77 citations · 240 across the 21 of their papers we have counts for
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stat.CO2013★ 18 cited
New Algorithms for -Estimation of Multivariate Scatter and Location
Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
We present new algorithms for -estimators of multivariate scatter and location and for symmetrized -estimators of multivariate scatter. The new algorithms are considerably fa…
stat.CO2008★ 13 cited
Least Squares and Shrinkage Estimation under Bimonotonicity Constraints
Rudolf Beran, Lutz Duembgen
In this paper we describe active set type algorithms for minimization of a smooth function under general order constraints, an important case being functions on the set of bimonoto…
stat.CO2008★ 1 cited
On an Auxiliary Function for Log-Density Estimation
Madeleine L. Cule, Lutz Duembgen
In this note we provide explicit expressions and expansions for a special function which appears in nonparametric estimation of log-densities. This function returns the integral of…