Weighted likelihood estimation of multivariate location and scatter (Q2273177): Difference between revisions

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+Notes on Pearson residuals and weighted likelihood estimating equations
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+Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample''
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+A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
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+Robust Inference in Generalized Linear Models
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+Error rates for multivariate outlier detection
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+Robust distances for outlier-free goodness-of-fit testing
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+The power of monitoring: how to make the most of a contaminated multivariate sample
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+Probability density function estimation using gamma kernels
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+A class of robust and fully efficient regression estimators
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+Weighted likelihood based inference for <i><i>P</i>(<i>X</i> &lt; <i>Y</i>)</i>
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+A plug-in approach to sparse and robust principal component analysis
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+High breakdown estimation for multiple populations with applications to discriminant analysis
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+Robust Statistics
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+Fast and robust discriminant analysis
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+High-breakdown robust multivariate methods
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+Miscellanea Kernel-Type Density Estimation on the Unit Interval
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+A general set up for minimum disparity estimation
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+Efficiency versus robustness: The case for minimum Hellinger distance and related methods
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+On the relation between S-estimators and M-estimators of multivariate location and covariance
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+Weighted Likelihood Equations with Bootstrap Root Search
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+Robust m-estimators of multivariate location and scatter
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+The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
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+Gaussian Mixture Modeling by Exploiting the Mahalanobis Distance
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