Pages that link to "Item:Q1223902"
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The following pages link to Robust m-estimators of multivariate location and scatter (Q1223902):
Displayed 50 items.
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Depth weighted scatter estimators (Q1781165) (← links)
- A robust estimator of multivariate location based on projection (Q1807867) (← links)
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
- Constrained \(M\)-estimation for multivariate location and scatter (Q1816989) (← links)
- Efficient estimation in the two-sample semiparametric location-scale models (Q1822862) (← links)
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
- Robust factor analysis. (Q1867199) (← links)
- The influence function and maximum bias of Tukey's median (Q1873616) (← links)
- Bounded influence estimators for multivariate lognormal distributions (Q1876837) (← links)
- Stability of robust and non-robust principal components analysis (Q1896105) (← links)
- The percentage bend correlation coefficient (Q1901369) (← links)
- On min-max majority and deepest points (Q1962227) (← links)
- High breakdown estimation for multiple populations with applications to discriminant analysis (Q1975521) (← links)
- On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions (Q2392583) (← links)
- Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
- Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
- A semiparametric density estimator based on elliptical distributions (Q2486183) (← links)
- Robust canonical correlations: a comparative study (Q2488393) (← links)
- Multiple outlier detection in multivariate data using self-organizing maps (Q2488397) (← links)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
- Parameter estimation under ambiguity and contamination with the spurious model (Q2493140) (← links)
- Robust estimation of Cronbach's alpha (Q2499084) (← links)
- Projected elliptical distributions (Q2508020) (← links)
- A comparison of some estimators of time series autocorrelations (Q2563588) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- Influence functions of two families of robust estimators under proportional scatter matrices (Q2655554) (← links)
- Resistant estimation of multivariate location using minimum spanning trees (Q2746355) (← links)
- Robust estimation and inference for bivariate line-fitting in allometry (Q3013949) (← links)
- Robust Two‐Stage Estimation in Hierarchical Nonlinear Models (Q3078724) (← links)
- One-Sided Tests in Linear Models with Multivariate<i>t</i>-Distribution (Q3155627) (← links)
- Two new approaches to robust estimation in time series (Q3350577) (← links)
- Sensitivity Coefficient in Principal Component Analysis: Robust Case (Q3543706) (← links)
- Robust Kernel Principal Component Analysis (Q3648346) (← links)
- Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (Q3740060) (← links)
- Robust regression through robust covariances (Q3780262) (← links)
- (Q3798098) (← links)
- Asymptotic behavior of general M-estimates for regression and scale with random carriers (Q3897855) (← links)
- The maximum bias of robust covariances (Q3978082) (← links)
- A robust biplot (Q4024618) (← links)
- On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions (Q4269486) (← links)
- Convergence Behavior of the em algorithm for the multivariate t -distribution (Q4337119) (← links)
- A biased-robust regression technique for the combined outlier-multicollinearity problem (Q4346976) (← links)
- Robust linear discriminant analysis using S-estimators (Q4529337) (← links)
- Robust analogs of hotelling's two-sample t<sup>2</sup> (Q4541685) (← links)
- Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data (Q4648564) (← links)
- A robust approach to longitudinal data analysis (Q4652917) (← links)
- Almost sure representation for multivariate m-estimators (Q4843682) (← links)
- Outlier detection for high dimensional data using the Comedian approach (Q4912049) (← links)