HAL (Le Centre pour la Communication Scientifique Directe) · 2022 · 21 citations · 58 references
Natural SciencesBiostatisticsStatistical ModelingStatisticsStochastic ModelingEstimation TheoryInferential StatisticsOutlier TreatmentRobust Statistical ModelingRobust StatisticsStatistical InferenceBest ApproximationFinite Sample EstimationMinimum DistanceMisspecification RobustnessParametric EstimationRobust EstimationRobust Parameter EstimationStochastic Gradient Descent
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Robust Estimation of a Location Parameter
Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text
Robust Stochastic Approximation Approach to Stochastic Programming
Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan et al. · SIAM Journal on Optimization · 2009 · 2.1K citations