-
3
-
-
21144480630
-
A bounded influence, high breakdown, efficient regression estimator
-
Coakley C.W., and Hettmansperger T.P. A bounded influence, high breakdown, efficient regression estimator. J. Amer. Statist. Assoc. 88 (1993) 872-880
-
(1993)
J. Amer. Statist. Assoc.
, vol.88
, pp. 872-880
-
-
Coakley, C.W.1
Hettmansperger, T.P.2
-
4
-
-
0000266501
-
Comparison of model misspecification diagnostics using residuals from least mean of squares and least median of squares fits
-
Cook R.D., Hawkins D.M., and Weisberg S. Comparison of model misspecification diagnostics using residuals from least mean of squares and least median of squares fits. J. Amer. Statist. Assoc. 87 (1992) 419-424
-
(1992)
J. Amer. Statist. Assoc.
, vol.87
, pp. 419-424
-
-
Cook, R.D.1
Hawkins, D.M.2
Weisberg, S.3
-
5
-
-
0002094270
-
The guinea pig of multiple regression
-
Reider H. (Ed)
-
Dodge Y. The guinea pig of multiple regression. In: Reider H. (Ed). Robust Statistics (1996) 91-117
-
(1996)
Robust Statistics
, pp. 91-117
-
-
Dodge, Y.1
-
6
-
-
0038021020
-
Adaptive combination of least squares and least absolute deviation estimators
-
Dodge Y. (Ed), Elsevier
-
1 Norm (1987), Elsevier 275-284
-
(1987)
1 Norm
, pp. 275-284
-
-
Dodge, Y.1
Jureckova, J.2
-
9
-
-
45949118391
-
1 norm in robust estimation
-
Dodge Y. (Ed), Elsevier Science, North Holland
-
1 Norm (1987), Elsevier Science, North Holland
-
(1987)
1 Norm
-
-
Huber, P.J.1
-
13
-
-
38249023709
-
Robust non-parametric regression estimation
-
Boente G., and Fraiman R. Robust non-parametric regression estimation. J. Multivariate Anal. 29 (1989) 180-198
-
(1989)
J. Multivariate Anal.
, vol.29
, pp. 180-198
-
-
Boente, G.1
Fraiman, R.2
-
15
-
-
84936916896
-
Robust locally weighted regression and smoothing scatter plots
-
Cleveland W.S. Robust locally weighted regression and smoothing scatter plots. J. Amer. Statist. Assoc. 74 (1979) 829-836
-
(1979)
J. Amer. Statist. Assoc.
, vol.74
, pp. 829-836
-
-
Cleveland, W.S.1
-
16
-
-
0010957787
-
Robust regression function estimation
-
Härdle W. Robust regression function estimation. J. Multivariate Anal. 14 (1984) 169-180
-
(1984)
J. Multivariate Anal.
, vol.14
, pp. 169-180
-
-
Härdle, W.1
-
18
-
-
0003049053
-
Robust non-parametric function fitting
-
Härdle W., and Gasser T. Robust non-parametric function fitting. J. Roy. Statist. Soc. B 46 (1984) 42-51
-
(1984)
J. Roy. Statist. Soc. B
, vol.46
, pp. 42-51
-
-
Härdle, W.1
Gasser, T.2
-
19
-
-
0002943590
-
Robust smoothing
-
Lanner E., and Wilkinson G. (Eds), Academic Press, New York
-
Huber P.J. Robust smoothing. In: Lanner E., and Wilkinson G. (Eds). Robustness in Statistics (1979), Academic Press, New York
-
(1979)
Robustness in Statistics
-
-
Huber, P.J.1
-
20
-
-
0000018365
-
Robust non-parametric autoregression
-
Robust and Nonlinear Time Series Analysis. Franke J., Härdle W., and Martin R.D. (Eds), Springer-Verlag
-
Robinson P. Robust non-parametric autoregression. In: Franke J., Härdle W., and Martin R.D. (Eds). Robust and Nonlinear Time Series Analysis. lecture notes in Statistics, #26 (1984), Springer-Verlag 247-255
-
(1984)
lecture notes in Statistics, #26
, pp. 247-255
-
-
Robinson, P.1
-
23
-
-
0039175067
-
Classical and Bayesian aspects of robust unit root inference
-
Hoek H., Lucas A., and van Dijk H.K. Classical and Bayesian aspects of robust unit root inference. J. Econometrics 69 (1995) 27-59
-
(1995)
J. Econometrics
, vol.69
, pp. 27-59
-
-
Hoek, H.1
Lucas, A.2
van Dijk, H.K.3
-
24
-
-
70350335227
-
Quasi-maximum likelihood as a parametric approach to robust estimation, working paper
-
Klein R., and Spady R. Quasi-maximum likelihood as a parametric approach to robust estimation, working paper. Bell Communication Research (1984)
-
(1984)
Bell Communication Research
-
-
Klein, R.1
Spady, R.2
-
26
-
-
21144473249
-
Robust estimation, non-normalities and generalized exponential distributions
-
Lye J.N., and Martin V.L. Robust estimation, non-normalities and generalized exponential distributions. J. Amer. Statist. Assoc. 88 (1993) 261-267
-
(1993)
J. Amer. Statist. Assoc.
, vol.88
, pp. 261-267
-
-
Lye, J.N.1
Martin, V.L.2
-
27
-
-
84974220416
-
Partially adaptive estimation of regression models via the generalized T distribution
-
McDonald J.B., and Newey W.K. Partially adaptive estimation of regression models via the generalized T distribution. Econometric Theory 4 (1988) 428
-
(1988)
Econometric Theory
, vol.4
, pp. 428
-
-
McDonald, J.B.1
Newey, W.K.2
-
28
-
-
84974220416
-
Partially adaptive estimation of regression models via the generalized T distribution
-
McDonald J.B., and Newey W.K. Partially adaptive estimation of regression models via the generalized T distribution. Econometric Theory 4 (1988) 457
-
(1988)
Econometric Theory
, vol.4
, pp. 457
-
-
McDonald, J.B.1
Newey, W.K.2
-
29
-
-
21344487778
-
On robustness for hypothesis testing
-
Perez A.Z. On robustness for hypothesis testing. Internat. Statist. Rev. 61 (1993) 369-385
-
(1993)
Internat. Statist. Rev.
, vol.61
, pp. 369-385
-
-
Perez, A.Z.1
-
30
-
-
70350324815
-
-
Welsh, A. H. and A. M. Richardson This
-
Welsh, A. H. and A. M. Richardson (This Volume)
-
-
-
-
32
-
-
0011337186
-
Robust estimation in the logistic regression model
-
Rider H. (Ed)
-
Bianco A.M., and Yohai V.J. Robust estimation in the logistic regression model. In: Rider H. (Ed). Robust Statistics (1996) 17-34
-
(1996)
Robust Statistics
, pp. 17-34
-
-
Bianco, A.M.1
Yohai, V.J.2
-
33
-
-
0040905382
-
High breakdown point estimators in logistic regression
-
Reider H. (Ed)
-
Christmann A. High breakdown point estimators in logistic regression. In: Reider H. (Ed). Robust Statistics (1996) 79-89
-
(1996)
Robust Statistics
, pp. 79-89
-
-
Christmann, A.1
-
34
-
-
0000889845
-
Binary regression models for contaminated data
-
Copas J.B. Binary regression models for contaminated data. J. Roy. Statist. Soc. B 50 (1988) 225-265
-
(1988)
J. Roy. Statist. Soc. B
, vol.50
, pp. 225-265
-
-
Copas, J.B.1
-
35
-
-
0001401420
-
Trimmed LAD and least squares estimation of truncated and censored regression models with fixed effects
-
Honore B.E. Trimmed LAD and least squares estimation of truncated and censored regression models with fixed effects. Econometrica 60 (1992) 533-565
-
(1992)
Econometrica
, vol.60
, pp. 533-565
-
-
Honore, B.E.1
-
36
-
-
0000647059
-
Pairwise difference estimators of censored and truncated regression models
-
Honore B.E., and Powell J.L. Pairwise difference estimators of censored and truncated regression models. J. Econometrics 64 (1994) 241-278
-
(1994)
J. Econometrics
, vol.64
, pp. 241-278
-
-
Honore, B.E.1
Powell, J.L.2
-
38
-
-
70350323890
-
Estimation of Type 3 Tobit model using symmetric trimming and pairwise comparisons
-
Forthcoming
-
Forthcoming. Honore B.E., Kyriazidou E., and Udry C. Estimation of Type 3 Tobit model using symmetric trimming and pairwise comparisons. J. Econometrics (1995)
-
(1995)
J. Econometrics
-
-
Honore, B.E.1
Kyriazidou, E.2
Udry, C.3
-
39
-
-
38249019490
-
Bounded influence estimators for the tobit model
-
Peracchi F. Bounded influence estimators for the tobit model. J. Econometrics 44 (1990) 107-126
-
(1990)
J. Econometrics
, vol.44
, pp. 107-126
-
-
Peracchi, F.1
-
40
-
-
0347208625
-
Robust M-estimators
-
Peracchi F. Robust M-estimators. Econom. Rev. 9 1 (1990) 1-30
-
(1990)
Econom. Rev.
, vol.9
, Issue.1
, pp. 1-30
-
-
Peracchi, F.1
-
42
-
-
0020148757
-
Resistant fits for some commonly used logistic models with medical applications
-
Pregibon D. Resistant fits for some commonly used logistic models with medical applications. Biometrics 38 (1982) 485-498
-
(1982)
Biometrics
, vol.38
, pp. 485-498
-
-
Pregibon, D.1
-
43
-
-
1842443635
-
Asymptotic normality of LAD estimator in censored regression models
-
Rao C.R., and Zhao L.C. Asymptotic normality of LAD estimator in censored regression models. Mathematical Methods of Statistics 2 (1993) 228-239
-
(1993)
Mathematical Methods of Statistics
, vol.2
, pp. 228-239
-
-
Rao, C.R.1
Zhao, L.C.2
-
44
-
-
34249759859
-
Recent contributions for censored regression models
-
Rao C.R., and Zhao L.C. Recent contributions for censored regression models. Metrika 42 (1995) 203-213
-
(1995)
Metrika
, vol.42
, pp. 203-213
-
-
Rao, C.R.1
Zhao, L.C.2
-
46
-
-
6044266361
-
Bounded influence errors in variables regression
-
Amer. Math. Soc.
-
Cheng C.L., and Van Ness J.W. Bounded influence errors in variables regression. Contemporary Mathematics. 112 (1990), Amer. Math. Soc. 227-242
-
(1990)
Contemporary Mathematics.
, vol.112
, pp. 227-242
-
-
Cheng, C.L.1
Van Ness, J.W.2
-
47
-
-
0347131583
-
Generalized M-estimates for the errors-in-variables models
-
Cheng C.L., and Van Ness J.W. Generalized M-estimates for the errors-in-variables models. Ann. Statist. 20 (1992) 385-397
-
(1992)
Ann. Statist.
, vol.20
, pp. 385-397
-
-
Cheng, C.L.1
Van Ness, J.W.2
-
49
-
-
0030371522
-
Robustness properties of inequality measures
-
Cowell F.A., and Victoria-Feser M. Robustness properties of inequality measures. Econometrica 64 (1996) 77-101
-
(1996)
Econometrica
, vol.64
, pp. 77-101
-
-
Cowell, F.A.1
Victoria-Feser, M.2
-
51
-
-
70350323892
-
On M-estimators of a linear functional relationship
-
Mokhtar B.A. On M-estimators of a linear functional relationship. J. Statist. Comput. Simul. 33 (1989) 287-314
-
(1989)
J. Statist. Comput. Simul.
, vol.33
, pp. 287-314
-
-
Mokhtar, B.A.1
-
53
-
-
84989454105
-
Robust methods for personal income distribution models
-
Victoria-Feser M., and Ronchetti E. Robust methods for personal income distribution models. Canadian J. Statist. 22 (1994) 247-258
-
(1994)
Canadian J. Statist.
, vol.22
, pp. 247-258
-
-
Victoria-Feser, M.1
Ronchetti, E.2
-
55
-
-
0037763176
-
Bounded influence estimation in the errors in variables setup
-
Statistical Analysis of Measurement Error Models and Applications. Brown P.J., and Fuller W.A. (Eds)
-
Yohai V.J., and Zamar R.H. Bounded influence estimation in the errors in variables setup. In: Brown P.J., and Fuller W.A. (Eds). Statistical Analysis of Measurement Error Models and Applications. Contemporary Mathematics 112 (1990) 243-248
-
(1990)
Contemporary Mathematics
, vol.112
, pp. 243-248
-
-
Yohai, V.J.1
Zamar, R.H.2
-
56
-
-
0000906458
-
Robust estimation in the errors-in-variables model
-
Zamar R.H. Robust estimation in the errors-in-variables model. Biometrika Vol. 76 No. 1 (1989) 149-160
-
(1989)
Biometrika
, vol.76
, Issue.1
, pp. 149-160
-
-
Zamar, R.H.1
-
57
-
-
21144482867
-
Bias robust estimation in orthogonal regression
-
Zamar R.H. Bias robust estimation in orthogonal regression. Ann. Statist. 20 (1992) 1875-1888
-
(1992)
Ann. Statist.
, vol.20
, pp. 1875-1888
-
-
Zamar, R.H.1
-
58
-
-
70350338985
-
Orthogonal regression M-estimators
-
Dept. of Statistics, University of Washington, New York
-
Zamar R.H. Orthogonal regression M-estimators. Ph. D. dissertation (1985), Dept. of Statistics, University of Washington, New York
-
(1985)
Ph. D. dissertation
-
-
Zamar, R.H.1
-
59
-
-
0001343732
-
Semiparametric estimation of regression models for panel data
-
Horowitz J.L., and Markatou M. Semiparametric estimation of regression models for panel data. Rev. Econ. Stud. 63 (1996) 145-168
-
(1996)
Rev. Econ. Stud.
, vol.63
, pp. 145-168
-
-
Horowitz, J.L.1
Markatou, M.2
-
60
-
-
70350341359
-
Outlier robust GMM estimation for linear panel data models
-
Erasmus University of Rotterdam, Seattle
-
Lucas A., Van Dijk R., and Kloek T. Outlier robust GMM estimation for linear panel data models. Discussion Paper TI 94-132 (1994), Erasmus University of Rotterdam, Seattle
-
(1994)
Discussion Paper TI 94-132
-
-
Lucas, A.1
Van Dijk, R.2
Kloek, T.3
-
61
-
-
0013832688
-
The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
-
Rao C.R. The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves. Biometrika 52 (1965) 447-458
-
(1965)
Biometrika
, vol.52
, pp. 447-458
-
-
Rao, C.R.1
-
63
-
-
21144461900
-
Robust singular value decompositions: A new approach to projection pursuit
-
Ammann L.P. Robust singular value decompositions: A new approach to projection pursuit. J. Amer. Statist. Assoc. 88 (1993) 505-514
-
(1993)
J. Amer. Statist. Assoc.
, vol.88
, pp. 505-514
-
-
Ammann, L.P.1
-
64
-
-
70350335221
-
A note on M-estimation of multivariate regression
-
Dept. of Statistics, The Pennsylvania State University
-
Bai Z.D., Rao C.R., and Wu Y.H. A note on M-estimation of multivariate regression. Tech. Report (1995), Dept. of Statistics, The Pennsylvania State University
-
(1995)
Tech. Report
-
-
Bai, Z.D.1
Rao, C.R.2
Wu, Y.H.3
-
65
-
-
8644248809
-
Robust Methods and Asymptotic Theory in Nonlinear Econometrics
-
Springer-Verlag, New York
-
Bierens H.J. Robust Methods and Asymptotic Theory in Nonlinear Econometrics. Lecture Notes in Economics and Mathematical Systems #192 (1981), Springer-Verlag, New York
-
(1981)
Lecture Notes in Economics and Mathematical Systems
, vol.192
-
-
Bierens, H.J.1
-
66
-
-
70350346750
-
Robust estimation for simultaneous equations models
-
forthcoming
-
forthcoming. Krishnakumar J., and Ronchetti E. Robust estimation for simultaneous equations models. J. of Econometrics (1996)
-
(1996)
J. of Econometrics
-
-
Krishnakumar, J.1
Ronchetti, E.2
-
67
-
-
0001337027
-
Projection-pursuit approach to robust dispersion matrices and principal components
-
Li G., and Chen Z. Projection-pursuit approach to robust dispersion matrices and principal components. J. Amer. Statist. Assoc. 80 (1985) 759-766
-
(1985)
J. Amer. Statist. Assoc.
, vol.80
, pp. 759-766
-
-
Li, G.1
Chen, Z.2
-
68
-
-
0002063041
-
Robust M-estimation of multivariate location and scatter
-
Maronna R.A. Robust M-estimation of multivariate location and scatter. Ann. Stat. 4 (1976) 51-67
-
(1976)
Ann. Stat.
, vol.4
, pp. 51-67
-
-
Maronna, R.A.1
-
70
-
-
0004833255
-
Bounded influence estimators for the SURE model
-
Peracchi F. Bounded influence estimators for the SURE model. J. Econometrics 48 (1991) 119-134
-
(1991)
J. Econometrics
, vol.48
, pp. 119-134
-
-
Peracchi, F.1
-
72
-
-
21344487734
-
Smoothed empirical likelihood confidence intervals for quantiles
-
Chen S.X., and Hall P. Smoothed empirical likelihood confidence intervals for quantiles. Ann. Statist. 21 (1993) 1161-1181
-
(1993)
Ann. Statist.
, vol.21
, pp. 1161-1181
-
-
Chen, S.X.1
Hall, P.2
-
73
-
-
0037538219
-
Comparing empirical likelihood and bootstrap hypothesis tests
-
Chen S.X. Comparing empirical likelihood and bootstrap hypothesis tests. J. Multivariate Anal. 51 (1994) 277-293
-
(1994)
J. Multivariate Anal.
, vol.51
, pp. 277-293
-
-
Chen, S.X.1
-
74
-
-
70350346749
-
Monte Carlo evidence on the behavior of the wild bootstrap in the presence of leverage points
-
Berkeley, July 1996
-
Davidson R., and Flachaire E. Monte Carlo evidence on the behavior of the wild bootstrap in the presence of leverage points. paper presented at the NSF Symposium on bootstrap Methods. Berkeley, July 1996 (1996)
-
(1996)
paper presented at the NSF Symposium on bootstrap Methods
-
-
Davidson, R.1
Flachaire, E.2
-
76
-
-
84974164969
-
Bootstrapping quantile regression estimators
-
Hahn J. Bootstrapping quantile regression estimators. Econometric Theory 11 (1995) 105-121
-
(1995)
Econometric Theory
, vol.11
, pp. 105-121
-
-
Hahn, J.1
-
78
-
-
0000422094
-
Asymptotics with increasing dimension for robust regression with applications to the bootstrap
-
Mammen E. Asymptotics with increasing dimension for robust regression with applications to the bootstrap. Ann. Statist. 17 (1989) 382-400
-
(1989)
Ann. Statist.
, vol.17
, pp. 382-400
-
-
Mammen, E.1
-
79
-
-
0001085733
-
Empirical likelihood for linear models
-
Owen A.B. Empirical likelihood for linear models. Ann. Statist. 19 (1991) 1725-1747
-
(1991)
Ann. Statist.
, vol.19
, pp. 1725-1747
-
-
Owen, A.B.1
-
80
-
-
0000135972
-
The Bayesian bootstrap
-
Rubin D. The Bayesian bootstrap. Ann. Statist. 9 (1981) 130-134
-
(1981)
Ann. Statist.
, vol.9
, pp. 130-134
-
-
Rubin, D.1
-
81
-
-
0041303304
-
Computation of high breakdown nonlinear regression parameters
-
Stromberg A.J. Computation of high breakdown nonlinear regression parameters. J. Amer. Statist. Assoc. 88 (1993) 237-244
-
(1993)
J. Amer. Statist. Assoc.
, vol.88
, pp. 237-244
-
-
Stromberg, A.J.1
-
83
-
-
0010861166
-
M-estimation and quantile estimation in the presence of auxiliary information
-
Zhang B. M-estimation and quantile estimation in the presence of auxiliary information. J. Statist. Plann. Inference 44 (1995) 77-94
-
(1995)
J. Statist. Plann. Inference
, vol.44
, pp. 77-94
-
-
Zhang, B.1
-
84
-
-
0347099968
-
Robust Bayesian analysis of selection models
-
Purdue University
-
Bayarri M.J., and Berger J.O. Robust Bayesian analysis of selection models. Tech. Report 93-6 (1993), Purdue University
-
(1993)
Tech. Report
, vol.93-6
-
-
Bayarri, M.J.1
Berger, J.O.2
-
86
-
-
38249019651
-
Robust Bayesian analysis: sensitivity to the prior
-
Berger J.O. Robust Bayesian analysis: sensitivity to the prior. J. Statist. Plann. Inference 25 (1990) 303-328
-
(1990)
J. Statist. Plann. Inference
, vol.25
, pp. 303-328
-
-
Berger, J.O.1
-
87
-
-
51649134515
-
An overview of robust Bayesian analysis (with discussion)
-
Berger J.O. An overview of robust Bayesian analysis (with discussion). TEST 3 (1994) 5-124
-
(1994)
TEST
, vol.3
, pp. 5-124
-
-
Berger, J.O.1
-
89
-
-
84974326063
-
Non-informative priors and Bayesian testing for the AR(1) model
-
Berger J.O., and Yang R.Y. Non-informative priors and Bayesian testing for the AR(1) model. Econometric Theory 10 (1994) 462-482
-
(1994)
Econometric Theory
, vol.10
, pp. 462-482
-
-
Berger, J.O.1
Yang, R.Y.2
-
90
-
-
0000298252
-
The instrinsic Bayes factor for model selection and prediction
-
Berger J.O., and Pericchi L.R. The instrinsic Bayes factor for model selection and prediction. J. Amer. Statist. Assoc. 91 (1996) 109-122
-
(1996)
J. Amer. Statist. Assoc.
, vol.91
, pp. 109-122
-
-
Berger, J.O.1
Pericchi, L.R.2
-
91
-
-
70350341360
-
-
Chamberlain, G. C. and G. Imbens (1996). See Section 9.
-
Chamberlain, G. C. and G. Imbens (1996). See Section 9.
-
-
-
-
92
-
-
38149148157
-
Bayesian robustness for multiparameter problems
-
Delampady M., and Dey D.K. Bayesian robustness for multiparameter problems. J. Statist. Plann. Inference 40 (1994) 375-382
-
(1994)
J. Statist. Plann. Inference
, vol.40
, pp. 375-382
-
-
Delampady, M.1
Dey, D.K.2
-
93
-
-
0000154718
-
Elimination of nuisance parameters with reference priors
-
Disco B. Elimination of nuisance parameters with reference priors. Biometrika 80 (1993) 295-304
-
(1993)
Biometrika
, vol.80
, pp. 295-304
-
-
Disco, B.1
-
94
-
-
0039522402
-
Robust Bayesian analysis using entropy and divergence measures
-
Dey D.K., and Birminal L.R. Robust Bayesian analysis using entropy and divergence measures. Stat. Prob. Letters 20 (1994) 287-294
-
(1994)
Stat. Prob. Letters
, vol.20
, pp. 287-294
-
-
Dey, D.K.1
Birminal, L.R.2
-
95
-
-
70350277765
-
Tales of testing Bayesians
-
Carter R.A.L., Dutta J., and Ullah A. (Eds), Springer-Verlag, New York
-
Dreze J.H., and Mouchart M. Tales of testing Bayesians. In: Carter R.A.L., Dutta J., and Ullah A. (Eds). Contributions to Econometric Theory and Applications (1990), Springer-Verlag, New York 345-366
-
(1990)
Contributions to Econometric Theory and Applications
, pp. 345-366
-
-
Dreze, J.H.1
Mouchart, M.2
-
96
-
-
0011675912
-
On Bayesian robustness of contaminated classes of priors
-
Gelfand A.E., and Dey D.K. On Bayesian robustness of contaminated classes of priors. Stat. Decisions 9 (1990) 63-80
-
(1990)
Stat. Decisions
, vol.9
, pp. 63-80
-
-
Gelfand, A.E.1
Dey, D.K.2
-
98
-
-
0029045966
-
Robust Bayesian methods for monitoring clinical trials
-
Greenhouse J.B., and Wasserman L. Robust Bayesian methods for monitoring clinical trials. Statistics in Medicine 14 (1995) 1379-1391
-
(1995)
Statistics in Medicine
, vol.14
, pp. 1379-1391
-
-
Greenhouse, J.B.1
Wasserman, L.2
-
99
-
-
0030538420
-
Local sensitivity of posterior expectations
-
Gustafson P. Local sensitivity of posterior expectations. Ann. Statist. 24 (1996) 174-195
-
(1996)
Ann. Statist.
, vol.24
, pp. 174-195
-
-
Gustafson, P.1
-
100
-
-
0030540780
-
Local sensitivity of inferences to prior marginals
-
Gustafson P. Local sensitivity of inferences to prior marginals. J. Amer. Statist. Assoc. 91 (1996) 774-781
-
(1996)
J. Amer. Statist. Assoc.
, vol.91
, pp. 774-781
-
-
Gustafson, P.1
-
101
-
-
0347419679
-
Local sensitivity diagnostics for Bayesian inference
-
Gustafon P., and Wasserman L. Local sensitivity diagnostics for Bayesian inference. Ann. Statist. 23 (1995) 2153-2167
-
(1995)
Ann. Statist.
, vol.23
, pp. 2153-2167
-
-
Gustafon, P.1
Wasserman, L.2
-
102
-
-
0011882576
-
-
Kadane J.B. (Ed), North Holland
-
In: Kadane J.B. (Ed). Robustness of Bayesian Analysis (1984), North Holland
-
(1984)
Robustness of Bayesian Analysis
-
-
-
104
-
-
0030327756
-
The selection of prior distributions by formal rules
-
Kass R.E., and Wasserman L. The selection of prior distributions by formal rules. J. Amer. Statist. Assoc. 91 (1996) 1343-1370
-
(1996)
J. Amer. Statist. Assoc.
, vol.91
, pp. 1343-1370
-
-
Kass, R.E.1
Wasserman, L.2
-
106
-
-
0000181744
-
Sensitivity in Bayesian statistics: the prior and the likelihood
-
Lavine M. Sensitivity in Bayesian statistics: the prior and the likelihood. J. Amer. Statist. Assoc. 86 (1991) 396-399
-
(1991)
J. Amer. Statist. Assoc.
, vol.86
, pp. 396-399
-
-
Lavine, M.1
-
107
-
-
0347419680
-
An approach to robust Bayesian analysis for multidimensional parameter spaces
-
Lavine M. An approach to robust Bayesian analysis for multidimensional parameter spaces. J. Amer. Statist. Assoc. 86 (1991) 400-401
-
(1991)
J. Amer. Statist. Assoc.
, vol.86
, pp. 400-401
-
-
Lavine, M.1
-
108
-
-
0000121312
-
Sets of posterior means with bounded variance priors
-
Leamer E.E. Sets of posterior means with bounded variance priors. Econometrica 50 (1983) 725-736
-
(1983)
Econometrica
, vol.50
, pp. 725-736
-
-
Leamer, E.E.1
-
109
-
-
57849098713
-
Sensitivity analysis would help
-
Leamer E.E. Sensitivity analysis would help. Amer. Econ. Rev. 75 (1985) 308-313
-
(1985)
Amer. Econ. Rev.
, vol.75
, pp. 308-313
-
-
Leamer, E.E.1
-
111
-
-
0346547964
-
Weak priors and sharp posteriors in simultaneous equations models
-
Maddala G.S. Weak priors and sharp posteriors in simultaneous equations models. Econometrica 44 (1976) 345-351
-
(1976)
Econometrica
, vol.44
, pp. 345-351
-
-
Maddala, G.S.1
-
112
-
-
70350339951
-
On Bayesian robustness: An asymptotic approach
-
Reider (Ed)
-
Pena D., and Zamar R.H. On Bayesian robustness: An asymptotic approach. In: Reider (Ed). Robust Statistics (1996) 361-374
-
(1996)
Robust Statistics
, pp. 361-374
-
-
Pena, D.1
Zamar, R.H.2
-
113
-
-
38149147568
-
Posterior robustness with more than one sampling model
-
Pericchi L.R., and Perez M.E. Posterior robustness with more than one sampling model. J. Statist. Plann. and Inference 40 (1994) 279-294
-
(1994)
J. Statist. Plann. and Inference
, vol.40
, pp. 279-294
-
-
Pericchi, L.R.1
Perez, M.E.2
-
114
-
-
0001792773
-
Weighted distributions arising out of methods of ascertainment: What population does a sample represent?
