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The behavior of maximum likelihood estimates under nonstandard conditions
This paper proves consistency and asymptotic normality of maximum likelihood (ML) estimators under weaker conditions than usual. In particular, (i) it is not assumed that the true distribution
CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS
Spectral Methods in Fluid DynamicsNumerical Methods for Partial Differential EquationsNumerical Analysis of Partial Differential EquationsNumerical analysis of spectral methods : theory and
Robust Estimation of a Location Parameter
This paper contains a new approach toward a theory of robust estimation; it treats in detail the asymptotic theory of estimating a location parameter for contaminated normal distributions, and
Robust Statistical Procedures
Background - Why Robust Procedures? Qualitative and Quantitative Robustness, Qualitative Robustness, Quantitative Robustness, Breakdown, Infinitesimal Robustness, Influence Function M-L and
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