2 citations · 3 across the 4 of their papers we have counts for
4 papers · 1 filter
Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
Hendrik Paul Lopuhaa
We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highl…
Highly Efficient Estimators with High Breakdown Point for Linear Models with Structured Covariance Matrices
Hendrik Paul Lopuhaä
We provide a unified approach to a method of estimation of the regression parameter in balanced linear models with a structured covariance matrix that combines a high breakdown poi…
Approximation of rejective sampling inclusion probabilities and application to high order correlations
Hélène Boistard, Hendrik P. Lopuhaä, Anne Ruiz-Gazen
This paper is devoted to rejective sampling. We provide an expansion of joint inclusion probabilities of any order in terms of the inclusion probabilities of order one, extending p…
Asymptotics: Particles, Processes and Inverse Problems. Festschrift for Piet Groeneboom
Eric A. Cator, Geurt Jongbloed, Cor Kraaikamp +2
In September 2006, Piet Groeneboom officially retired as professor of statistics at Delft University of Technology and the Vrije Universiteit in Amsterdam. He did so by delivering…