The following pages link to (Q3749928):
Displayed 50 items.
- Robust online signal extraction from multivariate time series (Q962348) (← links)
- A note on multivariate location and scatter statistics for sparse data sets (Q988115) (← links)
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (Q990886) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- The symplectic camel and the uncertainty principle: the tip of an iceberg? (Q1022507) (← links)
- Outlier identification in high dimensions (Q1023500) (← links)
- Principal component analysis for data containing outliers and missing elements (Q1023501) (← links)
- Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties (Q1036719) (← links)
- Outlier detection by means of robust regression estimators for use in engineering science (Q1048353) (← links)
- Estimating and bootstrapping Malmquist indices (Q1125082) (← links)
- Best approximations to random variables based on trimming procedures (Q1174316) (← links)
- On the optimality of S-estimators (Q1195586) (← links)
- Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
- Convergence rates in multivariate robust outlier identification (Q1266938) (← links)
- A procedure for the detection of multivariate outliers. (Q1275531) (← links)
- Minimum volume sets and generalized quantile processes (Q1275932) (← links)
- Asymptotics for trimmed \(k\)-means and associated tolerance zones. (Q1298870) (← links)
- D-optimal design methods for robust estimation of multivariate location and scatter (Q1299089) (← links)
- Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions (Q1300770) (← links)
- Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100) (← links)
- The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators (Q1324556) (← links)
- Desirable properties, breakdown and efficiency in the linear regression model (Q1324560) (← links)
- The asymptotics of the least trimmed absolute deviations (LTAD) estimator (Q1324563) (← links)
- Unconventional features of positive-breakdown estimators (Q1324567) (← links)
- Fuzzy clustering using scatter matrices (Q1350816) (← links)
- Computing depth contours of bivariate point clouds (Q1350819) (← links)
- A very simple robust estimator of a dispersion matrix (Q1351858) (← links)
- Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation (Q1361528) (← links)
- Robust regression with both continuous and binary regressors (Q1361615) (← links)
- Robust estimation of multivariate location and shape (Q1361645) (← links)
- Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms (Q1390961) (← links)
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
- On the computation and efficiency of a HBP-GM estimator some simulation results (Q1391324) (← links)
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. (Q1408739) (← links)
- Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
- Robust plug-in estimators in proportional scatter models. (Q1429879) (← links)
- A central limit theorem for multivariate generalized trimmed \(k\)-means (Q1568311) (← links)
- Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
- The deepest regression method (Q1604624) (← links)
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles. (Q1606460) (← links)
- A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
- Efficiency of the pMST and RDELA location and scatter estimators (Q1621955) (← links)
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection (Q1623475) (← links)
- The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
- Outlier detection in interval data (Q1630889) (← links)
- Locating hyperplanes to fitting set of points: a general framework (Q1652646) (← links)
- The robust EM-type algorithms for log-concave mixtures of regression models (Q1654229) (← links)
- Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
- Minimum volume peeling: a robust nonparametric estimator of the multivariate mode (Q1660236) (← links)