Nonparametric Statistics, 1029-0311, Volume 15, Issue 2, 2003, Pages 237 – 251
Bootstrap in Detection of Changes in Linear Regression M Huskova, J Picek - Sankhya: The Indian
Journal of Statistics, 2005 - sankhya.isical.ac.in
Robust estimation under progressive censoring
I Basak, N Balakrishnan - Computational Statistics and Data Analysis, 2003 – Elsevier
LS-SVM Regression Modelling and its Applications J De Brabanter - PhD thesis, Faculty of
Engineering, KU Leuven 2004
Blowing number of a distribution for a statistics and loyal estimators P Barbe, M Broniatowski Statistics and Probability Letters, 2004 – Elsevier
Median-of-Subsets Normalization of Intensities for cDNA Array Data
Robert R. Delongchamp, Cruz Velasco, Mehdi Razzaghi, Angela Harris, Dan Casciano.
DNA and Cell Biology. October 2004, 23(10): 653-659. doi:10.1089/dna.2004.23.653.
ASYMPTOTIC CONFIDENCE INTERVALS BASED ON M-PROCEDURES IN ONEAND TWO-SAMPLE MODELS T Shiraishi - Journal of the Japan Statistical Society, 2004 - scipress.org
Sign-constrained robust least squares, subjective breakdown point and the effect of weights of
… P Xu - Journal of Geodesy, 2005 – Springer
Bahadur Representation for the Nonparametric M-Estimator Under alpha-mixing Dependence
Y CHENG, JANG DE GOOIJER - papers.ssrn.com
TI 2005-067/4 Tinbergen Institute Discussion Paper
On consistency of redescending M-kernel smoothers M Hillebrand, CH Müller - Metrika, 63/1 2006
Pages 71-90 – Springer
Semiparametrically efficient rank-based inference for shape. II. Optimal R-estimation of
shape. Marc Hallin, Hannu Oja and Davy Paindaveine Ann. Statist. Volume 34, Number 6 (2006),
2757-2789.
A PARAMETRIC MODEL FOR DISCRETE-VALUED TIME SERIES
M JANZURA, S KATINA, R WELLMANN, CH MULLER - PROBASTAT 2006 The Fifth International
Conference on … - aiolos.um.savba.sk
Optimal R-estimation of shape M Hallin, H Oja, D Paindaveine - PDF (http://...) center.uvt.nl
Calculation of simplicial depth estimators for polynomial regression with applications
R Wellmann, S Katina, CH Müller - Computational Statistics and Data Analysis, 2007 – Elsevier
Robust discriminant analysis K Joossens - 2006 - repository.libis.kuleuven.ac.be
Monte Carlo sampling-based methods in stochastic programming [electronic resource]
G Bayraksan, DP Morton - 2006 - dspace.lib.utexas.edu
Locating Multiple Interacting Quantitative Trait Loci Using Rank-Based Model Selection
M Zak, A Baierl, M Bogdan, A Futschik - Genetics, 2007 - Genetics Soc America
Robust weighted one-way ANOVA: Improved approximation and efficiency E Kulinskaya, MB
Dollinger - Journal of Statistical Planning and Inference, 2007 – Elsevier
Rate of Convergence in Recursive Parameter Estimation Procedures T Sharia - Arxiv preprint
arXiv:0705.1767, 2007 - arxiv.org
Rank-based estimation for all-pass time series models
B Andrews, RA Davis, FJ Breidt - Annals of Statistics, 2007 - projecteuclid.org
Consistency of completely outlier-adjusted simultaneous redescending M-estimators of
location and scale. M. Bachmaier. AStA Advances in Statistical Analysis 91/2, 197-219, 2007.
Recursive parameter estimation: convergence
T Sharia - Statistical Inference for Stochastic Processes – Springer
Robust tests in the linear model T Rothenberg, S Thompson - 2003 - Working paper
Autocorrelated residuals of least trimmed squares regression
J Kalina - Proceedings of contributed papers, Week of doctoral students …, 2002
Higher order asymptotics for the MSE of the median on shrinking neighborhoods
P Ruckdeschel - sign (x) - old.uni-bayreuth.de
Snack chips fried in corn oil alleviate cardiovascular disease risk factors when substituted for
low … MP St-Onge, I Aban, A Bosarge, B Gower, KD Hecker, … - American Journal of Clinical Nutrition,
2007 - Am Soc Nutrition
Redescending M-estimators in regression analysis, cluster analysis and image analysis
C.H.Mueller, mathematik.uni-kassel.de
Recursive Parameter Estimation: Asymptotic expansion
T Sharia - Arxiv preprint arXiv:0705.1783, 2007 - arxiv.org
PATTERN RECOGNITION VIA ROBUST SMOOTHING WITH APPLICATION TO LASER
DATA. Carlo Grillenzoni, Australian & New Zealand Journal of Statistics 49/2, 137 – 153.
