39 citations · 48 across the 4 of their papers we have counts for
4 papers
Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications
Bernhard Spangl, Norbert Kaiblinger, Peter Ruckdeschel +1
We consider balanced one-, two- and three-way ANOVA models to test the hypothesis that the fixed factor A has no effect. The other factors are fixed or random. We determine the non…
Robust test statistics for the two-way MANOVA based on the minimum covariance determinant estimator
Bernhard Spangl
Robust test statistics for the two-way MANOVA based on the minimum covariance determinant (MCD) estimator are proposed as alternatives to the classical Wilks' Lambda test statistic…
Statistical models for dynamics in extreme value processes
Bernhard Spangl, Sascha Desmettre, Peter Ruckdeschel
We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals…
Robust Kalman tracking and smoothing with propagating and non-propagating outliers
Peter Ruckdeschel, Bernhard Spangl, Daria Pupashenko
A common situation in filtering where classical Kalman filtering does not perform particularly well is tracking in the presence of propagating outliers. This calls for robustness u…