A note on the robustness of multivariate medians (Q1124992): Difference between revisions

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+Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
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+On Some Alternative Estimates for Shift in the $P$-Variate One Sample Problem
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+Asymptotics for the minimum covariance determinant estimator
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+On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
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+On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
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+Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
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+On a Geometric Notion of Quantiles for Multivariate Data
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+Robustness of the half-space median
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+The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Breakdown properties of location estimates based on halfspace depth and projected outlyingness
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+Robust Statistics
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+On a notion of data depth based on random simplices
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+Robust m-estimators of multivariate location and scatter
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+Descriptive statistics for multivariate distributions
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+The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
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+Least Median of Squares Regression
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