Pages that link to "Item:Q1307100"
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The following pages link to Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100):
Displaying 6 items.
- Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- Bias robustness of three median-based regression estimates. (Q1429887) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
- On the Breakdown Properties of Some Multivariate M-Functionals* (Q5467691) (← links)
