Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637): Difference between revisions

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+Multivariate truncated moments
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+Robust diagnostic regression analysis
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+Forward search added-variable t-tests and the effect of masked outliers on model selection
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+Exploratory tools for clustering multivariate data
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+Exploring multivariate data with the forward search.
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+The forward search: theory and data analysis
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+Normal rank
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+Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
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+Asymptotic expansion of the minimum covariance determinant estimators
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+Multivariate Outlier Detection With High-Breakdown Estimators
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+Robust distances for outlier-free goodness-of-fit testing
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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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+Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Robust analysis of bibliometric data
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+Generalized Radius Processes for Elliptically Contoured Distributions
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+Asymptotics of generalized \(S\)-estimators
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+Normal rank
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+High-breakdown robust multivariate methods
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+Normal rank
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+Discussion: The forward search: theory and data analysis
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+Asymptotics of reweighted estimators of multivariate location and scatter
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+Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
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+Small sample corrections for LTS and MCD
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+Finding an Unknown Number of Multivariate Outliers
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+On consistency factors and efficiency of robust \(S\)-estimators
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+Approximation Theorems of Mathematical Statistics
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+Elliptical and Radial Truncation in Normal Populations
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+Robust and Efficient One-Way MANOVA Tests
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+Robust bivariate boxplots and multiple outlier detection.
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+Depth weighted scatter estimators
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