Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078): Difference between revisions

@@ Property / DOI @@
-.1006/jmva.1999.1839
@@ Property / DOI: 10.1006/jmva.1999.1839 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2111131733
@@ Property / OpenAlex ID: W2111131733 / rank @@
+Normal rank
@@ Property / cites work @@
+Descriptive statistics for non-parametric models. III: Dispersion
+Normal rank
@@ Property / cites work @@
+Nonparametric interval and point prediction using data trimmed by a Grubbs-type outlier rule
+Normal rank
@@ Property / cites work @@
+Asymptotics for the minimum covariance determinant estimator
+Normal rank
@@ Property / cites work @@
+A class of high-breakdown scale estimators based on subranges
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
+Normal rank
@@ Property / cites work @@
+The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
+Normal rank
@@ Property / cites work @@
+An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
+Normal rank
@@ Property / cites work @@
+A minimal characterization of the covariance matrix
+Normal rank
@@ Property / cites work @@
+The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
+Normal rank
@@ Property / cites work @@
+Q4882271
@@ Property / cites work: Q4882271 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
+Normal rank
@@ Property / cites work @@
+On the relation between S-estimators and M-estimators of multivariate location and covariance
+Normal rank
@@ Property / cites work @@
+Multivariate τ-Estimators for Location and Scatter
+Normal rank
@@ Property / cites work @@
+Highly efficient estimators of multivariate location with high breakdown point
+Normal rank
@@ Property / cites work @@
+Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
+Normal rank
@@ Property / cites work @@
+Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
+Normal rank
@@ Property / cites work @@
+Q3749928
@@ Property / cites work: Q3749928 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692741
@@ Property / cites work: Q4692741 / rank @@
+Normal rank
@@ Property / cites work @@
+The bias of \(k\)-step M-estimators
@@ Property / cites work: The bias of \(k\)-step M-estimators / rank @@
+Normal rank
@@ Property / cites work @@
+The maximum bias of robust covariances
@@ Property / cites work: The maximum bias of robust covariances / rank @@
+Normal rank
@@ Property / DOI @@
+.1006/JMVA.1999.1839
@@ Property / DOI: 10.1006/JMVA.1999.1839 / rank @@
+Normal rank