Pages that link to "Item:Q1093284"
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The following pages link to A distribution-free M-estimator of multivariate scatter (Q1093284):
Displaying 50 items.
- Invariant Co-Ordinate Selection (Q82621) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Simplicial bivariate tests for randomness (Q273769) (← links)
- On high-dimensional sign tests (Q282562) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
- Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- \(M\)-estimation of wavelet variance (Q421382) (← links)
- On robust classification using projection depth (Q421427) (← links)
- Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
- Robustifying principal component analysis with spatial sign vectors (Q434715) (← links)
- Skew-symmetric distributions and Fisher information -- a tale of two densities (Q442072) (← links)
- An affine invariant \(k\)-nearest neighbor regression estimate (Q450849) (← links)
- Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
- Depth-based runs tests for bivariate central symmetry (Q498055) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Minimization of the probabilistic \(p\)-frame potential (Q651067) (← links)
- A canonical definition of shape (Q730743) (← links)
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
- A minimization problem for probabilistic frames (Q778028) (← links)
- Algorithms for the computation of weights in bounded influence regression (Q804193) (← links)
- A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods (Q853950) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← 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)
- Bivariate one-sample optimal location test for spherical stable densities by Padé' methods (Q901288) (← links)
- New algorithms for \(M\)-estimation of multivariate scatter and location (Q901290) (← links)
- Bayesian multiscale smoothing in supervised and semi-supervised kernel discriminant analysis (Q901631) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- \(k\)-step shape estimators based on spatial signs and ranks (Q989265) (← links)
- Robust tests for the common principal components model (Q998988) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- Signed-rank tests for location in the symmetric independent component model (Q1006664) (← links)
- A weighted multivariate signed-rank test for cluster-correlated data (Q1012529) (← links)
- Independent component analysis based on symmetrised scatter matrices (Q1020181) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- Contour projected dimension reduction (Q1043711) (← links)
- Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
- Perturbation inequalities and confidence sets for functions of a scatter matrix. (Q1264501) (← links)
- Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100) (← links)
- Data analysis for shapes and images (Q1361636) (← links)
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
- Sign test of independence between two random vectors. (Q1423264) (← links)
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
