| Publication | Date of Publication | Type |
|---|
| High breakdown point robust estimators with missing data | 2022-05-16 | Paper |
| Optimal robust estimators for families of distributions on the integers | 2021-12-27 | Paper |
| A robust proposal of estimation for the sufficient dimension reduction problem | 2021-11-22 | Paper |
| Robust doubly protected estimators for quantiles with missing data | 2021-01-25 | Paper |
| M estimators based on the probability integral transformation with applications to count data | 2020-04-22 | Paper |
| Forecasting Multiple Time Series With One-Sided Dynamic Principal Components | 2020-01-15 | Paper |
| A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter | 2019-09-18 | Paper |
| Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample | 2019-09-11 | Paper |
| Robust Statistics | 2019-03-13 | Paper |
| Initial robust estimation in generalized linear models | 2019-02-21 | Paper |
| High finite-sample efficiency and robustness based on distance-constrained maximum likelihood | 2018-11-23 | Paper |
| Robust functional linear regression based on splines | 2018-10-19 | Paper |
| Robust estimation for vector autoregressive models | 2018-10-19 | Paper |
| Robust minimum information loss estimation | 2018-10-19 | Paper |
| Robust tests for linear regression models based on \(\tau\)-estimates | 2018-08-15 | Paper |
| Robust and efficient estimation of multivariate scatter and location | 2018-08-14 | Paper |
| Robust estimators of accelerated failure time regression with generalized log-gamma errors | 2018-08-14 | Paper |
| Multivariate location and scatter matrix estimation under cellwise and casewise contamination | 2018-08-07 | Paper |
| Robust and sparse estimators for linear regression models | 2018-08-07 | Paper |
| Robust nonlinear principal components | 2016-02-23 | Paper |
| Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination | 2015-09-25 | Paper |
| Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination | 2015-09-25 | Paper |
| Robust Response Transformations Based on Optimal Prediction | 2015-06-22 | Paper |
| Robust and efficient estimation of high dimensional scatter and location | 2015-04-13 | Paper |
| Composite Robust Estimators for Linear Mixed Models | 2014-07-08 | Paper |
| Dynamic Principal Components in the Time Domain | 2014-06-17 | Paper |
| Correcting MM estimates for ``fat data sets | 2014-04-14 | Paper |
| Optimal robust estimates using the Hellinger distance | 2014-04-01 | Paper |
| Robust estimators for generalized linear models | 2014-01-23 | Paper |
| High finite-sample efficiency and robustness based on distance-constrained maximum likelihood | 2013-11-20 | Paper |
| Robust location estimation with missing data | 2013-10-09 | Paper |
| Continuity and differentiability of regression M functionals | 2013-01-17 | Paper |
| Robust accelerated failure time regression | 2012-09-15 | Paper |
| \(M\)-estimators for isotonic regression | 2012-07-06 | Paper |
| Projection Estimators for Generalized Linear Models | 2011-10-28 | Paper |
| A new projection estimate for multivariate location with minimax bias | 2010-05-05 | Paper |
| The sliced inverse regression algorithm as a maximum likelihood procedure | 2009-08-05 | Paper |
| Robust estimation for ARMA models | 2009-06-04 | Paper |
| Propagation of outliers in multivariate data | 2009-02-25 | Paper |
| Robust Box-Cox transformations based on minimum residual autocorrelation | 2008-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3535298 | 2008-11-10 | Paper |
| Optimal robust estimates using the Kullback-Leibler divergence | 2008-09-29 | Paper |
| Robust estimates for GARCH models | 2008-08-06 | Paper |
| High breakdown point robust regression with censored data | 2008-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310540 | 2007-10-11 | Paper |
| Robust estimation for linear regression with asymmetric errors | 2006-09-11 | Paper |
| Robust estimation for the multivariate linear model based on a \(\tau\)-scale | 2006-08-14 | Paper |
| Robust Statistics | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5290282 | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5290298 | 2006-04-28 | Paper |
| A Dirichlet random coefficient regression model for quality indicators | 2006-01-10 | Paper |
| Robust nonparametric inference for the median | 2005-02-28 | Paper |
| Robust regression quantiles. | 2004-05-27 | Paper |
| Adaptively truncated maximum likelihood regression with asymmetric errors. | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458426 | 2004-03-17 | Paper |
