| S4 classes for distributions P Ruckdeschel, M Kohl, T Stabla, F Camphausen R News 6 (2), 2-6, 2006 | 113 | 2006 |
| General purpose convolution algorithm for distributions in S4-Classes by means of FFT M Kohl, P Ruckdeschel Journal Statistical Software 59 (4), 1-25, 2014 | 61* | 2014 |
| Robust Estimation of Operational Risk N Horbenko, P Ruckdeschel, T Bae Journal of Operational Risk 6 (2), 3--30, 2011 | 36 | 2011 |
| Robust Kalman tracking and smoothing with propagating and non-propagating outliers P Ruckdeschel, B Spangl, D Pupashenko Statistical Papers 55 (1), 93--123, 2014 | 34 | 2014 |
| The cost of not knowing the radius H Rieder, M Kohl, P Ruckdeschel Statistical Methods and Applications 17, 13-40, 2008 | 33* | 2008 |
| Ansätze zur Robustifizierung des Kalman-filters P Ruckdeschel Mathematisches Institut der Universität Bayreuth, 2001 | 30 | 2001 |
| Optimally robust kalman filtering P Ruckdeschel | 27 | 2010 |
| Robustness properties of estimators in generalized Pareto Models P Ruckdeschel, N Horbenko Berichte des Fraunhofer ITWM Nr. 182, 2010 | 21 | 2010 |
| A motivation for sqrt(n)-shrinking neighborhoods P Ruckdeschel Metrika 63 (3), 295-307, 2006 | 21 | 2006 |
| Infinitesimally robust estimation in general smoothly parametrized models M Kohl, P Ruckdeschel, H Rieder Statistical Methods & Applications 19, 333-354, 2010 | 18 | 2010 |
| Pricing American options in the Heston model: a close look at incorporating correlation P Ruckdeschel, T Sayer, A Szimayer Journal of Derivatives 20 (3), 9--29, 2013 | 17 | 2013 |
| Robust worst-case optimal investment S Desmettre, R Korn, P Ruckdeschel, FT Seifried OR Spectrum 37 (3), 677--701, 2015 | 16 | 2015 |
| Optimal influence curves for general loss functions P Ruckdeschel, H Rieder Statistics & Decisions 22 (3/2004), 201-223, 2004 | 16 | 2004 |
| R Package distrMod: S4 Classes and Methods for Probability Models M Kohl, P Ruckdeschel Journal of Statistical Software 35 (10), 1-27, 2010 | 15 | 2010 |
| Yet another breakdown point notion: EFSBP --illustrated at scale-shape models. P Ruckdeschel, N Horbenko Metrika 75 (8), 1025--1047, 2012 | 12 | 2012 |
| Computation of the Finite Sample Risk of M-estimators on Neighborhoods P Ruckdeschel, M Kohl http://www.mathematik.uni-kl.de/~ruckdesc/pubs/howtoap.pdf, 2005 | 12* | 2005 |
| Robust kalman filtering P Ruckdeschel SFB 373 Discussion Paper, 2000 | 11 | 2000 |
| Optimally robust estimators in generalized Pareto models P Ruckdeschel, N Horbenko Statistics 47 (4), 762--791, 2013 | 9 | 2013 |
| The Costs of not Knowing the Radius. Submitted H Rieder, M Kohl, P Ruckdeschel Appeared as discussion paper, 2001 | 9 | 2001 |
| Higher order asymptotics for the MSE of M-estimators on shrinking neighborhoods P Ruckdeschel Unpublished manuscript, 2005 | 8* | 2005 |
