Volume 55; Issue 1-2

Metrika

Volume 55; Issue 1-2
1

Robust portfolio optimization

Lauprete, G. J., Samarov, A. M., Welsch, R. E.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 128 KB
english, 2002
2

Preface

Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 23 KB
english, 2002
3

An exchange algorithm for computing the least quartile difference estimator

Agull&#x000F3, , J.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 125 KB
english, 2002
4

Quantile models and estimators for data analysis

Jr., Gilbert W. Bassett, Tam, Mo-Yin S., Knight, Keith
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 257 KB
english, 2002
5

Estimation in the generalized Poisson model via robust testing

Bednarski, Tadeusz
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 124 KB
english, 2002
6

Algorithms to compute CM- and S-estimates for regression

Arslan, O., Edlund, O., Ekblom, H.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 142 KB
english, 2002
7

Robustness issues regarding content-corrected tolerance limits

Turrin Fernholz, Luisa
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 126 KB
english, 2002
8

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

He, Xuming, Kim, Mi-Ok
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 86 KB
english, 2002
9

Asymptotic distributions of some scale estimators in nonlinear models

Koul, Hira L.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 134 KB
english, 2002
10

Optimal weights of evidence with bounded influence

Morgenthaler, Stephan, Staudte, Robert
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 74 KB
english, 2002
11

Robust estimators for estimating discontinuous functions

M&#x000FC, ller, Christine H.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 107 KB
english, 2002
12

Small sample corrections for LTS and MCD

Pison, G., Aelst, S. Van, Willems, G.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 150 KB
english, 2002
13

A robust Hotelling test

Willems, G., Pison, G., Rousseeuw, P. J., Van Aelst, S.
Journal:
Metrika
Year:
2002
Language:
english
File:
PDF, 143 KB
english, 2002