| Robust estimates for arch processes | 2003-10-22 | Paper |
| Projection estimates of multivariate location | 2003-08-10 | Paper |
| Combining locally and globally robust estimates for regression | 2003-05-19 | Paper |
| Optimal robust \(M\)-estimates of location | 2002-11-14 | Paper |
| A class of robust and fully efficient regression estimators | 2002-11-14 | Paper |
| Relationships between maximum depth and projection regression estimates | 2002-08-28 | Paper |
| A Class of Locally and Globally Robust Regression Estimates | 2002-07-30 | Paper |
| A Fast Procedure for Outlier Diagnostics in Large Regression Problems | 2002-07-30 | Paper |
| Quantile estimation for a selected normal population | 2002-07-28 | Paper |
| Robust Estimation in Vector Autoregressive Moving-Average Models | 2001-03-01 | Paper |
| Robust regression with both continuous and categorical predictors | 2001-02-18 | Paper |
| Improving bias-robustness of regression estimates through projections | 2000-07-25 | Paper |
| Functional stability of one-step GM-estimators in approximately linear regression | 1999-11-09 | Paper |
| Robust estimation of variance components | 1999-07-04 | Paper |
| Optimal locally robust M-estimates of regression | 1999-06-14 | Paper |
| Local and global robustness of regression estimators | 1998-02-12 | Paper |
| Robust estimation in simultaneous equations models | 1997-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866159 | 1996-04-18 | Paper |
| The Behavior of the Stahel-Donoho Robust Multivariate Estimator | 1995-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839618 | 1995-08-30 | Paper |
| A goodness-of-fit test based on ranks for arma models | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322326 | 1995-03-20 | Paper |
| A minimax-bias property of the least \(\alpha\)-quantile estimates | 1994-10-25 | Paper |
| Efficiency of MM- and \(\tau\)-estimates for finite sample size | 1994-07-05 | Paper |
| Bias-robust estimates of regression based on projections | 1993-12-02 | Paper |
| Estimators based on ranks for arma models | 1993-10-11 | Paper |
| Robust analysis of variance for a randomized block design | 1993-10-07 | Paper |
| Bias-robust estimators of multivariate scatter based on projections | 1993-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976176 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976432 | 1992-06-26 | Paper |
| The maximum bias of robust covariances | 1992-06-25 | Paper |
| The Breakdown Point of Simultaneous General M Estimates of Regression and Scale | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5753379 | 1990-01-01 | Paper |
| Min-max bias robust regression | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729201 | 1989-01-01 | Paper |
| High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale | 1988-01-01 | Paper |
| High breakdown-point and high efficiency robust estimates for regression | 1987-01-01 | Paper |
| Qualitative robustness for stochastic processes | 1987-01-01 | Paper |
| Tests based on weighted rankings in complete blocks: exact distribution and monte carlo simulation | 1987-01-01 | Paper |
| Influence functionals for time series (with discussion) | 1986-01-01 | Paper |
| Efficiency of tests based on weighted rankings for equality of treatment effects in a complete randomized blocks layout | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3680116 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683344 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696313 | 1984-01-01 | Paper |
| Asymptotic behavior of general M-estimates for regression and scale with random carriers | 1981-01-01 | Paper |
| Asymptotic behavior of iterative m-estimators for the linear model | 1981-01-01 | Paper |
| Canonical variables as optimal predictors | 1980-01-01 | Paper |
| Multivariate Analysis of Variance in a Randomized Blocks Design when Covariance Matrices are Unequal | 1980-01-01 | Paper |
| Asymptotic behavior of M-estimators for the linear model | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3206151 | 1979-01-01 | Paper |
| Asymptotic behavior of iterative M-estimartors for location | 1979-01-01 | Paper |
| A Bivariate Test for the Detection of a Systematic Change in Mean | 1978-01-01 | Paper |
| Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances | 1977-01-01 | Paper |
| Location estimators based on linear combinations of modified order statistics | 1976-01-01 | Paper |
| Robust estimation in the linear model | 1974-01-01 | Paper |
| Asymptotically optimal Bayes sequential design of experiments for estimation | 1973-01-01 | Paper |
