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Infinitesimal robustness for diffusions
Vecchia, Davide la; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 703-712
Persistent link: https://www.econbiz.de/10008736857
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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 628-641
Persistent link: https://www.econbiz.de/10002929809
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Theory and Methods - Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 628-641
Persistent link: https://www.econbiz.de/10006606911
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Infinitesimal Robustness for Diffusions
La Vecchia, Davide; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 703-713
Persistent link: https://www.econbiz.de/10008452546
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Higher-Order Infinitesimal Robustness
Vecchia, Davide La; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 107 (2012) 500, pp. 1546-1557
Persistent link: https://www.econbiz.de/10010059200