25 citations · 29 across the 11 of their papers we have counts for
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stat.ME2012★ 25 cited
One-Step R-Estimation in Linear Models with Stable Errors
Marc Hallin, Yvik Swan, Thomas Verdebout +1
Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under -stable error densities; most of them are not even rate-optimal. In th…
math.PR2012
Stein's density approach and information inequalities
Christophe Ley, Yvik Swan
We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability dis…