Ruben H. Zamar
Technometrics · 1997–2002
A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 18 researchers here, as inferred from the citation graph.
Whom Ruben H. Zamar trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Ruben H. Zamar overall
- Peter Filzmoser
- Robert Serfling
- David J. Olive
- H. Muller
- Jeng-Min Chiou
- Valentin Todorov
- Viktoria Ollerer
- Joel A. Dubin
- Wenjing Yang
- Keurcien Luu
Papers from Ruben H. Zamar's perspective
Ordered by how strongly the researchers Ruben H. Zamar trusts endorse each paper. Same corpus, a different order for every researcher.
- A Fast Algorithm for the Minimum Covariance Determinant Estimator
- Nonparametric regression and generalized linear models
- Kernel Smoothing
- Spline smoothing and nonparametric regression
- Multivariate estimation with high breakdown point
- Robust Estimation of Dispersion Matrices and Principal Components
- On Estimating Regression
- Robust Regression and Outlier Detection (Wiley Series in Probability and Statistics)
- Robust statistics: the approach based on influence functions
- Three-step censored quantile regression and extramarital affairs, J. Amer. Statist. Assoc., Journal of the American Statistical Association
Their papers
- Robust Estimates of Location and Dispersion for High-Dimensional Datasets (2002) — 439 citations
- Comparing the shapes of regression functions (2000) — 71 citations
- A multivariate Kolmogorov-Smirnov test of goodness of fit (1997)