Sign and rank covariance matrices (Q5928952): Difference between revisions

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+Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
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+Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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+Spearman's ρ is larger than kendall's τ for positively dependent random variables
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+On a Geometric Notion of Quantiles for Multivariate Data
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+A multivariate version of kendall's τ
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+An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Affine-Invariant Multivariate One-Sample Signed-Rank Tests
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+Redescending \(M\)-estimates of multivariate location and scatter
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+\(M\)-estimation, convexity and quantiles
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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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+Some robust estimates of principal components
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+Robust m-estimators of multivariate location and scatter
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+Robust Identification of Autoregressive Moving Average Models
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+Multivariate spatial sign and rank methods
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+Descriptive statistics for multivariate distributions
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+Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
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+Least Median of Squares Regression
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