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 regression through robust covariances (Q3780262) (← links)
- (Q3798098) (← links)
- Asymptotic behavior of general M-estimates for regression and scale with random carriers (Q3897855) (← links)
- The maximum bias of robust covariances (Q3978082) (← links)
- A robust biplot (Q4024618) (← links)
- On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions (Q4269486) (← links)
- Convergence Behavior of the em algorithm for the multivariate t -distribution (Q4337119) (← links)
- A biased-robust regression technique for the combined outlier-multicollinearity problem (Q4346976) (← links)
- Robust linear discriminant analysis using S-estimators (Q4529337) (← links)
- Robust analogs of hotelling's two-sample t<sup>2</sup> (Q4541685) (← links)
- Robust subspace recovery by Tyler's M-estimator (Q4603730) (← links)
- Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data (Q4648564) (← links)
- A robust approach to longitudinal data analysis (Q4652917) (← links)
- Almost sure representation for multivariate m-estimators (Q4843682) (← links)
- Outlier detection for high dimensional data using the Comedian approach (Q4912049) (← links)
- Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (Q4975350) (← links)
- (Q4986372) (← links)
- Multiple scaled contaminated normal distribution and its application in clustering (Q5006013) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Evaluation of robust outlier detection methods for zero-inflated complex data (Q5037099) (← links)
- Monitoring multivariate simple linear profiles using robust estimators (Q5077237) (← links)
- Regularized covariance matrix estimation under the common principal components model (Q5084728) (← links)
- Robust estimators based on generalization of trimmed mean (Q5084985) (← links)
- Robust simultaneous confidence interval estimation of principal component loadings (Q5086159) (← links)
- Robust multivariate functional discriminant coordinates (Q5087998) (← links)
- Robust smoothed canonical correlation analysis for functional data (Q5089445) (← links)
- Multivariate Myriad Filters Based on Parameter Estimation of Student-$t$ Distributions (Q5109276) (← links)
- Robust estimation of the mean vector for high-dimensional data set using robust clustering (Q5130235) (← links)
- (Q5148943) (← links)
- (Q5156861) (← links)
- Scaled von Mises–Fisher Distributions and Regression Models for Paleomagnetic Directional Data (Q5208059) (← links)
- Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix (Q5259102) (← links)
- Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression (Q5280268) (← links)
- Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate<i>t</i>-Distribution (Q5305489) (← links)
- On robustness of the test for detection of multivariate outliers (Q5435311) (← links)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
- A Robust Procedure in Nonlinear Models for Repeated Measurements (Q5495091) (← links)
- Robust estimation for the covariance matrix of multi-variate time series (Q5495693) (← links)
- Sign and rank covariance matrices (Q5928952) (← links)
- Robust Q-mode principal component analysis in \(L_{1}\) (Q5941545) (← links)
- Highly robust estimation of dispersion matrices (Q5943592) (← links)
- A class of robust principal component vectors. (Q5943754) (← links)
- Trimmed \(\tilde T^2\): A robust analog of Hotelling's \(T^2\) (Q5945263) (← links)
- Analogues on the Sphere of the Affine-Equivariant Spatial Median (Q6044634) (← links)
- Robust approaches to redundancy analysis (Q6060901) (← links)
- Aspects of robust canonical correlation analysis, principal components and association (Q6075570) (← links)
- On the use of robust estimators of multivariate location for heterogeneous data (Q6084755) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
- Addressing non-normality in multivariate analysis using the \(t\)-distribution (Q6120620) (← links)
- Geographically weighted Comedian method for spatial outlier detection (Q6134368) (← links)