Pages that link to "Item:Q1280561"

The following pages link to On Tyler's \(M\)-functional of scatter in high dimension (Q1280561):

Displaying 45 items.

• On high-dimensional sign tests (Q282562) (← links)
• Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
• Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
• Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
• Robustifying principal component analysis with spatial sign vectors (Q434715) (← links)
• A canonical definition of shape (Q730743) (← links)
• New algorithms for \(M\)-estimation of multivariate scatter and location (Q901290) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
• \(k\)-step shape estimators based on spatial signs and ranks (Q989265) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Multivariate generalized S-estimators (Q1006669) (← links)
• Independent component analysis based on symmetrised scatter matrices (Q1020181) (← links)
• Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
• Perturbation inequalities and confidence sets for functions of a scatter matrix. (Q1264501) (← links)
• Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels (Q1786575) (← links)
• Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• Sign tests for weak principal directions (Q2203629) (← links)
• The spatial sign covariance matrix with unknown location (Q2252888) (← links)
• \(M\)-functionals of multivariate scatter (Q2340850) (← links)
• Nonparametrically consistent depth-based classifiers (Q2345115) (← links)
• The asymptotic efficiency of the spatial median for elliptically symmetric distributions (Q2392583) (← links)
• Gini covariance matrix and its affine equivariant version (Q2423184) (← links)
• Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
• A spatial rank test and corresponding estimators for several samples (Q2483437) (← links)
• Multivariate nonparametric tests (Q2503952) (← links)
• A weighted spatial median for clustered data (Q2655559) (← links)
• AFFINE-EQUIVARIANT SPATIAL MEDIAN AND ITS USE IN THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM (Q2892459) (← links)
• On the Computation of Symmetrized M-Estimators of Scatter (Q2963612) (← links)
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
• Effect of kurtosis on efficiency of some multivariate medians (Q3455251) (← links)
• Tests and estimates of shape based on spatial signs and ranks (Q3611824) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• On jackknifing the symmetrized Tyler matrix (Q4987652) (← links)
• Multivariate Myriad Filters Based on Parameter Estimation of Student-$t$ Distributions (Q5109276) (← links)
• (Q5148943) (← links)
• On the Behrens–Fisher problem from the spatial median point of view (Q5222266) (← links)
• Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix (Q5259102) (← links)
• Computationally easy outlier detection via projection pursuit with finitely many directions (Q5299887) (← links)
• On the multivariate spatial median for clustered data (Q5442062) (← links)
• On the Breakdown Properties of Some Multivariate M-Functionals* (Q5467691) (← links)
• Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
• Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics (Q6197118) (← links)