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.
- Robust tests for one or more allometric lines (Q1790763) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← 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)
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions (Q2065291) (← links)
- Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (Q2066869) (← links)
- A concentration of measure and random matrix approach to large-dimensional robust statistics (Q2108907) (← links)
- Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
- Robust mean and covariance structure analysis through iteratively reweighted least squares (Q2250612) (← links)
- Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution (Q2259075) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← 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)
- Robustification of Gaussian Bayes classifier by the minimum \(\beta \)-divergence method (Q2283319) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- A comparative study of robust and stable estimates of multivariate location (Q2314463) (← links)
- Adaptive exponential power depth with application to classification (Q2317183) (← links)
- The breakdown point of the median of means tournament (Q2322677) (← links)
- \(M\)-functionals of multivariate scatter (Q2340850) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Robust computation of linear models by convex relaxation (Q2351804) (← links)
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions (Q2392583) (← links)
- Gini covariance matrix and its affine equivariant version (Q2423184) (← links)
- Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models (Q2439890) (← links)
- Robust concentration graph model selection (Q2445761) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← 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)