15 citations · 15 across the 3 of their papers we have counts for
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stat.ME2020
Robust Estimation for Discrete-Time State Space Models
William H. Aeberhard, Eva Cantoni, Chris Field +3
State space models (SSMs) are now ubiquitous in many fields and increasingly complicated with observed and unobserved variables often interacting in non-linear fashions. The crucia…
stat.ME2019
Robust Fitting for Generalized Additive Models for Location, Scale and Shape
William H. Aeberhard, Eva Cantoni, Giampiero Marra +1
The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specific…