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https://doi.org/10.2307/2285834
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Determining Efficient Scan-Patterns for 3-D Object Recognition Using Spin Images
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Monte Carlo Investigation of Robust Methods
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Quelques Aspects De La Statistique Robuste
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Asymptotic Normality of the Recursive M-estimators of the Scale Parameters
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Nonparametric estimation in heteroskedastic regression
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An introduction to based statistical data analysis
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Weak convergence of bounded influence regression estimates with applications to repeated significance testing
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An alternative derivation of aligned rank tests for regression
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Aligned rank tests for the linear model with heteroscedastic errors
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Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
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Two-stage Huber estimation
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On the asymptotic behavior of one-step estimates in heteroscedastic regression models
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Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
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A journey in single steps: robust one-step M-estimation in linear regression
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Reweighting approximate GM estimators: Asymptotics and residual-based graphics
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SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
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Empirical distribution function under heteroscedasticity
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Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
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Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
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Some results on generalized regression quantiles
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Basic structure of the asymptotic theory in dynamic nonlinear econometric models
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The asymptotics for studentized K-Step M-Estimators of location
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Semiparametric estimation of warranty costs
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An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator*
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Modelos logisticos para dados binarios
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Regularization of Wavelet Approximations
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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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Partially Linear Hazard Regression for Multivariate Survival Data
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Profile-kernel likelihood inference with diverging number of parameters
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The Impact of Levene’s Test of Equality of Variances on Statistical Theory and Practice
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Robust error-term-scale estimate
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Strong oracle optimality of folded concave penalized estimation
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Least quantile regression via modern optimization
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Variable Selection for Cox's proportional Hazards Model and Frailty Model
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Asymptotics of reweighted estimators of multivariate location and scatter
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Functional stability of one-step GM-estimators in approximately linear regression
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Direct use of regression quantiles to construct confidence sets in linear models
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Quasi-likelihood models and optimal inference
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Estimating multiplicative and additive hazard functions by kernel methods
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Instrumental weighted variables under heteroscedasticity, Part II - Numerical study
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A New Forecasting Model for USD/CNY Exchange Rate
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ONE-STEP-M-ESTIMATORS IN CONDITIONALLY CONTAMINATED LINEAR MODELS
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Estimation of a Multiplicative Covariance Structure
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Analysis of the Forward Search using some new results for martingales and empirical processes
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An approach to clustering biological phenotypes
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SDFS: A Standardization Technique for Nonparametric Analysis
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Optimally combined estimation for tail quantile regression
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