Stahel-Donoho estimators with cellwise weights
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Publication:3070619
DOI10.1080/00949650903103873zbMath1206.62111OpenAlexW2085690262MaRDI QIDQ3070619
Gert Willems, Stefan Van Aelst, Ellen Vandervieren
Publication date: 3 February 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/462046
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites Work
- Propagation of outliers in multivariate data
- The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
- The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- The Future of Data Analysis
- Least Median of Squares Regression
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- Robust Estimation of a Location Parameter
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