Pages that link to "Item:Q1578280"

The following pages link to Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280):

Displaying 36 items.

• Invariant Co-Ordinate Selection (Q82621) (← links)
• Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
• Separating a mixture of two normals with proportional covariances (Q745522) (← links)
• The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator (Q746209) (← links)
• RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
• A resistant estimator of multivariate location and dispersion (Q956901) (← links)
• The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness (Q1003777) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
• A reweighting approach to robust clustering (Q1702028) (← links)
• Depth weighted scatter estimators (Q1781165) (← links)
• Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
• Partial influence functions (Q1861398) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356) (← links)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
• Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
• Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• Robust concentration graph model selection (Q2445761) (← links)
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
• Robust estimation of Cronbach's alpha (Q2499084) (← links)
• A Natural Robustification of the Ordinary Instrumental Variables Estimator (Q2861951) (← links)
• Finding an Unknown Number of Multivariate Outliers (Q2920276) (← links)
• A Hotelling Test Based on MCD (Q3298657) (← links)
• Trimmed and winsorized standard deviations based on a scaled deviation (Q3521113) (← links)
• Sensitivity Coefficient in Principal Component Analysis: Robust Case (Q3543706) (← links)
• Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
• Robust estimation of the conditional median function at elliptical models (Q5933622) (← links)
• On testing the equality of latent roots of scatter matrices under ellipticity (Q6183686) (← links)