Pages that link to "Item:Q1093284"
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The following pages link to A distribution-free M-estimator of multivariate scatter (Q1093284):
Displaying 50 items.
- Inference for time-varying signals using locally stationary processes (Q1631413) (← links)
- Inference and mixture modeling with the elliptical Gamma distribution (Q1659056) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- Multivariate nonparametric tests in a randomized complete block design (Q1810710) (← links)
- Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. (Q1848967) (← links)
- Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
- Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm (Q2036201) (← links)
- Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
- A concentration of measure and random matrix approach to large-dimensional robust statistics (Q2108907) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- On the rotational invariant \(L_1\)-norm PCA (Q2174418) (← links)
- Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results (Q2174669) (← links)
- Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- Sign tests for weak principal directions (Q2203629) (← links)
- Principal regression for high dimensional covariance matrices (Q2233571) (← links)
- Dependence in elliptical partial correlation graphs (Q2233572) (← links)
- A comment on affine invariance and ancillarity in testing multivariate normality (Q2241540) (← links)
- The spatial sign covariance matrix with unknown location (Q2252888) (← links)
- Spatial sign correlation (Q2256748) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- Affine invariant depth-based tests for the multivariate one-sample location problem (Q2273173) (← links)
- On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- Preconditioning filter bank decomposition using structured normalized tight frames (Q2336956) (← links)
- \(M\)-functionals of multivariate scatter (Q2340850) (← links)
- Nonparametrically consistent depth-based classifiers (Q2345115) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions (Q2392583) (← links)
- Gini covariance matrix and its affine equivariant version (Q2423184) (← links)
- Probabilistic tight frames and representation of positive operator-valued measures (Q2424631) (← links)
- The \(k\)-step spatial sign covariance matrix (Q2442779) (← links)
- Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
- A spatial rank test and corresponding estimators for several samples (Q2483437) (← links)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
- Multivariate nonparametric tests (Q2503952) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Projected elliptical distributions (Q2508020) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
