Pages that link to "Item:Q1223902"
From MaRDI portal
The following pages link to Robust m-estimators of multivariate location and scatter (Q1223902):
Displayed 50 items.
- 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)
- 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)
- Comparative Study of Robust Estimators Based on a Sensitivity Coefficient in Principal Component Analysis (Q2876173) (← links)
- Weighted scatter estimation method of the GO-GARCH models (Q2930903) (← links)
- On the Computation of Symmetrized M-Estimators of Scatter (Q2963612) (← 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)
- Projection pursuit approach to robust canonical correlation analysis (Q3297989) (← 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)