P. Davies

发表

Asymptotics for the minimum covariance determinant estimator

M. Jhun, R. Butler, P. L. Davies, 1993 .

The asymptotics of Rousseeuw's minimum volume ellipsoid estimator

P. L. Davies, P. Davies, Laurie Davies, 1992 .

Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices

P. L. Davies, P. Davies, 1987 .

Local extremes, runs, strings and multiresolution - Rejoinder

Arne Kovac, A. Kovac, P. L. Davies, 2001 .

Desirable properties, breakdown and efficiency in the linear regression model

P. Davies, 1994 .

A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY

P. L. Davies, D. Shanbhag, P. Davies, 1987 .

Everywhere irregularity of certain classes of random processes with stationary Gaussian increments

P. Davies, 1973, Advances in Applied Probability.

Interactions and outliers in the two-way analysis of variance

W. Terbeck, P. L. DaviesFebruary, P. Davies, 1998 .

Rates of convergence to the stationary distribution for k-dimensional diffusion processes

P. L. Davies, P. Davies, 1986, Journal of Applied Probability.

On locally uniformly linearizable high breakdown location and scale functionals

P. L. Davies, P. Davies, 1998 .