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stat.ME2024
Reconciling Bayesian and frequentist approaches to robustness against outliers
Philippe Gagnon, Alain Desgagné
Heavy-tailed models are used as a way to gain robustness against outliers in Bayesian analyses. In frequentist analyses, M-estimators are often employed. In this paper, the two app…
math.ST2024★ 2 cited
Asymptotics for non-degenerate multivariate -statistics with estimated nuisance parameters under the null and local alternative hypotheses
Alain Desgagné, Christian Genest, Frédéric Ouimet
The large-sample behavior of non-degenerate multivariate -statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be…