Robustness of the student t based M-estimator

Article Properties
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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Refrences
Title Journal Journal Categories Citations Publication Date
Robust Statistics. The Approach Based on Influence Functions 1986
Robust Estimates of Locution 1972
Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms Journal of the American Statistical Association
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 99 1976
Maximum Likelihood Estimation of Misspecified Models Econometrica
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 3,004 1982
Properties of modelling the error distribution with an extra shape parameter Computational Statistics & Data Analysis
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 12 1992
Citations
Title Journal Journal Categories Citations Publication Date
Robust maximum likelihood estimation of stochastic frontier models European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 2023
Robust joint modelling of left-censored longitudinal data and survival data with application to HIV vaccine studies The Annals of Applied Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
Influence diagnostics for skew-t censored linear regression models Communications for Statistical Applications and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
 2023
Expected Shortfall Semi-Scale T-Distribution M-Estimator Journal of Mathematical Finance 2023
A Bayesian Regression Model for the Non-standardized t Distribution with Location, Scale and Degrees of Freedom Parameters Sankhya B
  • Science: Mathematics: Probabilities. Mathematical statistics
 2022
Citations Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics63
Science: Mathematics62
Science: Mathematics: Instruments and machines: Electronic computers. Computer science13
Social Sciences: Finance4
Social Sciences: Commerce: Business: Accounting. Bookkeeping4
Technology: Engineering (General). Civil engineering (General)3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics3
Social Sciences: Economic theory. Demography: Economics as a science3
Social Sciences: Commerce: Business3
Geography. Anthropology. Recreation: Environmental sciences2
Technology: Manufactures: Production management. Operations management2
Medicine: Medicine (General): Medical technology2
Medicine: Medicine (General): Computer applications to medicine. Medical informatics2
Science: Biology (General)2
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Science1
Science: Geology1
Geography. Anthropology. Recreation: Geography (General)1
Technology: Photography1
Technology: Technology (General): Industrial engineering. Management engineering1
Technology: Mechanical engineering and machinery1
Social Sciences: Statistics1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Environmental technology. Sanitary engineering1
Science: Biology (General): Ecology1
Science: Science (General)1
The category Science: Mathematics: Probabilities. Mathematical statistics 63 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Value at risk models for Dutch bond portfolios and was published in 2000. The most recent citation comes from a 2023 study titled Expected Shortfall Semi-Scale T-Distribution M-Estimator. This article reached its peak citation in 2014, with 8 citations. It has been cited in 38 different journals, 5% of which are open access. Among related journals, the Journal of Applied Statistics cited this research the most, with 10 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year