scientific article
From MaRDI portal
Publication:3313120
zbMath0531.62036MaRDI QIDQ3313120
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M-estimatorsinvariance propertiesinfluence functionscovariance matriceslocation parametersbreak-down-pointHampel-estimators
Related Items (45)
Evaluation of robust outlier detection methods for zero-inflated complex data ⋮ Robust mixture regression using the \(t\)-distribution ⋮ The DetS and DetMM estimators for multivariate location and scatter ⋮ All-in-one robust estimator of the Gaussian mean ⋮ Influence diagnostics in support vector machines ⋮ Robust estimation of multivariate location and shape ⋮ Exact computation of the halfspace depth ⋮ Robust mixture multivariate linear regression by multivariate Laplace distribution ⋮ Multivariate and functional classification using depth and distance ⋮ On the use of robust estimators of multivariate location for heterogeneous data ⋮ Non-asymptotic analysis and inference for an outlyingness induced winsorized mean ⋮ High-breakdown robust multivariate methods ⋮ Least sum of squares of trimmed residuals regression ⋮ Uniform convergence rates for the approximated halfspace and projection depth ⋮ Robust kernel principal component analysis and classification ⋮ Robust classification for skewed data ⋮ Robust estimation of the mean vector for high-dimensional data set using robust clustering ⋮ On min-max majority and deepest points ⋮ Tensor-based projection depth ⋮ A co-median approach to detect compositional outliers ⋮ Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions ⋮ On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry ⋮ Multivariate functional outlier detection ⋮ Robust PCA for skewed data and its outlier map ⋮ The geometry of the affine invariant multivariate sign and rank methods ⋮ Change-of-variance sensitivities in regression analysis ⋮ An outlier map for support vector machine classification ⋮ On general notions of depth for regression ⋮ Propagation of outliers in multivariate data ⋮ The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness ⋮ Robust data imputation ⋮ Robust mixture regression model fitting by Laplace distribution ⋮ Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study ⋮ A Measure of Directional Outlyingness With Applications to Image Data and Video ⋮ Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension ⋮ An adjusted Grubbs' and generalized extreme studentized deviation ⋮ Robust estimation for the covariance matrix of multi-variate time series ⋮ Robust versus classical detection of atypical data ⋮ A comparison of some quick algorithms for robust regression ⋮ Permutation tests for multivariate location problems ⋮ Algorithms for the computation of weights in bounded influence regression ⋮ On the breakdown point of multivariate location estimators based on trimming procedures ⋮ Desirable properties, breakdown and efficiency in the linear regression model ⋮ Unconventional features of positive-breakdown estimators ⋮ Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
This page was built for publication:
