References in zbMATH (referenced in 13 articles )

Showing results 1 to 13 of 13.
Sorted by year (citations)

  1. Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal: Robust and efficient fitting of severity models and the method of winsorized moments (2018)
  2. Elsaied, Hanan; Fried, Roland: Tukey’s M-estimator of the Poisson parameter with a special focus on small means (2016)
  3. Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; Seifried, Frank Thomas: Robust worst-case optimal investment (2015)
  4. Erlwein-Sayer, Christina; Ruckdeschel, Peter: Robustification of an on-line EM algorithm for modelling asset prices within an HMM (2014)
  5. Peter Ruckdeschel; Matthias Kohl: General Purpose Convolution Algorithm in S4 Classes by Means of FFT (2014) not zbMATH
  6. Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying: Regularized robust optimization: the optimal portfolio execution case (2013)
  7. Ruckdeschel, Peter; Horbenko, Nataliya: Optimally robust estimators in generalized Pareto models (2013)
  8. Rieder, Sonja: Robust parameter estimation for the Ornstein-Uhlenbeck process (2012)
  9. Hable, R.; Ruckdeschel, P.; Rieder, H.: Optimal robust influence functions in semiparametric regression (2010)
  10. Huber, Sonja: (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (2010)
  11. Kohl, Matthias; Ruckdeschel, Peter; Rieder, Helmut: Infinitesimally robust estimation in general smoothly parametrized models (2010)
  12. Matthias Kohl; Peter Ruckdeschel: R Package distrMod: S4 Classes and Methods for Probability Models (2010) not zbMATH
  13. Kohl, Matthias: Numerical contributions to the asymptotic theory of robustness. With CD-ROM. (2005)