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.
- Algorithms for the computation of weights in bounded influence regression (Q804193) (← links)
- Objective prior for the number of degrees of freedom of a \(t\) distribution (Q899016) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation (Q900800) (← links)
- Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
- Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
- Estimation methods for the multivariate \(t\) distribution (Q925280) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Inferences based on multiple skipped correlations (Q956750) (← links)
- Testing for ellipsoidal symmetry: a comparison study (Q961151) (← links)
- A note on multivariate location and scatter statistics for sparse data sets (Q988115) (← links)
- Asymptotic normality of the recursive M-estimators of the scale parameters (Q995799) (← links)
- Propagation of outliers in multivariate data (Q1002160) (← links)
- Complex ICA using generalized uncorrelating transform (Q1010151) (← links)
- Robust estimation of multivariate regression model (Q1019444) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Independent component analysis based on symmetrised scatter matrices (Q1020181) (← links)
- Building a robust linear model with forward selection and stepwise procedures (Q1020809) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- Complex-valued ICA based on a pair of generalized covariance matrices (Q1023717) (← links)
- Descriptive statistics for multivariate distributions (Q1053391) (← links)
- M-methods in multivariate linear models (Q1067330) (← links)
- Some extension of Haldane's multivariate median and its application (Q1069237) (← links)
- M-methods in growth curve analysis (Q1076447) (← links)
- Asymptotic theory for robust principal components (Q1088340) (← links)
- Methods of \(L_ 1\) estimation of a covariance matrix (Q1091707) (← links)
- A note on the robustness of multivariate medians (Q1124992) (← links)
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
- Robust M-estimators of location vectors (Q1171849) (← links)
- A comparison of generalized and modified sample biserial correlation estimators (Q1205774) (← links)
- Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
- On the asymptotic distribution of multivariate M-estimates (Q1249906) (← links)
- Robustification of estimators by winsorizing on ellipsoids (Q1261294) (← links)
- Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
- Robust nonparametric regression estimation (Q1263900) (← links)
- Asymptotics of estimating equations under natural conditions. (Q1264523) (← links)
- A procedure for the detection of multivariate outliers. (Q1275531) (← links)
- A model for perturbed production or measurement processes involving compound normal distributions (Q1294381) (← links)
- Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100) (← links)
- Desirable properties, breakdown and efficiency in the linear regression model (Q1324560) (← links)
- A very simple robust estimator of a dispersion matrix (Q1351858) (← links)
- Convergence of depth contours for multivariate datasets (Q1359410) (← links)
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data (Q1361544) (← links)
- Robust estimation in simultaneous equations models (Q1361644) (← links)
- Robust estimation of multivariate location and shape (Q1361645) (← links)
- ML estimation of the multivariate \(t\) distribution and the EM algorithm (Q1375112) (← links)
- Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476) (← links)
- Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
- Robust plug-in estimators in proportional scatter models. (Q1429879) (← links)
- Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)