-
Atkinson A.C., and Fienberg S.E. (Eds), Springer-Verlag, Rotterdam
-
Rao C.R. Weighted distributions arising out of methods of ascertainment: What population does a sample represent?. In: Atkinson A.C., and Fienberg S.E. (Eds). A Celebration of Statistics the ISI centenary volume (1985), Springer-Verlag, Rotterdam 543-569
-
(1985)
A Celebration of Statistics the ISI centenary volume
, pp. 543-569
-
-
Rao, C.R.1
-
115
-
-
0006343819
-
Differential metrics in probability spaces
-
chat.5. Differential Geometry in Statistical Inference, IMS
-
chat.5. Rao C.R. Differential metrics in probability spaces. Differential Geometry in Statistical Inference. IMS Lecture Notes vol. 10 (1987), IMS
-
(1987)
IMS Lecture Notes
, vol.10
-
-
Rao, C.R.1
-
116
-
-
0006223529
-
-
International Publishing House, Hayward, Calif.
-
Rao C.R. Statistics and Truth (1989), International Publishing House, Hayward, Calif.
-
(1989)
Statistics and Truth
-
-
Rao, C.R.1
-
117
-
-
0010132153
-
Density based classes of priors: Infinitesimal properties and approximations
-
Ruggeri F., and Wasserman L. Density based classes of priors: Infinitesimal properties and approximations. J. Statist. Plann. and Inference 46 (1995) 311-324
-
(1995)
J. Statist. Plann. and Inference
, vol.46
, pp. 311-324
-
-
Ruggeri, F.1
Wasserman, L.2
-
119
-
-
0009148379
-
Bayesian approaches to outliers and robustness
-
Specifying Statistical Models. Florens J.P., Mouchart M., Raoult J.P., Simar L., and Smith A.F.M. (Eds), Springer-Verlag, USA
-
Smith A.F.M. Bayesian approaches to outliers and robustness. In: Florens J.P., Mouchart M., Raoult J.P., Simar L., and Smith A.F.M. (Eds). Specifying Statistical Models. Lecture Notes in Statistics #16 (1983), Springer-Verlag, USA 13-35
-
(1983)
Lecture Notes in Statistics #16
, pp. 13-35
-
-
Smith, A.F.M.1
-
120
-
-
0000083758
-
Recent methodological advances in robust Bayesian inference, (with discussion)
-
Bernardo J.M., Berger J.O., David A.P., and Smith A.F.M. (Eds), Oxford Univ. Press, Oxford
-
Wasserman L. Recent methodological advances in robust Bayesian inference, (with discussion). In: Bernardo J.M., Berger J.O., David A.P., and Smith A.F.M. (Eds). Bayesian Statistics 4 (1992), Oxford Univ. Press, Oxford 483-502
-
(1992)
Bayesian Statistics
, vol.4
, pp. 483-502
-
-
Wasserman, L.1
-
121
-
-
0030167648
-
The conflict between improper priors and robustness
-
Wasserman L. The conflict between improper priors and robustness. J. Statist. Plann. and Inference 52 (1995) 1-15
-
(1995)
J. Statist. Plann. and Inference
, vol.52
, pp. 1-15
-
-
Wasserman, L.1
-
123
-
-
0001839263
-
Bayesian methods and entropy in economics and econometrics
-
Grandy W.T., and Schick L.H. (Eds)
-
Zellner A. Bayesian methods and entropy in economics and econometrics. In: Grandy W.T., and Schick L.H. (Eds). Maximum Entropy and Bayesian Methods (1991)
-
(1991)
Maximum Entropy and Bayesian Methods
-
-
Zellner, A.1
|