most citedA New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

56 citations · 56 across the 2 of their papers we have counts for

collaborators

2 papers

stat.ME2018

Higher Moment Estimation for Elliptically-distributed Data: Is it Necessary to Use a Sledgehammer to Crack an Egg?

Zheng Tracy Ke, Koushiki Bose, Jianqing Fan

Multivariate elliptically-contoured distributions are widely used for modeling economic and financial data. We study the problem of estimating moment parameters of a semi-parametri…

math.ST2017★ 56 cited

A New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

Wen-Xin Zhou, Koushiki Bose, Jianqing Fan +1

Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber i…