M-Estimation in Nonlinear Regression for Longitudinal Data
M. Orsakova, KYBERNETIKA | VOLUME 43 ( 2007 ) , NUMBER 1 , PAGES 61 - 74
Consistency of completely outlier-adjusted simultaneous redescending M-estimators of
location and …
M Bachmaier - AStA Advances in Statistical Analysis, 2007 – Springer
Robust discriminant analysis
E Wetenschappen, K JOOSSENS - repository.libis.kuleuven.be
Robust inference B Aims, S Results - doi.wiley.com
Monte Carlo Sampling-Based Methods in Stochastic Programming
L Lasdon, E Popova - lib.utexas.edu
2007 volume 39 (7) pages 1752–1769 Outliers and spatial dependence in cross-sectional
regressions J Mur, J Lauridsen - envplan.com
Robust estimation in finite population sampling M Ghosh - projecteuclid.org
Semiparametrically efficient inference based on signs and ranks for median-restricted models
M Hallin, C Vermandele, BJM Werker - Journal of the Royal Statistical Society: Series B 2008- Blackwell
Synergy
Robust Online Scale Estimation in Time Series: A Regression-Free Approach S GELPER, K
SCHETTLINGER, C CROUX, U GATHER - papers.ssrn.com
Royal Holloway ORP Estimation - ma.rhul.ac.uk
Studentized robust statistics in two-way Manova with interaction T. Shiraishi - math.chuo-u.ac.jp
ECONOMIC TIME SERIES ANALYSIS: GRANGER CAUSALITY AND ROBUSTNESS
E Wetenschappen, S GELPER - econ.kuleuven.be
Locating multiple interacting quantitative trait loci using rank-based model selection
WW Technology, P Wroclaw - Genetics - Genetics Soc America . Malgorzata ˙ Zak, Andreas Baierl,
Malgorzata Bogdan and Andreas Futschik
Actuarial Theory for Dependent Risks: Measures, Orders, and Models, by M. Denuit, J.
Dahaene
B Statistics, CD Making - TECHNOMETRICS, 2007 - qualityprogress.asq.org
Actuarial Theory for Dependent Risks: Measures, Orders, and Models, by M. Denuit, J.
Dahaene B Statistics, CD Making - TECHNOMETRICS, 2007 - qualityprogress.asq.org
Kendall’s tau in high-dimensional genomic parsimony
IMS Collections, JK Ghosh - projecteuclid.org
SHARP PROBABILITY INEQUALITIES AND CONSERVATIVE TESTING
PROCEDURES FOR STUDENTIZED PROCESSES AND …
H Victor, R Ibragimov - economics.harvard.e
Test for intercept after pre-testing on slope-a robust method
RM Yunus, S Khan - 2007 - eprints.usq.edu.au
Redescending M-estimators C Muller - log - member.uni-oldenburg.de
Nonparametric Inferences on Conditional Quantile Processes C GOH - papers.ssrn.com
Omnibus tests for the error distribution in the linear regression model M HUSKOVÁ - Statistics,
2007 - informaworld.com
M-Estimators Based on Inverse Probability Weighted Estimating Equations with Response
Missing at … Q WANG - Communications in Statistics-Theory and Methods, 2007 - informaworld.com
Interuniversity Attraction Pole OREOF SHAPE - stat.ucl.ac.be
Rank-based estimation for autoregressive moving average time series models B Andrews Journal of Time Series Analysis, 2008 - Blackwell Synergy
THE MEAN RESIDUAL LIFE WITH A CONCOMITANT
UJ Dixit, MRS Eds - Statistical Inference and Design of Experiments, 1999 - Narosa Pub House
Robust online scale estimation in time series
S Gelper, K Schettlinger, C Croux, U Gather - dspace.hrz.uni-dortmund.de
Calculation of simplicial depth estimators for polynomial regression with applications R.
Wellmann, S. Katina, Ch.H.Mueller.Computational Statistics & Data Analysis 51 /10, 5025-5040, 2007
Outliers and spatial dependence in cross-sectional regressions. J. Mur and J. Lauridsen.
Environment and Planning A, 2007, volume 39, pages 1752 – 1769
Recursive parameter estimation: convergence. Teo Sharia. Statistical Inference for Stochastic
Processes 11/2, 2008.
TESTING PROCEDURES BASED ON THE EMPIRICAL CHARACTERISTIC FUNCTIONS I
GOODNESS-OF-FIT, TESTING FOR SYMMETRY AND INDEPENDENCE Marie Huskova — Simos G.
Meintanis. Tatra Mt. Math. Publ. 39 (2008), 225–233