Highly robust estimation of dispersion matrices (Q5943592): Difference between revisions

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+Generalized S-Estimators
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+Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Robust estimation and outlier detection with correlation coefficients
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+Robust Estimation of Dispersion Matrices and Principal Components
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+Highly robust variogram estimation
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+Robustness properties of dispersion estimators
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+Robust estimation: A condensed partial survey
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+Asymptotics of generalized \(S\)-estimators
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+Robust Statistics
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+Finite sample breakdown of M- and P-estimators
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+Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
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+On the relation between S-estimators and M-estimators of multivariate location and covariance
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+Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
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+Highly Robust Estimation of the Autocovariance Function
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+Robust m-estimators of multivariate location and scatter
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+Least Median of Squares Regression
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+Finite sample breakdown points of projection based multivariate location and scatter statistics
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+High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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