Fast and robust estimation of the multivariate errors in variables model (Q619147): Difference between revisions

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+Robust Line Estimation with Errors in Both Variables
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+Asymptotics for the minimum covariance determinant estimator
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+Generalized \(M\)-estimators for errors-in-variables regression
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+Robust Calibration
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+Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
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+Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
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+Trimmed \(k\)-means: An attempt to robustify quantizers
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+Robust weighted orthogonal regression in the errors-in-variables model
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+A central limit theorem for multivariate generalized trimmed \(k\)-means
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+A general trimming approach to robust cluster analysis
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+Estimation in a multivariate ''errors in variables'' regression model: Large sample results
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+A minimal characterization of the covariance matrix
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+The influence function in the errors in variables problem
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+Robust estimation in the errors-in-variables model
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+Bias robust estimation in orthogonal regression
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