A preeminent expert in the field explores new and exciting methodologies in the ever-
growing field of robust statistics Used to develop data analytical methods, which are …

In Stein's method, one can characterize probability distributions with differential operators.
We use these characterizations to obtain a new class of point estimators for iid observations …

The contribution of this paper is twofold. First, we introduce a generalized myriad filter, which
is a method to compute the joint maximum likelihood estimator of the location and the scale …

A smoothing principle for M-estimators is proposed. The smoothing depends on the sample
size so that the resulting smoothed M-estimator coincides with the initial M-estimator when …

This paper presents a multilevel quasi-Monte Carlo method for interval analysis, as a
computationally efficient method for high-dimensional linear models. Interval analysis …

Some quasi-arithmetic means of random variables easily give unbiased strongly consistent
closed-form estimators of the joint of the location and scale parameters of the Cauchy …

Stein operators allow to characterise probability distributions via differential operators.
Based on these characterisations, we develop a new method of point estimation for marginal …

We establish some limit theorems for quasi-arithmetic means of random variables. This class
of means contains the arithmetic, geometric and harmonic means. Our feature is that the …

This article links representative enrollee panel data to health plan data on (1) prices,(2)
service quality, and (3) nonessential benefits for the German statutory multipayer market and …

We introduce a new characterization of the Cauchy distribution and propose a class of
goodness-of-fit tests for the Cauchy family. The limit distribution is derived in a Hilbert space …