Shane P. Pederson

Hidden Markov and Other Models for Discrete-Valued Time Series

Shane P. Pederson, Iain L. MacDonald, Walter Zucchini · Technometrics · 1998 · 395 citations

Hidden Markov Model, Stochastic Processes, Markov Kernel +2

On Robustness in the Logistic Regression Model

Raymond J. Carroll, Shane P. Pederson · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1993 · 195 citations

Robust Estimator, Robust Statistic, Estimation Statistic +9

Estimating Model Discrepancy

Shane P. Pederson, M. Johnson · Technometrics · 1990 · 47 citations

Density Estimation, Engineering, X 2 +13

Managing Credit Lines and Prices for Bank One Credit Cards

Margaret S. Trench, Shane P. Pederson, Edward T. Lau et al. · INFORMS Journal on Applied Analytics · 2003 · 34 citations

Portfolio Optimization, Computational Finance, Credit Lines +14

Estimating Model Discrepancy

Shane P. Pederson, M. Johnson · Technometrics · 1990 · 32 citations

Density Estimation, Engineering, X 2 +13