R Douglas Martin

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2581-0638

Publications

• Robust Bayesian Model Selection for Autoregressive Processes with Additive Outliers — Journal of the American Statistical Association 1996
• Modeling Flat Stretches, Bursts Outliers in Time Series Using Mixture Transition Distribution Models — Journal of the American Statistical Association 1996
• Efficiency-Constrained Bias-Robust Estimation of Location — The Annals of Statistics 1993
• Bias Robust Estimation of Scale — The Annals of Statistics 1993
• Leave-K-Out Diagnostics for Time Series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1990 (name-matched, not ORCID-linked)
• Min-Max Bias Robust Regression — The Annals of Statistics 1989
• Leave-K-Out Diagnostics for Time Series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1989
• Asymptotically Min—Max Bias RobustM-Estimates of Scale for Positive Random Variables — Journal of the American Statistical Association 1989
• Comment — Journal of the American Statistical Association 1987
• Rejoinder: Influence Functionals for Time Series — The Annals of Statistics 1986
• Influence Functionals for Time Series — The Annals of Statistics 1986
• Ordinary and proper location M-estimates for autoregressive-moving average models — Biometrika 1986
• The Cramér-Rao bound and robust M-estimates for autoregressions — Biometrika 1982
• Robust Estimation of Power Spectra — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1979
• Robust Estimation of the First-Order Autoregressive Parameter — Journal of the American Statistical Association 1979