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EFFICIENT HIGH-BREAKDOWN-POINT ESTIMATORS IN ROBUST REGRESSION: WHICH FUNCTION TO CHOOSE ?
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Christian Henning
Published/Copyright:
March 1, 1995
Published Online: 1995-03
Published in Print: 1995-03
© 2014 Oldenbourg Wissenschaftsverlag GmbH, Rosenheimer Str. 145, 81671 München
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Articles in the same Issue
- Contents
- AN APPLICATION OF THE ’MARTINGALE METHODS’ TO NON PARAMETRIC REGRESSION BASED ON CENSORED DATA
- EFFICIENT HIGH-BREAKDOWN-POINT ESTIMATORS IN ROBUST REGRESSION: WHICH FUNCTION TO CHOOSE ?
- ON THE ASYMPTOTIC EFFICIENCY OF THE SAMPLE CIRCULAR MEDIAN
- ASYMPTOTIC SUFFICIENCY OF POSTERIOR DENSITIES WITH RESPECT TO KULLBACK INFORMATION UNDER MARGINAL PROBABILITIES
- Asymptotic Behavior of Estimators of Cyclic Functional Parameters for some Nonstationary Processes
- MINIMAX- AND Γ-MINIMAX ESTIMATION OF A BOUNDED NORMAL MEAN UNDER LINEX LOSS
- INSTRUCTIONS TO AUTHORS
- Impressum
Articles in the same Issue
- Contents
- AN APPLICATION OF THE ’MARTINGALE METHODS’ TO NON PARAMETRIC REGRESSION BASED ON CENSORED DATA
- EFFICIENT HIGH-BREAKDOWN-POINT ESTIMATORS IN ROBUST REGRESSION: WHICH FUNCTION TO CHOOSE ?
- ON THE ASYMPTOTIC EFFICIENCY OF THE SAMPLE CIRCULAR MEDIAN
- ASYMPTOTIC SUFFICIENCY OF POSTERIOR DENSITIES WITH RESPECT TO KULLBACK INFORMATION UNDER MARGINAL PROBABILITIES
- Asymptotic Behavior of Estimators of Cyclic Functional Parameters for some Nonstationary Processes
- MINIMAX- AND Γ-MINIMAX ESTIMATION OF A BOUNDED NORMAL MEAN UNDER LINEX LOSS
- INSTRUCTIONS TO AUTHORS
- Impressum
